BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
14 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 285 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.16
Theta: -0.23
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 298.20 | 16.15 | -5.70 | 29.57 | 120 | 44 | 112 | |||
| 13 Nov | 305.85 | 21.85 | -6.45 | - | 2 | 0 | 68 | |||
| 12 Nov | 309.80 | 28.3 | -1.50 | 44.14 | 2 | 0 | 66 | |||
| 11 Nov | 312.55 | 29.8 | 3.30 | 31.42 | 4 | 0 | 64 | |||
| 8 Nov | 310.45 | 26.5 | -8.45 | - | 16 | -2 | 62 | |||
| 7 Nov | 315.00 | 34.95 | 0.95 | 47.69 | 16 | -10 | 68 | |||
| 6 Nov | 317.00 | 34 | 7.35 | 29.04 | 12 | -2 | 76 | |||
| 5 Nov | 307.95 | 26.65 | 2.95 | 32.76 | 24 | 18 | 76 | |||
| 4 Nov | 303.45 | 23.7 | -42.45 | 35.29 | 88 | 54 | 54 | |||
| 1 Nov | 313.00 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 310.75 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 311.30 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 311.45 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 310.40 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 306.30 | 66.15 | 66.15 | - | 0 | 0 | 0 | |||
| 24 Oct | 321.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 323.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 322.90 | 0 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 285 expiring on 28NOV2024
Delta for 285 CE is 0.81
Historical price for 285 CE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 16.15, which was -5.70 lower than the previous day. The implied volatity was 29.57, the open interest changed by 22 which increased total open position to 56
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 21.85, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 28.3, which was -1.50 lower than the previous day. The implied volatity was 44.14, the open interest changed by 0 which decreased total open position to 33
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 29.8, which was 3.30 higher than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 32
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 26.5, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 34.95, which was 0.95 higher than the previous day. The implied volatity was 47.69, the open interest changed by -5 which decreased total open position to 34
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 34, which was 7.35 higher than the previous day. The implied volatity was 29.04, the open interest changed by -1 which decreased total open position to 38
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 26.65, which was 2.95 higher than the previous day. The implied volatity was 32.76, the open interest changed by 9 which increased total open position to 38
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 23.7, which was -42.45 lower than the previous day. The implied volatity was 35.29, the open interest changed by 27 which increased total open position to 27
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 66.15, 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 31 Oct BPCL was trading at 310.75. The strike last trading price was 66.15, 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 66.15, 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 66.15, 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 28 Oct BPCL was trading at 310.40. The strike last trading price was 66.15, 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 66.15, which was 66.15 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 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 23 Oct BPCL was trading at 323.05. 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 22 Oct BPCL was trading at 322.90. 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 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.17
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 298.20 | 2.45 | 0.95 | 33.15 | 2,924 | 386 | 924 |
| 13 Nov | 305.85 | 1.5 | 0.15 | 35.27 | 1,246 | 92 | 566 |
| 12 Nov | 309.80 | 1.35 | 0.25 | 35.76 | 362 | 44 | 486 |
| 11 Nov | 312.55 | 1.1 | -0.40 | 35.56 | 608 | -14 | 462 |
| 8 Nov | 310.45 | 1.5 | 0.35 | 33.74 | 552 | 100 | 482 |
| 7 Nov | 315.00 | 1.15 | 0.10 | 34.33 | 332 | 12 | 382 |
| 6 Nov | 317.00 | 1.05 | -1.80 | 34.00 | 944 | -150 | 380 |
| 5 Nov | 307.95 | 2.85 | -1.70 | 37.49 | 1,080 | 200 | 554 |
| 4 Nov | 303.45 | 4.55 | 1.35 | 40.33 | 1,182 | 102 | 344 |
| 1 Nov | 313.00 | 3.2 | 0.25 | 40.57 | 38 | 24 | 242 |
| 31 Oct | 310.75 | 2.95 | 0.10 | - | 726 | 170 | 218 |
| 30 Oct | 311.30 | 2.85 | -0.25 | - | 160 | -4 | 46 |
| 29 Oct | 311.45 | 3.1 | 0.60 | - | 54 | 48 | 48 |
| 28 Oct | 310.40 | 2.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 306.30 | 2.5 | 2.50 | - | 0 | 0 | 0 |
| 24 Oct | 321.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 323.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 322.90 | 0 | - | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 285 expiring on 28NOV2024
Delta for 285 PE is -0.22
Historical price for 285 PE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 2.45, which was 0.95 higher than the previous day. The implied volatity was 33.15, the open interest changed by 193 which increased total open position to 462
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 35.27, the open interest changed by 46 which increased total open position to 283
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 35.76, the open interest changed by 22 which increased total open position to 243
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 35.56, the open interest changed by -7 which decreased total open position to 231
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 33.74, the open interest changed by 50 which increased total open position to 241
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 1.15, which was 0.10 higher than the previous day. The implied volatity was 34.33, the open interest changed by 6 which increased total open position to 191
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 1.05, which was -1.80 lower than the previous day. The implied volatity was 34.00, the open interest changed by -75 which decreased total open position to 190
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 2.85, which was -1.70 lower than the previous day. The implied volatity was 37.49, the open interest changed by 100 which increased total open position to 277
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 4.55, which was 1.35 higher than the previous day. The implied volatity was 40.33, the open interest changed by 51 which increased total open position to 172
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 40.57, the open interest changed by 12 which increased total open position to 121
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 2.95, which was 0.10 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 2.85, which was -0.25 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 3.1, which was 0.60 higher 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 2.5, 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 2.5, which was 2.50 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 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 23 Oct BPCL was trading at 323.05. 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 22 Oct BPCL was trading at 322.90. 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
