BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
20 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 285 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.12
Theta: -0.27
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 289.05 | 5.65 | -4.95 | 20.54 | 1,093 | 116 | 320 | |||
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| 19 Dec | 294.55 | 10.6 | 3.45 | 24.76 | 2,325 | -104 | 205 | |||
| 18 Dec | 288.30 | 7.15 | -3.55 | 27.62 | 647 | 189 | 306 | |||
| 17 Dec | 293.00 | 10.7 | -3.85 | 28.98 | 179 | -12 | 116 | |||
| 16 Dec | 297.95 | 14.55 | -4.10 | 25.14 | 105 | 13 | 126 | |||
| 13 Dec | 301.70 | 18.65 | -2.40 | 28.47 | 61 | -20 | 113 | |||
| 12 Dec | 302.15 | 21.05 | -1.70 | 42.02 | 2 | -1 | 134 | |||
| 11 Dec | 307.45 | 22.75 | 3.00 | - | 16 | 5 | 135 | |||
| 10 Dec | 303.50 | 19.75 | -0.35 | 22.38 | 33 | 14 | 129 | |||
| 9 Dec | 303.45 | 20.1 | 1.95 | 23.98 | 51 | 23 | 113 | |||
| 6 Dec | 300.35 | 18.15 | 2.65 | 21.02 | 317 | -57 | 94 | |||
| 5 Dec | 297.00 | 15.5 | 0.80 | 24.18 | 216 | -8 | 152 | |||
| 4 Dec | 293.65 | 14.7 | -0.60 | 29.24 | 169 | -4 | 161 | |||
| 3 Dec | 294.25 | 15.3 | -1.35 | 29.35 | 137 | 31 | 165 | |||
| 2 Dec | 294.15 | 16.65 | 1.25 | 30.14 | 173 | 37 | 134 | |||
| 29 Nov | 292.10 | 15.4 | -0.25 | 31.62 | 251 | 26 | 100 | |||
| 28 Nov | 290.95 | 15.65 | -1.90 | 32.18 | 76 | 38 | 75 | |||
| 27 Nov | 293.45 | 17.55 | 0.25 | 35.12 | 29 | 0 | 37 | |||
| 26 Nov | 293.85 | 17.3 | -1.10 | 32.77 | 12 | -1 | 37 | |||
| 25 Nov | 296.55 | 18.4 | 6.50 | 27.43 | 57 | 25 | 38 | |||
| 22 Nov | 285.85 | 11.9 | 0.30 | 28.83 | 88 | 42 | 55 | |||
| 21 Nov | 282.40 | 11.6 | -3.40 | 32.80 | 14 | 6 | 7 | |||
| 20 Nov | 287.50 | 15 | 0.00 | 33.86 | 1 | 1 | 0 | |||
| 19 Nov | 287.50 | 15 | -21.35 | 33.86 | 1 | 0 | 0 | |||
| 18 Nov | 289.20 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 298.20 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 305.85 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 309.80 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 310.45 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 315.00 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 307.95 | 36.35 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 285 expiring on 26DEC2024
Delta for 285 CE is 0.72
Historical price for 285 CE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 5.65, which was -4.95 lower than the previous day. The implied volatity was 20.54, the open interest changed by 116 which increased total open position to 320
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 10.6, which was 3.45 higher than the previous day. The implied volatity was 24.76, the open interest changed by -104 which decreased total open position to 205
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 7.15, which was -3.55 lower than the previous day. The implied volatity was 27.62, the open interest changed by 189 which increased total open position to 306
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 10.7, which was -3.85 lower than the previous day. The implied volatity was 28.98, the open interest changed by -12 which decreased total open position to 116
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 14.55, which was -4.10 lower than the previous day. The implied volatity was 25.14, the open interest changed by 13 which increased total open position to 126
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 18.65, which was -2.40 lower than the previous day. The implied volatity was 28.47, the open interest changed by -20 which decreased total open position to 113
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 21.05, which was -1.70 lower than the previous day. The implied volatity was 42.02, the open interest changed by -1 which decreased total open position to 134
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 22.75, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 135
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 19.75, which was -0.35 lower than the previous day. The implied volatity was 22.38, the open interest changed by 14 which increased total open position to 129
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 20.1, which was 1.95 higher than the previous day. The implied volatity was 23.98, the open interest changed by 23 which increased total open position to 113
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 18.15, which was 2.65 higher than the previous day. The implied volatity was 21.02, the open interest changed by -57 which decreased total open position to 94
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 15.5, which was 0.80 higher than the previous day. The implied volatity was 24.18, the open interest changed by -8 which decreased total open position to 152
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 14.7, which was -0.60 lower than the previous day. The implied volatity was 29.24, the open interest changed by -4 which decreased total open position to 161
