BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.15
Theta: -0.43
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 282.40 | 7.3 | -3.95 | 36.02 | 5,154 | 624 | 818 | |||
| 20 Nov | 287.50 | 11.25 | 0.00 | 36.56 | 484 | 52 | 190 | |||
| 19 Nov | 287.50 | 11.25 | -2.65 | 36.56 | 484 | 48 | 190 | |||
| 18 Nov | 289.20 | 13.9 | -6.40 | 36.88 | 352 | 60 | 154 | |||
| 14 Nov | 298.20 | 20.3 | -8.20 | 29.56 | 68 | 12 | 94 | |||
| 13 Nov | 305.85 | 28.5 | -7.35 | 33.19 | 18 | -2 | 84 | |||
| 12 Nov | 309.80 | 35.85 | 1.55 | 65.29 | 2 | 0 | 86 | |||
| 11 Nov | 312.55 | 34.3 | -3.20 | 28.17 | 16 | -4 | 88 | |||
| 8 Nov | 310.45 | 37.5 | 0.00 | 0.00 | 0 | -16 | 0 | |||
| 7 Nov | 315.00 | 37.5 | -3.80 | 35.72 | 22 | -16 | 92 | |||
| 6 Nov | 317.00 | 41.3 | 10.80 | 50.79 | 40 | -12 | 110 | |||
| 5 Nov | 307.95 | 30.5 | 2.45 | 29.40 | 140 | 60 | 118 | |||
| 4 Nov | 303.45 | 28.05 | -10.45 | 37.43 | 64 | 54 | 58 | |||
| 1 Nov | 313.00 | 38.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 310.75 | 38.5 | 5.45 | - | 2 | 0 | 4 | |||
| 30 Oct | 311.30 | 33.05 | 0.00 | - | 0 | 4 | 0 | |||
| 29 Oct | 311.45 | 33.05 | -51.25 | - | 4 | 2 | 2 | |||
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| 28 Oct | 310.40 | 84.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 306.30 | 84.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 321.45 | 84.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 323.05 | 84.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 322.90 | 84.3 | 84.30 | - | 0 | 0 | 0 | |||
| 12 Sept | 344.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 347.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 352.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 360.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 357.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 355.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 358.45 | 0 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 280 expiring on 28NOV2024
Delta for 280 CE is 0.60
Historical price for 280 CE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 7.3, which was -3.95 lower than the previous day. The implied volatity was 36.02, the open interest changed by 312 which increased total open position to 409
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 11.25, which was 0.00 lower than the previous day. The implied volatity was 36.56, the open interest changed by 26 which increased total open position to 95
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 11.25, which was -2.65 lower than the previous day. The implied volatity was 36.56, the open interest changed by 24 which increased total open position to 95
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 13.9, which was -6.40 lower than the previous day. The implied volatity was 36.88, the open interest changed by 30 which increased total open position to 77
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 20.3, which was -8.20 lower than the previous day. The implied volatity was 29.56, the open interest changed by 6 which increased total open position to 47
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 28.5, which was -7.35 lower than the previous day. The implied volatity was 33.19, the open interest changed by -1 which decreased total open position to 42
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 35.85, which was 1.55 higher than the previous day. The implied volatity was 65.29, the open interest changed by 0 which decreased total open position to 43
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 34.3, which was -3.20 lower than the previous day. The implied volatity was 28.17, the open interest changed by -2 which decreased total open position to 44
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 37.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 37.5, which was -3.80 lower than the previous day. The implied volatity was 35.72, the open interest changed by -8 which decreased total open position to 46
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 41.3, which was 10.80 higher than the previous day. The implied volatity was 50.79, the open interest changed by -6 which decreased total open position to 55
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 30.5, which was 2.45 higher than the previous day. The implied volatity was 29.40, the open interest changed by 30 which increased total open position to 59
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 28.05, which was -10.45 lower than the previous day. The implied volatity was 37.43, the open interest changed by 27 which increased total open position to 29
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 38.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 38.5, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BPCL was trading at 311.30. The strike last trading price was 33.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BPCL was trading at 311.45. The strike last trading price was 33.05, which was -51.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BPCL was trading at 310.40. The strike last trading price was 84.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BPCL was trading at 306.30. The strike last trading price was 84.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BPCL was trading at 321.45. The strike last trading price was 84.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BPCL was trading at 323.05. The strike last trading price was 84.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BPCL was trading at 322.90. The strike last trading price was 84.3, which was 84.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BPCL was trading at 344.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BPCL was trading at 347.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BPCL was trading at 352.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BPCL was trading at 360.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BPCL was trading at 357.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BPCL was trading at 355.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BPCL was trading at 358.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BPCL 28NOV2024 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.15
