BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
20 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.07
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 289.05 | 9.7 | -5.30 | 20.64 | 427 | 1 | 107 | |||
| 19 Dec | 294.55 | 15 | 4.10 | 24.25 | 1,248 | -18 | 105 | |||
| 18 Dec | 288.30 | 10.9 | -3.90 | 29.21 | 266 | 26 | 123 | |||
| 17 Dec | 293.00 | 14.8 | -4.25 | 28.10 | 68 | -9 | 97 | |||
| 16 Dec | 297.95 | 19.05 | -4.45 | 24.77 | 77 | -5 | 106 | |||
| 13 Dec | 301.70 | 23.5 | 0.50 | 30.47 | 66 | -17 | 111 | |||
| 12 Dec | 302.15 | 23 | -4.30 | 22.25 | 15 | -3 | 129 | |||
| 11 Dec | 307.45 | 27.3 | 3.20 | - | 96 | -27 | 133 | |||
| 10 Dec | 303.50 | 24.1 | -0.30 | - | 93 | 13 | 159 | |||
| 9 Dec | 303.45 | 24.4 | 2.05 | 17.42 | 41 | 3 | 146 | |||
| 6 Dec | 300.35 | 22.35 | 2.75 | 13.36 | 133 | 5 | 144 | |||
| 5 Dec | 297.00 | 19.6 | 1.25 | 24.29 | 133 | 9 | 138 | |||
| 4 Dec | 293.65 | 18.35 | -0.75 | 29.42 | 124 | 4 | 129 | |||
| 3 Dec | 294.25 | 19.1 | -1.35 | 30.16 | 97 | -3 | 126 | |||
| 2 Dec | 294.15 | 20.45 | 1.55 | 30.74 | 101 | -2 | 129 | |||
| 29 Nov | 292.10 | 18.9 | -0.25 | 32.24 | 192 | 44 | 128 | |||
| 28 Nov | 290.95 | 19.15 | -2.00 | 32.94 | 34 | 8 | 85 | |||
| 27 Nov | 293.45 | 21.15 | 0.55 | 36.28 | 32 | 3 | 77 | |||
| 26 Nov | 293.85 | 20.6 | -2.75 | 32.56 | 50 | 11 | 74 | |||
| 25 Nov | 296.55 | 23.35 | 8.75 | 32.28 | 125 | 9 | 64 | |||
| 22 Nov | 285.85 | 14.6 | 0.80 | 28.30 | 277 | 35 | 90 | |||
| 21 Nov | 282.40 | 13.8 | -5.20 | 31.71 | 94 | 40 | 55 | |||
| 20 Nov | 287.50 | 19 | 0.00 | 37.49 | 2 | 2 | 13 | |||
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| 19 Nov | 287.50 | 19 | 1.05 | 37.49 | 2 | 0 | 13 | |||
| 18 Nov | 289.20 | 17.95 | -5.85 | 27.15 | 6 | 1 | 13 | |||
| 14 Nov | 298.20 | 23.8 | -6.40 | 24.44 | 6 | 0 | 12 | |||
| 13 Nov | 305.85 | 30.2 | 0.20 | 17.03 | 3 | 0 | 12 | |||
| 12 Nov | 309.80 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 310.45 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 315.00 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 307.95 | 30 | 30.00 | - | 3 | 0 | 12 | |||
| 31 Oct | 310.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 311.30 | 0 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 280 expiring on 26DEC2024
Delta for 280 CE is 0.89
Historical price for 280 CE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 9.7, which was -5.30 lower than the previous day. The implied volatity was 20.64, the open interest changed by 1 which increased total open position to 107
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 15, which was 4.10 higher than the previous day. The implied volatity was 24.25, the open interest changed by -18 which decreased total open position to 105
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 10.9, which was -3.90 lower than the previous day. The implied volatity was 29.21, the open interest changed by 26 which increased total open position to 123
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 14.8, which was -4.25 lower than the previous day. The implied volatity was 28.10, the open interest changed by -9 which decreased total open position to 97
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 19.05, which was -4.45 lower than the previous day. The implied volatity was 24.77, the open interest changed by -5 which decreased total open position to 106
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 23.5, which was 0.50 higher than the previous day. The implied volatity was 30.47, the open interest changed by -17 which decreased total open position to 111
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 23, which was -4.30 lower than the previous day. The implied volatity was 22.25, the open interest changed by -3 which decreased total open position to 129
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 27.3, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 133
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 24.1, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 159
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 24.4, which was 2.05 higher than the previous day. The implied volatity was 17.42, the open interest changed by 3 which increased total open position to 146
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 22.35, which was 2.75 higher than the previous day. The implied volatity was 13.36, the open interest changed by 5 which increased total open position to 144
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 19.6, which was 1.25 higher than the previous day. The implied volatity was 24.29, the open interest changed by 9 which increased total open position to 138
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 18.35, which was -0.75 lower than the previous day. The implied volatity was 29.42, the open interest changed by 4 which increased total open position to 129
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 19.1, which was -1.35 lower than the previous day. The implied volatity was 30.16, the open interest changed by -3 which decreased total open position to 126
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 20.45, which was 1.55 higher than the previous day. The implied volatity was 30.74, the open interest changed by -2 which decreased total open position to 129
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 18.9, which was -0.25 lower than the previous day. The implied volatity was 32.24, the open interest changed by 44 which increased total open position to 128
