BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
03 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.28
Theta: -0.22
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 294.25 | 11.95 | -1.25 | 28.85 | 1,085 | 80 | 711 | |||
| 2 Dec | 294.15 | 13.2 | 0.90 | 29.54 | 1,152 | -23 | 640 | |||
| 29 Nov | 292.10 | 12.3 | -0.15 | 31.16 | 3,025 | 228 | 667 | |||
| 28 Nov | 290.95 | 12.45 | -1.80 | 31.31 | 1,201 | 193 | 442 | |||
| 27 Nov | 293.45 | 14.25 | 0.00 | 34.02 | 598 | 114 | 243 | |||
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| 26 Nov | 293.85 | 14.25 | -1.85 | 32.66 | 124 | 41 | 129 | |||
| 25 Nov | 296.55 | 16.1 | 6.70 | 30.93 | 381 | -2 | 87 | |||
| 22 Nov | 285.85 | 9.4 | 0.75 | 28.78 | 324 | 47 | 136 | |||
| 21 Nov | 282.40 | 8.65 | -3.30 | 30.72 | 225 | 47 | 89 | |||
| 20 Nov | 287.50 | 11.95 | 0.00 | 32.46 | 61 | 23 | 42 | |||
| 19 Nov | 287.50 | 11.95 | -0.80 | 32.46 | 61 | 23 | 42 | |||
| 18 Nov | 289.20 | 12.75 | -19.25 | 29.52 | 31 | 19 | 19 | |||
| 14 Nov | 298.20 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 305.85 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 309.80 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 310.45 | 32 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 315.00 | 32 | 8.00 | 29.70 | 1 | 0 | 1 | |||
| 6 Nov | 317.00 | 24 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 307.95 | 24 | 24.00 | 21.41 | 1 | 0 | 0 | |||
| 31 Oct | 310.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 311.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 337.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 335.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 338.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 338.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 335.00 | 0 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 290 expiring on 26DEC2024
Delta for 290 CE is 0.63
Historical price for 290 CE is as follows
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 11.95, which was -1.25 lower than the previous day. The implied volatity was 28.85, the open interest changed by 80 which increased total open position to 711
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 13.2, which was 0.90 higher than the previous day. The implied volatity was 29.54, the open interest changed by -23 which decreased total open position to 640
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 12.3, which was -0.15 lower than the previous day. The implied volatity was 31.16, the open interest changed by 228 which increased total open position to 667
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 12.45, which was -1.80 lower than the previous day. The implied volatity was 31.31, the open interest changed by 193 which increased total open position to 442
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 14.25, which was 0.00 lower than the previous day. The implied volatity was 34.02, the open interest changed by 114 which increased total open position to 243
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 14.25, which was -1.85 lower than the previous day. The implied volatity was 32.66, the open interest changed by 41 which increased total open position to 129
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 16.1, which was 6.70 higher than the previous day. The implied volatity was 30.93, the open interest changed by -2 which decreased total open position to 87
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 9.4, which was 0.75 higher than the previous day. The implied volatity was 28.78, the open interest changed by 47 which increased total open position to 136
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 8.65, which was -3.30 lower than the previous day. The implied volatity was 30.72, the open interest changed by 47 which increased total open position to 89
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 11.95, which was 0.00 lower than the previous day. The implied volatity was 32.46, the open interest changed by 23 which increased total open position to 42
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 11.95, which was -0.80 lower than the previous day. The implied volatity was 32.46, the open interest changed by 23 which increased total open position to 42
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 12.75, which was -19.25 lower than the previous day. The implied volatity was 29.52, the open interest changed by 19 which increased total open position to 19
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 32, 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 13 Nov BPCL was trading at 305.85. The strike last trading price was 32, 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 32, 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 32, 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 32, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 32, which was 8.00 higher than the previous day. The implied volatity was 29.70, the open interest changed by 0 which decreased total open position to 1
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 24, 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 5 Nov BPCL was trading at 307.95. The strike last trading price was 24, which was 24.00 higher than the previous day. The implied volatity was 21.41, 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BPCL was trading at 337.65. 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 10 Oct BPCL was trading at 335.45. 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 9 Oct BPCL was trading at 338.85. 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 8 Oct BPCL was trading at 338.00. 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 7 Oct BPCL was trading at 335.00. 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 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.28