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 15.3, which was -1.35 lower than the previous day. The implied volatity was 29.35, the open interest changed by 31 which increased total open position to 165
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 16.65, which was 1.25 higher than the previous day. The implied volatity was 30.14, the open interest changed by 37 which increased total open position to 134
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 15.4, which was -0.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by 26 which increased total open position to 100
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 15.65, which was -1.90 lower than the previous day. The implied volatity was 32.18, the open interest changed by 38 which increased total open position to 75
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 17.55, which was 0.25 higher than the previous day. The implied volatity was 35.12, the open interest changed by 0 which decreased total open position to 37
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 17.3, which was -1.10 lower than the previous day. The implied volatity was 32.77, the open interest changed by -1 which decreased total open position to 37
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 18.4, which was 6.50 higher than the previous day. The implied volatity was 27.43, the open interest changed by 25 which increased total open position to 38
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 11.9, which was 0.30 higher than the previous day. The implied volatity was 28.83, the open interest changed by 42 which increased total open position to 55
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 11.6, which was -3.40 lower than the previous day. The implied volatity was 32.80, the open interest changed by 6 which increased total open position to 7
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 33.86, the open interest changed by 1 which increased total open position to 0
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 15, which was -21.35 lower than the previous day. The implied volatity was 33.86, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 36.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 36.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 36.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 36.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 36.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 36.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 36.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 36.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 36.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BPCL 26DEC2024 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.13
Theta: -0.26
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 289.05 | 2 | 0.70 | 25.73 | 3,644 | 278 | 1,402 |
| 19 Dec | 294.55 | 1.3 | -1.35 | 28.97 | 3,656 | -98 | 1,122 |
| 18 Dec | 288.30 | 2.65 | 0.65 | 26.50 | 2,461 | 309 | 1,214 |
| 17 Dec | 293.00 | 2 | 0.70 | 28.99 | 1,406 | 36 | 906 |
| 16 Dec | 297.95 | 1.3 | 0.40 | 29.88 | 1,805 | 102 | 874 |
| 13 Dec | 301.70 | 0.9 | -0.25 | 27.27 | 2,098 | 370 | 775 |
| 12 Dec | 302.15 | 1.15 | 0.20 | 28.59 | 924 | 13 | 408 |
| 11 Dec | 307.45 | 0.95 | -0.70 | 31.08 | 869 | -82 | 393 |
| 10 Dec | 303.50 | 1.65 | 0.00 | 31.66 | 990 | 21 | 491 |
| 9 Dec | 303.45 | 1.65 | -0.60 | 30.85 | 946 | 122 | 486 |
| 6 Dec | 300.35 | 2.25 | -0.95 | 29.90 | 1,434 | 10 | 365 |
| 5 Dec | 297.00 | 3.2 | -1.00 | 29.72 | 832 | -45 | 357 |
| 4 Dec | 293.65 | 4.2 | 0.15 | 30.09 | 992 | -4 | 406 |
| 3 Dec | 294.25 | 4.05 | -0.35 | 29.51 | 485 | 86 | 411 |
| 2 Dec | 294.15 | 4.4 | -1.30 | 31.79 | 352 | 58 | 326 |
| 29 Nov | 292.10 | 5.7 | -0.85 | 31.27 | 453 | 47 | 268 |
| 28 Nov | 290.95 | 6.55 | 0.40 | 33.45 | 225 | 50 | 221 |
| 27 Nov | 293.45 | 6.15 | -0.60 | 32.97 | 34 | 8 | 172 |
| 26 Nov | 293.85 | 6.75 | 1.15 | 34.86 | 86 | 39 | 163 |
| 25 Nov | 296.55 | 5.6 | -4.05 | 34.10 | 161 | 90 | 114 |
| 22 Nov | 285.85 | 9.65 | -0.90 | 32.90 | 35 | 13 | 37 |
| 21 Nov | 282.40 | 10.55 | 0.55 | 30.70 | 5 | 0 | 23 |
| 20 Nov | 287.50 | 10 | 0.00 | 34.35 | 26 | 11 | 24 |
| 19 Nov | 287.50 | 10 | 2.05 | 34.35 | 26 | 12 | 24 |
| 18 Nov | 289.20 | 7.95 | 1.25 | 31.64 | 1 | 0 | 12 |
| 14 Nov | 298.20 | 6.7 | 2.45 | 34.04 | 6 | 0 | 11 |
| 13 Nov | 305.85 | 4.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 309.80 | 4.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 312.55 | 4.25 | 1.25 | 36.03 | 1 | 0 | 10 |
| 8 Nov | 310.45 | 3 | 0.00 | 0.00 | 0 | 10 | 0 |
| 7 Nov | 315.00 | 3 | -4.40 | 31.71 | 11 | 10 | 10 |
| 6 Nov | 317.00 | 7.4 | 0.00 | 9.04 | 0 | 0 | 0 |
| 5 Nov | 307.95 | 7.4 | 7.07 | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 285 expiring on 26DEC2024
Delta for 285 PE is -0.32
Historical price for 285 PE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 2, which was 0.70 higher than the previous day. The implied volatity was 25.73, the open interest changed by 278 which increased total open position to 1402
