BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
20 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.12
Theta: -0.27
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 20 Dec | 289.05 | 1.5 | -2.65 | 24.50 | 5,372 | 105 | 1,274 | |||
| 19 Dec | 294.55 | 4.15 | 1.70 | 26.24 | 9,942 | 105 | 1,233 | |||
| 18 Dec | 288.30 | 2.45 | -2.10 | 27.60 | 2,610 | 320 | 1,131 | |||
| 17 Dec | 293.00 | 4.55 | -2.65 | 28.06 | 2,362 | 170 | 813 | |||
| 16 Dec | 297.95 | 7.2 | -2.90 | 25.94 | 2,532 | 198 | 645 | |||
| 13 Dec | 301.70 | 10.1 | -0.75 | 24.28 | 861 | 11 | 448 | |||
| 12 Dec | 302.15 | 10.85 | -3.35 | 26.31 | 275 | 1 | 437 | |||
| 11 Dec | 307.45 | 14.2 | 2.35 | 20.93 | 812 | -125 | 439 | |||
| 10 Dec | 303.50 | 11.85 | -0.25 | 24.54 | 719 | -54 | 564 | |||
| 9 Dec | 303.45 | 12.1 | 1.25 | 24.54 | 713 | -24 | 623 | |||
| 6 Dec | 300.35 | 10.85 | 1.90 | 23.36 | 1,900 | -218 | 653 | |||
| 5 Dec | 297.00 | 8.95 | 0.25 | 24.93 | 1,731 | -128 | 871 | |||
| 4 Dec | 293.65 | 8.7 | -0.35 | 28.90 | 2,166 | -13 | 1,000 | |||
| 3 Dec | 294.25 | 9.05 | -1.25 | 28.40 | 2,196 | 202 | 1,022 | |||
| 2 Dec | 294.15 | 10.3 | 0.70 | 29.44 | 1,973 | 68 | 818 | |||
| 29 Nov | 292.10 | 9.6 | -0.35 | 30.75 | 1,939 | 226 | 745 | |||
| 28 Nov | 290.95 | 9.95 | -1.30 | 31.48 | 1,604 | 219 | 523 | |||
| 27 Nov | 293.45 | 11.25 | -0.30 | 32.87 | 717 | 160 | 306 | |||
| 26 Nov | 293.85 | 11.55 | -1.65 | 32.53 | 358 | 96 | 147 | |||
| 25 Nov | 296.55 | 13.2 | 5.90 | 31.02 | 271 | 40 | 54 | |||
| 22 Nov | 285.85 | 7.3 | 0.45 | 28.77 | 39 | 12 | 26 | |||
| 21 Nov | 282.40 | 6.85 | -2.35 | 30.95 | 1 | 0 | 14 | |||
| 20 Nov | 287.50 | 9.2 | 0.00 | 31.02 | 23 | 7 | 14 | |||
| 19 Nov | 287.50 | 9.2 | -0.80 | 31.02 | 23 | 7 | 14 | |||
| 18 Nov | 289.20 | 10 | -19.70 | 28.70 | 10 | 7 | 7 | |||
| 14 Nov | 298.20 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 305.85 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 309.80 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 310.45 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 315.00 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 307.95 | 29.7 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 295 expiring on 26DEC2024
Delta for 295 CE is 0.27
Historical price for 295 CE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 1.5, which was -2.65 lower than the previous day. The implied volatity was 24.50, the open interest changed by 105 which increased total open position to 1274
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 4.15, which was 1.70 higher than the previous day. The implied volatity was 26.24, the open interest changed by 105 which increased total open position to 1233
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 2.45, which was -2.10 lower than the previous day. The implied volatity was 27.60, the open interest changed by 320 which increased total open position to 1131
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 4.55, which was -2.65 lower than the previous day. The implied volatity was 28.06, the open interest changed by 170 which increased total open position to 813
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 7.2, which was -2.90 lower than the previous day. The implied volatity was 25.94, the open interest changed by 198 which increased total open position to 645
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 10.1, which was -0.75 lower than the previous day. The implied volatity was 24.28, the open interest changed by 11 which increased total open position to 448
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 10.85, which was -3.35 lower than the previous day. The implied volatity was 26.31, the open interest changed by 1 which increased total open position to 437
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 14.2, which was 2.35 higher than the previous day. The implied volatity was 20.93, the open interest changed by -125 which decreased total open position to 439
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 11.85, which was -0.25 lower than the previous day. The implied volatity was 24.54, the open interest changed by -54 which decreased total open position to 564
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 12.1, which was 1.25 higher than the previous day. The implied volatity was 24.54, the open interest changed by -24 which decreased total open position to 623
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 10.85, which was 1.90 higher than the previous day. The implied volatity was 23.36, the open interest changed by -218 which decreased total open position to 653
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 8.95, which was 0.25 higher than the previous day. The implied volatity was 24.93, the open interest changed by -128 which decreased total open position to 871
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 8.7, which was -0.35 lower than the previous day. The implied volatity was 28.90, the open interest changed by -13 which decreased total open position to 1000
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 9.05, which was -1.25 lower than the previous day. The implied volatity was 28.40, the open interest changed by 202 which increased total open position to 1022