Theta: -0.36
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 282.40 | 4.2 | 0.65 | 36.26 | 14,076 | 1,408 | 3,170 |
| 20 Nov | 287.50 | 3.55 | 0.00 | 38.39 | 4,704 | -248 | 1,790 |
| 19 Nov | 287.50 | 3.55 | 1.30 | 38.39 | 4,704 | -220 | 1,790 |
| 18 Nov | 289.20 | 2.25 | 0.55 | 33.65 | 5,414 | 594 | 2,040 |
| 14 Nov | 298.20 | 1.7 | 0.60 | 34.81 | 3,332 | 234 | 1,456 |
| 13 Nov | 305.85 | 1.1 | 0.15 | 37.28 | 1,484 | 42 | 1,232 |
| 12 Nov | 309.80 | 0.95 | 0.15 | 37.19 | 610 | 60 | 1,208 |
| 11 Nov | 312.55 | 0.8 | -0.30 | 37.21 | 852 | 24 | 1,136 |
| 8 Nov | 310.45 | 1.1 | 0.25 | 35.22 | 1,216 | -64 | 1,132 |
| 7 Nov | 315.00 | 0.85 | 0.05 | 35.78 | 482 | -50 | 1,194 |
| 6 Nov | 317.00 | 0.8 | -1.30 | 35.65 | 1,860 | -200 | 1,266 |
| 5 Nov | 307.95 | 2.1 | -1.45 | 38.22 | 1,878 | 330 | 1,468 |
| 4 Nov | 303.45 | 3.55 | 1.05 | 41.27 | 2,960 | 200 | 1,144 |
| 1 Nov | 313.00 | 2.5 | 0.15 | 41.47 | 60 | 24 | 940 |
| 31 Oct | 310.75 | 2.35 | 0.15 | - | 1,454 | 36 | 924 |
| 30 Oct | 311.30 | 2.2 | -0.30 | - | 580 | 36 | 888 |
| 29 Oct | 311.45 | 2.5 | -0.30 | - | 1,060 | 58 | 852 |
| 28 Oct | 310.40 | 2.8 | -2.20 | - | 934 | 328 | 794 |
| 25 Oct | 306.30 | 5 | 3.05 | - | 800 | 248 | 466 |
| 24 Oct | 321.45 | 1.95 | 0.40 | - | 3,084 | 36 | 216 |
| 23 Oct | 323.05 | 1.55 | -0.15 | - | 2,362 | 168 | 180 |
| 22 Oct | 322.90 | 1.7 | 1.70 | - | 12 | 6 | 6 |
| 12 Sept | 344.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 347.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 352.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 360.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 357.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 355.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 358.45 | 0 | - | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 280 expiring on 28NOV2024
Delta for 280 PE is -0.40
Historical price for 280 PE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 4.2, which was 0.65 higher than the previous day. The implied volatity was 36.26, the open interest changed by 704 which increased total open position to 1585
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 38.39, the open interest changed by -124 which decreased total open position to 895
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 3.55, which was 1.30 higher than the previous day. The implied volatity was 38.39, the open interest changed by -110 which decreased total open position to 895
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 33.65, the open interest changed by 297 which increased total open position to 1020
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 1.7, which was 0.60 higher than the previous day. The implied volatity was 34.81, the open interest changed by 117 which increased total open position to 728
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 37.28, the open interest changed by 21 which increased total open position to 616
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 37.19, the open interest changed by 30 which increased total open position to 604
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 37.21, the open interest changed by 12 which increased total open position to 568
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 35.22, the open interest changed by -32 which decreased total open position to 566
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 35.78, the open interest changed by -25 which decreased total open position to 597
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 0.8, which was -1.30 lower than the previous day. The implied volatity was 35.65, the open interest changed by -100 which decreased total open position to 633
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 2.1, which was -1.45 lower than the previous day. The implied volatity was 38.22, the open interest changed by 165 which increased total open position to 734
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 3.55, which was 1.05 higher than the previous day. The implied volatity was 41.27, the open interest changed by 100 which increased total open position to 572
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 41.47, the open interest changed by 12 which increased total open position to 470
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BPCL was trading at 311.30. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BPCL was trading at 311.45. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BPCL was trading at 310.40. The strike last trading price was 2.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BPCL was trading at 306.30. The strike last trading price was 5, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BPCL was trading at 321.45. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BPCL was trading at 323.05. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BPCL was trading at 322.90. The strike last trading price was 1.7, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BPCL was trading at 344.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BPCL was trading at 347.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BPCL was trading at 352.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BPCL was trading at 360.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BPCL was trading at 357.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BPCL was trading at 355.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BPCL was trading at 358.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
