BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.11
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 282.40 | 1.35 | -1.95 | 33.19 | 3,872 | 162 | 1,580 | |||
| 20 Nov | 287.50 | 3.3 | 0.00 | 33.88 | 10,262 | 90 | 1,442 | |||
| 19 Nov | 287.50 | 3.3 | -1.20 | 33.88 | 10,262 | 114 | 1,442 | |||
| 18 Nov | 289.20 | 4.5 | -4.45 | 32.20 | 9,046 | 950 | 1,376 | |||
| 14 Nov | 298.20 | 8.95 | -6.25 | 28.37 | 2,816 | 272 | 426 | |||
| 13 Nov | 305.85 | 15.2 | -5.45 | 28.68 | 774 | -42 | 152 | |||
| 12 Nov | 309.80 | 20.65 | -0.55 | 43.68 | 2 | 0 | 192 | |||
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| 11 Nov | 312.55 | 21.2 | 1.80 | 31.93 | 92 | 6 | 190 | |||
| 8 Nov | 310.45 | 19.4 | -4.35 | 30.82 | 24 | 6 | 184 | |||
| 7 Nov | 315.00 | 23.75 | -1.40 | 30.91 | 18 | -8 | 178 | |||
| 6 Nov | 317.00 | 25.15 | 6.85 | 29.55 | 274 | 82 | 186 | |||
| 5 Nov | 307.95 | 18.3 | 1.80 | 30.18 | 984 | -72 | 104 | |||
| 4 Nov | 303.45 | 16.5 | -6.60 | 34.43 | 588 | 138 | 178 | |||
| 1 Nov | 313.00 | 23.1 | 0.15 | 30.81 | 2 | 0 | 40 | |||
| 31 Oct | 310.75 | 22.95 | -2.80 | - | 82 | 8 | 22 | |||
| 30 Oct | 311.30 | 25.75 | 2.20 | - | 8 | -2 | 12 | |||
| 29 Oct | 311.45 | 23.55 | 0.05 | - | 20 | -4 | 8 | |||
| 28 Oct | 310.40 | 23.5 | -34.20 | - | 14 | 10 | 10 | |||
| 25 Oct | 306.30 | 57.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 321.45 | 57.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 323.05 | 57.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 322.90 | 57.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 331.65 | 57.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 338.00 | 57.7 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 295 expiring on 28NOV2024
Delta for 295 CE is 0.19
Historical price for 295 CE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 1.35, which was -1.95 lower than the previous day. The implied volatity was 33.19, the open interest changed by 81 which increased total open position to 790
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 33.88, the open interest changed by 45 which increased total open position to 721
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 3.3, which was -1.20 lower than the previous day. The implied volatity was 33.88, the open interest changed by 57 which increased total open position to 721
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 4.5, which was -4.45 lower than the previous day. The implied volatity was 32.20, the open interest changed by 475 which increased total open position to 688
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 8.95, which was -6.25 lower than the previous day. The implied volatity was 28.37, the open interest changed by 136 which increased total open position to 213
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 15.2, which was -5.45 lower than the previous day. The implied volatity was 28.68, the open interest changed by -21 which decreased total open position to 76
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 20.65, which was -0.55 lower than the previous day. The implied volatity was 43.68, the open interest changed by 0 which decreased total open position to 96
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 21.2, which was 1.80 higher than the previous day. The implied volatity was 31.93, the open interest changed by 3 which increased total open position to 95
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 19.4, which was -4.35 lower than the previous day. The implied volatity was 30.82, the open interest changed by 3 which increased total open position to 92
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 23.75, which was -1.40 lower than the previous day. The implied volatity was 30.91, the open interest changed by -4 which decreased total open position to 89
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 25.15, which was 6.85 higher than the previous day. The implied volatity was 29.55, the open interest changed by 41 which increased total open position to 93
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 18.3, which was 1.80 higher than the previous day. The implied volatity was 30.18, the open interest changed by -36 which decreased total open position to 52
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 16.5, which was -6.60 lower than the previous day. The implied volatity was 34.43, the open interest changed by 69 which increased total open position to 89
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 23.1, which was 0.15 higher than the previous day. The implied volatity was 30.81, the open interest changed by 0 which decreased total open position to 20
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 22.95, which was -2.80 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 25.75, which was 2.20 higher 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 23.55, which was 0.05 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 23.5, which was -34.20 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BPCL 28NOV2024 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.11