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 10.3, which was 0.70 higher than the previous day. The implied volatity was 29.44, the open interest changed by 68 which increased total open position to 818
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 9.6, which was -0.35 lower than the previous day. The implied volatity was 30.75, the open interest changed by 226 which increased total open position to 745
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 9.95, which was -1.30 lower than the previous day. The implied volatity was 31.48, the open interest changed by 219 which increased total open position to 523
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 11.25, which was -0.30 lower than the previous day. The implied volatity was 32.87, the open interest changed by 160 which increased total open position to 306
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 11.55, which was -1.65 lower than the previous day. The implied volatity was 32.53, the open interest changed by 96 which increased total open position to 147
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 13.2, which was 5.90 higher than the previous day. The implied volatity was 31.02, the open interest changed by 40 which increased total open position to 54
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 7.3, which was 0.45 higher than the previous day. The implied volatity was 28.77, the open interest changed by 12 which increased total open position to 26
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 6.85, which was -2.35 lower than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 14
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 31.02, the open interest changed by 7 which increased total open position to 14
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 9.2, which was -0.80 lower than the previous day. The implied volatity was 31.02, the open interest changed by 7 which increased total open position to 14
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 10, which was -19.70 lower than the previous day. The implied volatity was 28.70, the open interest changed by 7 which increased total open position to 7
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 29.7, 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 29.7, 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 29.7, 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 29.7, 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 29.7, 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 29.7, 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 29.7, 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 29.7, 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 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.13
Theta: -0.28
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 289.05 | 7.9 | 3.15 | 30.25 | 2,924 | -14 | 618 |
| 19 Dec | 294.55 | 4.75 | -3.25 | 28.49 | 3,330 | 21 | 651 |
| 18 Dec | 288.30 | 8 | 2.05 | 26.92 | 1,069 | -132 | 633 |
| 17 Dec | 293.00 | 5.95 | 2.05 | 28.75 | 2,200 | -114 | 768 |
| 16 Dec | 297.95 | 3.9 | 1.35 | 28.64 | 3,994 | 138 | 879 |
| 13 Dec | 301.70 | 2.55 | -0.40 | 24.79 | 2,220 | -58 | 748 |
| 12 Dec | 302.15 | 2.95 | 0.70 | 26.21 | 1,673 | 28 | 824 |
| 11 Dec | 307.45 | 2.25 | -1.50 | 28.60 | 1,791 | -29 | 800 |
| 10 Dec | 303.50 | 3.75 | -0.05 | 30.09 | 1,307 | -80 | 836 |
| 9 Dec | 303.45 | 3.8 | -1.10 | 29.59 | 1,267 | 116 | 921 |
| 6 Dec | 300.35 | 4.9 | -1.65 | 29.10 | 1,924 | 15 | 804 |
| 5 Dec | 297.00 | 6.55 | -1.55 | 29.05 | 885 | 105 | 792 |
| 4 Dec | 293.65 | 8.1 | 0.25 | 29.50 | 1,044 | 3 | 689 |
| 3 Dec | 294.25 | 7.85 | 0.00 | 28.93 | 788 | 83 | 693 |
| 2 Dec | 294.15 | 7.85 | -1.95 | 30.39 | 837 | 108 | 611 |
| 29 Nov | 292.10 | 9.8 | -1.15 | 30.35 | 568 | 79 | 500 |
| 28 Nov | 290.95 | 10.95 | 0.55 | 33.20 | 920 | 165 | 420 |
| 27 Nov | 293.45 | 10.4 | -0.30 | 32.82 | 438 | 102 | 250 |
| 26 Nov | 293.85 | 10.7 | 1.60 | 33.77 | 261 | 65 | 150 |
| 25 Nov | 296.55 | 9.1 | -8.90 | 33.08 | 240 | 77 | 84 |
| 22 Nov | 285.85 | 18 | 0.00 | 41.66 | 1 | 0 | 7 |
| 21 Nov | 282.40 | 18 | 3.00 | 35.60 | 2 | 1 | 7 |
| 20 Nov | 287.50 | 15 | 0.00 | 33.98 | 7 | 2 | 7 |
| 19 Nov | 287.50 | 15 | 2.40 | 33.98 | 7 | 3 | 7 |
| 18 Nov | 289.20 | 12.6 | 2.40 | 31.53 | 2 | 1 | 3 |
| 14 Nov | 298.20 | 10.2 | -0.45 | 33.16 | 2 | 0 | 0 |
| 13 Nov | 305.85 | 10.65 | 0.00 | 4.42 | 0 | 0 | 0 |
| 12 Nov | 309.80 | 10.65 | 0.00 | 5.12 | 0 | 0 | 0 |
| 11 Nov | 312.55 | 10.65 | 0.00 | 5.94 | 0 | 0 | 0 |
| 8 Nov | 310.45 | 10.65 | 0.00 | 5.15 | 0 | 0 | 0 |
| 7 Nov | 315.00 | 10.65 | 0.00 | 6.36 | 0 | 0 | 0 |
| 6 Nov | 317.00 | 10.65 | 0.00 | 6.67 | 0 | 0 | 0 |
| 5 Nov | 307.95 | 10.65 | 4.55 | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 295 expiring on 26DEC2024
Delta for 295 PE is -0.68
Historical price for 295 PE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 7.9, which was 3.15 higher than the previous day. The implied volatity was 30.25, the open interest changed by -14 which decreased total open position to 618
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 4.75, which was -3.25 lower than the previous day. The implied volatity was 28.49, the open interest changed by 21 which increased total open position to 651