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was 28.97, the open interest changed by -98 which decreased total open position to 1122
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 26.50, the open interest changed by 309 which increased total open position to 1214
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 2, which was 0.70 higher than the previous day. The implied volatity was 28.99, the open interest changed by 36 which increased total open position to 906
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 29.88, the open interest changed by 102 which increased total open position to 874
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 27.27, the open interest changed by 370 which increased total open position to 775
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 28.59, the open interest changed by 13 which increased total open position to 408
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 0.95, which was -0.70 lower than the previous day. The implied volatity was 31.08, the open interest changed by -82 which decreased total open position to 393
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 31.66, the open interest changed by 21 which increased total open position to 491
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 30.85, the open interest changed by 122 which increased total open position to 486
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 29.90, the open interest changed by 10 which increased total open position to 365
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 3.2, which was -1.00 lower than the previous day. The implied volatity was 29.72, the open interest changed by -45 which decreased total open position to 357
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 4.2, which was 0.15 higher than the previous day. The implied volatity was 30.09, the open interest changed by -4 which decreased total open position to 406
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 29.51, the open interest changed by 86 which increased total open position to 411
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 4.4, which was -1.30 lower than the previous day. The implied volatity was 31.79, the open interest changed by 58 which increased total open position to 326
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 5.7, which was -0.85 lower than the previous day. The implied volatity was 31.27, the open interest changed by 47 which increased total open position to 268
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 6.55, which was 0.40 higher than the previous day. The implied volatity was 33.45, the open interest changed by 50 which increased total open position to 221
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 6.15, which was -0.60 lower than the previous day. The implied volatity was 32.97, the open interest changed by 8 which increased total open position to 172
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 6.75, which was 1.15 higher than the previous day. The implied volatity was 34.86, the open interest changed by 39 which increased total open position to 163
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 5.6, which was -4.05 lower than the previous day. The implied volatity was 34.10, the open interest changed by 90 which increased total open position to 114
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 9.65, which was -0.90 lower than the previous day. The implied volatity was 32.90, the open interest changed by 13 which increased total open position to 37
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 10.55, which was 0.55 higher than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 23
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 34.35, the open interest changed by 11 which increased total open position to 24
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 10, which was 2.05 higher than the previous day. The implied volatity was 34.35, the open interest changed by 12 which increased total open position to 24
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 7.95, which was 1.25 higher than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 12
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 6.7, which was 2.45 higher than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 11
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 4.25, 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 12 Nov BPCL was trading at 309.80. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 4.25, which was 1.25 higher than the previous day. The implied volatity was 36.03, the open interest changed by 0 which decreased total open position to 10
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 3, which was -4.40 lower than the previous day. The implied volatity was 31.71, the open interest changed by 10 which increased total open position to 10
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 9.04, 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 7.4, which was lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0