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 294.25 | 5.7 | -0.20 | 29.10 | 1,052 | 57 | 707 |
| 2 Dec | 294.15 | 5.9 | -1.70 | 30.96 | 1,170 | 20 | 656 |
| 29 Nov | 292.10 | 7.6 | -0.90 | 30.96 | 1,664 | 105 | 653 |
| 28 Nov | 290.95 | 8.5 | 0.30 | 33.10 | 1,621 | 215 | 548 |
| 27 Nov | 293.45 | 8.2 | -0.30 | 33.22 | 1,269 | 60 | 332 |
| 26 Nov | 293.85 | 8.5 | 1.50 | 34.12 | 464 | 92 | 272 |
| 25 Nov | 296.55 | 7 | -5.25 | 32.98 | 554 | 120 | 180 |
| 22 Nov | 285.85 | 12.25 | -2.05 | 33.20 | 48 | 10 | 70 |
| 21 Nov | 282.40 | 14.3 | 2.05 | 33.65 | 24 | 0 | 61 |
| 20 Nov | 287.50 | 12.25 | 0.00 | 33.91 | 70 | 15 | 62 |
| 19 Nov | 287.50 | 12.25 | 1.05 | 33.91 | 70 | 16 | 62 |
| 18 Nov | 289.20 | 11.2 | 3.20 | 34.54 | 49 | 20 | 48 |
| 14 Nov | 298.20 | 8 | 3.00 | 32.75 | 23 | 16 | 29 |
| 13 Nov | 305.85 | 5 | 0.45 | 30.95 | 1 | 0 | 13 |
| 12 Nov | 309.80 | 4.55 | 0.70 | 31.32 | 1 | 0 | 12 |
| 11 Nov | 312.55 | 3.85 | 0.10 | 30.99 | 1 | 0 | 12 |
| 8 Nov | 310.45 | 3.75 | 0.00 | 0.00 | 0 | 10 | 0 |
| 7 Nov | 315.00 | 3.75 | -1.00 | 30.96 | 10 | 9 | 11 |
| 6 Nov | 317.00 | 4.75 | -7.25 | 34.88 | 3 | 1 | 2 |
| 5 Nov | 307.95 | 12 | 6.80 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 310.75 | 5.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 311.30 | 5.2 | 5.20 | - | 0 | 0 | 0 |
| 11 Oct | 337.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 335.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 338.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 338.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 335.00 | 0 | - | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 290 expiring on 26DEC2024
Delta for 290 PE is -0.37
Historical price for 290 PE is as follows
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 5.7, which was -0.20 lower than the previous day. The implied volatity was 29.10, the open interest changed by 57 which increased total open position to 707
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 5.9, which was -1.70 lower than the previous day. The implied volatity was 30.96, the open interest changed by 20 which increased total open position to 656
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 7.6, which was -0.90 lower than the previous day. The implied volatity was 30.96, the open interest changed by 105 which increased total open position to 653
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 8.5, which was 0.30 higher than the previous day. The implied volatity was 33.10, the open interest changed by 215 which increased total open position to 548
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 8.2, which was -0.30 lower than the previous day. The implied volatity was 33.22, the open interest changed by 60 which increased total open position to 332
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 8.5, which was 1.50 higher than the previous day. The implied volatity was 34.12, the open interest changed by 92 which increased total open position to 272
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was 32.98, the open interest changed by 120 which increased total open position to 180
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 12.25, which was -2.05 lower than the previous day. The implied volatity was 33.20, the open interest changed by 10 which increased total open position to 70
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 14.3, which was 2.05 higher than the previous day. The implied volatity was 33.65, the open interest changed by 0 which decreased total open position to 61
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was 33.91, the open interest changed by 15 which increased total open position to 62
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 12.25, which was 1.05 higher than the previous day. The implied volatity was 33.91, the open interest changed by 16 which increased total open position to 62
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 11.2, which was 3.20 higher than the previous day. The implied volatity was 34.54, the open interest changed by 20 which increased total open position to 48
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 8, which was 3.00 higher than the previous day. The implied volatity was 32.75, the open interest changed by 16 which increased total open position to 29
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 5, which was 0.45 higher than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 13
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 4.55, which was 0.70 higher than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 12
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 12
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 3.75, 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 3.75, which was -1.00 lower than the previous day. The implied volatity was 30.96, the open interest changed by 9 which increased total open position to 11
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 4.75, which was -7.25 lower than the previous day. The implied volatity was 34.88, the open interest changed by 1 which increased total open position to 2
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 12, which was 6.80 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 5.2, 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 5.2, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BPCL was trading at 337.65. 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 10 Oct BPCL was trading at 335.45. 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 9 Oct BPCL was trading at 338.85. 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 8 Oct BPCL was trading at 338.00. 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 7 Oct BPCL was trading at 335.00. 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