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 19.15, which was -2.00 lower than the previous day. The implied volatity was 32.94, the open interest changed by 8 which increased total open position to 85
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 21.15, which was 0.55 higher than the previous day. The implied volatity was 36.28, the open interest changed by 3 which increased total open position to 77
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 20.6, which was -2.75 lower than the previous day. The implied volatity was 32.56, the open interest changed by 11 which increased total open position to 74
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 23.35, which was 8.75 higher than the previous day. The implied volatity was 32.28, the open interest changed by 9 which increased total open position to 64
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 14.6, which was 0.80 higher than the previous day. The implied volatity was 28.30, the open interest changed by 35 which increased total open position to 90
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 13.8, which was -5.20 lower than the previous day. The implied volatity was 31.71, the open interest changed by 40 which increased total open position to 55
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 37.49, the open interest changed by 2 which increased total open position to 13
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 19, which was 1.05 higher than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 13
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 17.95, which was -5.85 lower than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 13
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 23.8, which was -6.40 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 12
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 30.2, which was 0.20 higher than the previous day. The implied volatity was 17.03, the open interest changed by 0 which decreased total open position to 12
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 30, 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 11 Nov BPCL was trading at 312.55. The strike last trading price was 30, 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 8 Nov BPCL was trading at 310.45. The strike last trading price was 30, 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 7 Nov BPCL was trading at 315.00. The strike last trading price was 30, 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 6 Nov BPCL was trading at 317.00. The strike last trading price was 30, 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 5 Nov BPCL was trading at 307.95. The strike last trading price was 30, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 31 Oct BPCL was trading at 310.75. 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 30 Oct BPCL was trading at 311.30. 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 26DEC2024 280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.09
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 289.05 | 0.9 | 0.20 | 26.93 | 2,295 | 31 | 1,306 |
| 19 Dec | 294.55 | 0.7 | -0.75 | 31.07 | 3,881 | 211 | 1,283 |
| 18 Dec | 288.30 | 1.45 | 0.30 | 28.10 | 2,307 | 85 | 1,062 |
| 17 Dec | 293.00 | 1.15 | 0.35 | 30.91 | 1,702 | 132 | 976 |
| 16 Dec | 297.95 | 0.8 | 0.15 | 31.90 | 1,291 | 43 | 845 |
| 13 Dec | 301.70 | 0.65 | -0.15 | 30.41 | 1,765 | 44 | 803 |
| 12 Dec | 302.15 | 0.8 | 0.15 | 30.90 | 857 | 19 | 751 |
| 11 Dec | 307.45 | 0.65 | -0.50 | 32.88 | 943 | -89 | 742 |
| 10 Dec | 303.50 | 1.15 | 0.05 | 33.32 | 1,230 | -54 | 836 |
| 9 Dec | 303.45 | 1.1 | -0.45 | 32.03 | 930 | 66 | 895 |
| 6 Dec | 300.35 | 1.55 | -0.70 | 31.01 | 1,845 | -88 | 847 |
| 5 Dec | 297.00 | 2.25 | -0.65 | 30.77 | 1,249 | 27 | 939 |
| 4 Dec | 293.65 | 2.9 | 0.05 | 30.52 | 1,037 | -4 | 914 |
| 3 Dec | 294.25 | 2.85 | -0.20 | 30.20 | 1,031 | 188 | 923 |
| 2 Dec | 294.15 | 3.05 | -1.15 | 31.82 | 935 | 85 | 743 |
| 29 Nov | 292.10 | 4.2 | -0.75 | 31.72 | 939 | 163 | 653 |
| 28 Nov | 290.95 | 4.95 | 0.20 | 33.82 | 1,034 | 101 | 492 |
| 27 Nov | 293.45 | 4.75 | -0.50 | 33.78 | 512 | 70 | 391 |
| 26 Nov | 293.85 | 5.25 | 1.10 | 35.44 | 276 | 82 | 320 |
| 25 Nov | 296.55 | 4.15 | -3.50 | 34.08 | 454 | 78 | 239 |
| 22 Nov | 285.85 | 7.65 | -1.85 | 33.36 | 223 | 46 | 207 |
| 21 Nov | 282.40 | 9.5 | 1.50 | 34.57 | 210 | 8 | 157 |
| 20 Nov | 287.50 | 8 | 0.00 | 34.64 | 157 | 60 | 150 |
| 19 Nov | 287.50 | 8 | 1.50 | 34.64 | 157 | 61 | 150 |
| 18 Nov | 289.20 | 6.5 | 1.45 | 32.86 | 59 | 26 | 88 |
| 14 Nov | 298.20 | 5.05 | 1.60 | 33.59 | 69 | -4 | 62 |
| 13 Nov | 305.85 | 3.45 | 0.65 | 33.68 | 61 | 21 | 62 |
| 12 Nov | 309.80 | 2.8 | 0.10 | 32.59 | 11 | 1 | 39 |
| 11 Nov | 312.55 | 2.7 | -0.75 | 33.75 | 7 | -1 | 38 |
| 8 Nov | 310.45 | 3.45 | 0.80 | 34.14 | 25 | 0 | 42 |
| 7 Nov | 315.00 | 2.65 | -0.35 | 33.58 | 23 | 3 | 41 |
| 6 Nov | 317.00 | 3 | -1.60 | 35.59 | 45 | 5 | 39 |
| 5 Nov | 307.95 | 4.6 | 0.60 | 35.91 | 33 | 10 | 34 |
| 31 Oct | 310.75 | 4 | 0.00 | - | 2 | 1 | 19 |
| 30 Oct | 311.30 | 4 | - | 29 | 10 | 11 | |
For Bharat Petroleum Corp Lt - strike price 280 expiring on 26DEC2024
Delta for 280 PE is -0.17
Historical price for 280 PE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 26.93, the open interest changed by 31 which increased total open position to 1306
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 0.7, which was -0.75 lower than the previous day. The implied volatity was 31.07, the open interest changed by 211 which increased total open position to 1283
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 1.45, which was 0.30 higher than the previous day. The implied volatity was 28.10, the open interest changed by 85 which increased total open position to 1062