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 282.40 | 13.25 | 2.65 | 33.80 | 1,566 | -304 | 488 |
| 20 Nov | 287.50 | 10.6 | 0.00 | 35.85 | 7,002 | 22 | 804 |
| 19 Nov | 287.50 | 10.6 | 2.60 | 35.85 | 7,002 | 34 | 804 |
| 18 Nov | 289.20 | 8 | 2.75 | 30.63 | 4,290 | -216 | 764 |
| 14 Nov | 298.20 | 5.25 | 2.20 | 31.17 | 6,800 | 534 | 984 |
| 13 Nov | 305.85 | 3.05 | 0.35 | 32.40 | 2,772 | -68 | 446 |
| 12 Nov | 309.80 | 2.7 | 0.60 | 33.03 | 1,100 | -84 | 524 |
| 11 Nov | 312.55 | 2.1 | -0.70 | 32.34 | 1,304 | 30 | 620 |
| 8 Nov | 310.45 | 2.8 | 0.70 | 30.88 | 1,398 | 30 | 602 |
| 7 Nov | 315.00 | 2.1 | 0.15 | 31.41 | 566 | 42 | 582 |
| 6 Nov | 317.00 | 1.95 | -3.00 | 31.38 | 2,228 | 64 | 584 |
| 5 Nov | 307.95 | 4.95 | -2.25 | 35.76 | 1,824 | 122 | 516 |
| 4 Nov | 303.45 | 7.2 | 1.95 | 38.25 | 1,796 | 268 | 398 |
| 1 Nov | 313.00 | 5.25 | 0.50 | 39.26 | 28 | -6 | 132 |
| 31 Oct | 310.75 | 4.75 | -0.15 | - | 472 | 42 | 142 |
| 30 Oct | 311.30 | 4.9 | -0.30 | - | 90 | 46 | 104 |
| 29 Oct | 311.45 | 5.2 | -0.50 | - | 68 | 34 | 58 |
| 28 Oct | 310.40 | 5.7 | -3.30 | - | 58 | 20 | 26 |
| 25 Oct | 306.30 | 9 | 4.50 | - | 8 | 6 | 6 |
| 24 Oct | 321.45 | 4.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 323.05 | 4.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 322.90 | 4.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 331.65 | 4.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 338.00 | 4.5 | - | 4 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 295 expiring on 28NOV2024
Delta for 295 PE is -0.80
Historical price for 295 PE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 13.25, which was 2.65 higher than the previous day. The implied volatity was 33.80, the open interest changed by -152 which decreased total open position to 244
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 35.85, the open interest changed by 11 which increased total open position to 402
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 10.6, which was 2.60 higher than the previous day. The implied volatity was 35.85, the open interest changed by 17 which increased total open position to 402
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 8, which was 2.75 higher than the previous day. The implied volatity was 30.63, the open interest changed by -108 which decreased total open position to 382
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 5.25, which was 2.20 higher than the previous day. The implied volatity was 31.17, the open interest changed by 267 which increased total open position to 492
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 3.05, which was 0.35 higher than the previous day. The implied volatity was 32.40, the open interest changed by -34 which decreased total open position to 223
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 2.7, which was 0.60 higher than the previous day. The implied volatity was 33.03, the open interest changed by -42 which decreased total open position to 262
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 32.34, the open interest changed by 15 which increased total open position to 310
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 2.8, which was 0.70 higher than the previous day. The implied volatity was 30.88, the open interest changed by 15 which increased total open position to 301
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 31.41, the open interest changed by 21 which increased total open position to 291
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 1.95, which was -3.00 lower than the previous day. The implied volatity was 31.38, the open interest changed by 32 which increased total open position to 292
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 4.95, which was -2.25 lower than the previous day. The implied volatity was 35.76, the open interest changed by 61 which increased total open position to 258
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 7.2, which was 1.95 higher than the previous day. The implied volatity was 38.25, the open interest changed by 134 which increased total open position to 199
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 5.25, which was 0.50 higher than the previous day. The implied volatity was 39.26, the open interest changed by -3 which decreased total open position to 66
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 4.75, which was -0.15 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 4.9, 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 5.2, 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 28 Oct BPCL was trading at 310.40. The strike last trading price was 5.7, which was -3.30 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 9, which was 4.50 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 4.5, 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 4.5, 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 4.5, 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 21 Oct BPCL was trading at 331.65. The strike last trading price was 4.5, 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 8 Oct BPCL was trading at 338.00. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