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 8, which was 2.05 higher than the previous day. The implied volatity was 26.92, the open interest changed by -132 which decreased total open position to 633
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 5.95, which was 2.05 higher than the previous day. The implied volatity was 28.75, the open interest changed by -114 which decreased total open position to 768
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 3.9, which was 1.35 higher than the previous day. The implied volatity was 28.64, the open interest changed by 138 which increased total open position to 879
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was 24.79, the open interest changed by -58 which decreased total open position to 748
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 2.95, which was 0.70 higher than the previous day. The implied volatity was 26.21, the open interest changed by 28 which increased total open position to 824
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 2.25, which was -1.50 lower than the previous day. The implied volatity was 28.60, the open interest changed by -29 which decreased total open position to 800
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 30.09, the open interest changed by -80 which decreased total open position to 836
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 3.8, which was -1.10 lower than the previous day. The implied volatity was 29.59, the open interest changed by 116 which increased total open position to 921
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 4.9, which was -1.65 lower than the previous day. The implied volatity was 29.10, the open interest changed by 15 which increased total open position to 804
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 6.55, which was -1.55 lower than the previous day. The implied volatity was 29.05, the open interest changed by 105 which increased total open position to 792
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 8.1, which was 0.25 higher than the previous day. The implied volatity was 29.50, the open interest changed by 3 which increased total open position to 689
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 28.93, the open interest changed by 83 which increased total open position to 693
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 7.85, which was -1.95 lower than the previous day. The implied volatity was 30.39, the open interest changed by 108 which increased total open position to 611
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 9.8, which was -1.15 lower than the previous day. The implied volatity was 30.35, the open interest changed by 79 which increased total open position to 500
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 10.95, which was 0.55 higher than the previous day. The implied volatity was 33.20, the open interest changed by 165 which increased total open position to 420
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 10.4, which was -0.30 lower than the previous day. The implied volatity was 32.82, the open interest changed by 102 which increased total open position to 250
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 10.7, which was 1.60 higher than the previous day. The implied volatity was 33.77, the open interest changed by 65 which increased total open position to 150
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 9.1, which was -8.90 lower than the previous day. The implied volatity was 33.08, the open interest changed by 77 which increased total open position to 84
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 41.66, the open interest changed by 0 which decreased total open position to 7
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 18, which was 3.00 higher than the previous day. The implied volatity was 35.60, the open interest changed by 1 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 33.98, the open interest changed by 2 which increased total open position to 7
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 15, which was 2.40 higher than the previous day. The implied volatity was 33.98, the open interest changed by 3 which increased total open position to 7
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 12.6, which was 2.40 higher than the previous day. The implied volatity was 31.53, the open interest changed by 1 which increased total open position to 3
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 10.2, which was -0.45 lower than the previous day. The implied volatity was 33.16, 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 10.65, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 10.65, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 10.65, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 10.65, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 10.65, which was 0.00 lower than the previous day. The implied volatity was 6.36, 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 10.65, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 10.65, which was lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