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 30.91, the open interest changed by 132 which increased total open position to 976
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 31.90, the open interest changed by 43 which increased total open position to 845
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 30.41, the open interest changed by 44 which increased total open position to 803
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 30.90, the open interest changed by 19 which increased total open position to 751
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 32.88, the open interest changed by -89 which decreased total open position to 742
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 33.32, the open interest changed by -54 which decreased total open position to 836
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 32.03, the open interest changed by 66 which increased total open position to 895
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 1.55, which was -0.70 lower than the previous day. The implied volatity was 31.01, the open interest changed by -88 which decreased total open position to 847
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 30.77, the open interest changed by 27 which increased total open position to 939
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 2.9, which was 0.05 higher than the previous day. The implied volatity was 30.52, the open interest changed by -4 which decreased total open position to 914
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 2.85, which was -0.20 lower than the previous day. The implied volatity was 30.20, the open interest changed by 188 which increased total open position to 923
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 31.82, the open interest changed by 85 which increased total open position to 743
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 4.2, which was -0.75 lower than the previous day. The implied volatity was 31.72, the open interest changed by 163 which increased total open position to 653
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 4.95, which was 0.20 higher than the previous day. The implied volatity was 33.82, the open interest changed by 101 which increased total open position to 492
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 4.75, which was -0.50 lower than the previous day. The implied volatity was 33.78, the open interest changed by 70 which increased total open position to 391
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 5.25, which was 1.10 higher than the previous day. The implied volatity was 35.44, the open interest changed by 82 which increased total open position to 320
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 4.15, which was -3.50 lower than the previous day. The implied volatity was 34.08, the open interest changed by 78 which increased total open position to 239
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 7.65, which was -1.85 lower than the previous day. The implied volatity was 33.36, the open interest changed by 46 which increased total open position to 207
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 9.5, which was 1.50 higher than the previous day. The implied volatity was 34.57, the open interest changed by 8 which increased total open position to 157
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 34.64, the open interest changed by 60 which increased total open position to 150
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 8, which was 1.50 higher than the previous day. The implied volatity was 34.64, the open interest changed by 61 which increased total open position to 150
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 6.5, which was 1.45 higher than the previous day. The implied volatity was 32.86, the open interest changed by 26 which increased total open position to 88
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 5.05, which was 1.60 higher than the previous day. The implied volatity was 33.59, the open interest changed by -4 which decreased total open position to 62
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 3.45, which was 0.65 higher than the previous day. The implied volatity was 33.68, the open interest changed by 21 which increased total open position to 62
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 32.59, the open interest changed by 1 which increased total open position to 39
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 33.75, the open interest changed by -1 which decreased total open position to 38
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 3.45, which was 0.80 higher than the previous day. The implied volatity was 34.14, the open interest changed by 0 which decreased total open position to 42
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 33.58, the open interest changed by 3 which increased total open position to 41
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 3, which was -1.60 lower than the previous day. The implied volatity was 35.59, the open interest changed by 5 which increased total open position to 39
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 4.6, which was 0.60 higher than the previous day. The implied volatity was 35.91, the open interest changed by 10 which increased total open position to 34
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 4, 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 30 Oct BPCL was trading at 311.30. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
