BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
14 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.20
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 298.20 | 12.3 | -6.60 | 28.92 | 1,032 | -34 | 212 | |||
| 13 Nov | 305.85 | 18.9 | -6.75 | 26.48 | 46 | -8 | 246 | |||
| 12 Nov | 309.80 | 25.65 | 0.15 | 50.65 | 6 | 0 | 254 | |||
| 11 Nov | 312.55 | 25.5 | 3.20 | 32.74 | 20 | 0 | 250 | |||
| 8 Nov | 310.45 | 22.3 | -5.20 | 23.38 | 26 | -2 | 246 | |||
| 7 Nov | 315.00 | 27.5 | -2.50 | 27.17 | 8 | -4 | 248 | |||
| 6 Nov | 317.00 | 30 | 7.90 | 33.19 | 170 | -26 | 254 | |||
| 5 Nov | 307.95 | 22.1 | 2.00 | 30.19 | 734 | 202 | 278 | |||
| 4 Nov | 303.45 | 20.1 | -6.90 | 35.46 | 352 | 22 | 74 | |||
| 1 Nov | 313.00 | 27 | 0.00 | 0.00 | 0 | 22 | 0 | |||
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| 31 Oct | 310.75 | 27 | -0.50 | - | 74 | 22 | 52 | |||
| 30 Oct | 311.30 | 27.5 | -0.30 | - | 24 | 4 | 26 | |||
| 29 Oct | 311.45 | 27.8 | 1.00 | - | 26 | 12 | 20 | |||
| 28 Oct | 310.40 | 26.8 | -35.05 | - | 8 | 6 | 6 | |||
| 25 Oct | 306.30 | 61.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 321.45 | 61.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 323.05 | 61.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 322.90 | 61.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 331.65 | 61.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 338.00 | 61.85 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 290 expiring on 28NOV2024
Delta for 290 CE is 0.72
Historical price for 290 CE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 12.3, which was -6.60 lower than the previous day. The implied volatity was 28.92, the open interest changed by -17 which decreased total open position to 106
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 18.9, which was -6.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by -4 which decreased total open position to 123
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 25.65, which was 0.15 higher than the previous day. The implied volatity was 50.65, the open interest changed by 0 which decreased total open position to 127
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 25.5, which was 3.20 higher than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 125
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 22.3, which was -5.20 lower than the previous day. The implied volatity was 23.38, the open interest changed by -1 which decreased total open position to 123
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 27.5, which was -2.50 lower than the previous day. The implied volatity was 27.17, the open interest changed by -2 which decreased total open position to 124
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 30, which was 7.90 higher than the previous day. The implied volatity was 33.19, the open interest changed by -13 which decreased total open position to 127
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 22.1, which was 2.00 higher than the previous day. The implied volatity was 30.19, the open interest changed by 101 which increased total open position to 139
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 20.1, which was -6.90 lower than the previous day. The implied volatity was 35.46, the open interest changed by 11 which increased total open position to 37
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 27, which was -0.50 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 27.5, 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 29 Oct BPCL was trading at 311.45. The strike last trading price was 27.8, which was 1.00 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 26.8, which was -35.05 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 61.85, 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 61.85, 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 61.85, 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 61.85, 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 21 Oct BPCL was trading at 331.65. The strike last trading price was 61.85, 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 61.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BPCL 28NOV2024 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.20
Theta: -0.21
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 298.20 | 3.65 | 1.50 | 32.23 | 8,012 | 1,498 | 2,602 |
| 13 Nov | 305.85 | 2.15 | 0.25 | 33.84 | 2,482 | -22 | 1,118 |
| 12 Nov | 309.80 | 1.9 | 0.40 | 34.29 | 1,038 | -36 | 1,168 |
| 11 Nov | 312.55 | 1.5 | -0.50 | 33.81 | 1,402 | 206 | 1,210 |
| 8 Nov | 310.45 | 2 | 0.45 | 32.01 | 1,470 | -40 | 1,004 |
| 7 Nov | 315.00 | 1.55 | 0.15 | 32.84 | 790 | -34 | 1,064 |
| 6 Nov | 317.00 | 1.4 | -2.35 | 32.47 | 2,048 | 122 | 1,130 |
| 5 Nov | 307.95 | 3.75 | -2.00 | 36.50 | 1,924 | 214 | 1,016 |
| 4 Nov | 303.45 | 5.75 | 1.60 | 39.29 | 3,658 | 182 | 814 |
| 1 Nov | 313.00 | 4.15 | 0.45 | 40.02 | 64 | 14 | 634 |
| 31 Oct | 310.75 | 3.7 | -0.10 | - | 1,234 | 134 | 620 |
| 30 Oct | 311.30 | 3.8 | -0.25 | - | 380 | 92 | 490 |
| 29 Oct | 311.45 | 4.05 | -0.55 | - | 416 | 126 | 400 |
| 28 Oct | 310.40 | 4.6 | -2.70 | - | 572 | 230 | 274 |
| 25 Oct | 306.30 | 7.3 | 5.80 | - | 80 | 40 | 44 |
| 24 Oct | 321.45 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 323.05 | 1.5 | 0.00 | - | 0 | 2 | 0 |
| 22 Oct | 322.90 | 1.5 | -0.60 | - | 2 | 0 | 2 |
| 21 Oct | 331.65 | 2.1 | -0.90 | - | 20 | 0 | 2 |
| 8 Oct | 338.00 | 3 | - | 4 | 0 | 2 | |
For Bharat Petroleum Corp Lt - strike price 290 expiring on 28NOV2024
Delta for 290 PE is -0.30
Historical price for 290 PE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 3.65, which was 1.50 higher than the previous day. The implied volatity was 32.23, the open interest changed by 749 which increased total open position to 1301
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 33.84, the open interest changed by -11 which decreased total open position to 559
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was 34.29, the open interest changed by -18 which decreased total open position to 584
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 33.81, the open interest changed by 103 which increased total open position to 605
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 32.01, the open interest changed by -20 which decreased total open position to 502
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 32.84, the open interest changed by -17 which decreased total open position to 532
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 1.4, which was -2.35 lower than the previous day. The implied volatity was 32.47, the open interest changed by 61 which increased total open position to 565
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 3.75, which was -2.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by 107 which increased total open position to 508
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 5.75, which was 1.60 higher than the previous day. The implied volatity was 39.29, the open interest changed by 91 which increased total open position to 407
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 4.15, which was 0.45 higher than the previous day. The implied volatity was 40.02, the open interest changed by 7 which increased total open position to 317
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 3.7, which was -0.10 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 3.8, 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 4.05, which was -0.55 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 4.6, which was -2.70 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 7.3, which was 5.80 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 1.5, 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 23 Oct BPCL was trading at 323.05. The strike last trading price was 1.5, 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 22 Oct BPCL was trading at 322.90. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BPCL was trading at 331.65. The strike last trading price was 2.1, which was -0.90 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 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
