Historical option data for BPCL
10 Jun 2026 10:19 AM IST
| BPCL 30-Jun-2026 (20d) 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0
Theta: -0.22
Gamma: 0.01817
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 288.35 | 6 | -0.75 (-11.11%) | 31.23 | 459 | -4 | 1,248 | |||||||||
| 9 Jun | 289.10 | 6.5 | 1.25 (23.81%) | 31.45 | 1,876 | 696 | 1,249 | |||||||||
| 8 Jun | 285.15 | 5 | -5.1 (-50.50%) | 31.08 | 1,366 | -457 | 550 | |||||||||
| 5 Jun | 295.00 | 9.75 | -0.65 (-6.25%) | 29.4 | 1,698 | 765 | 1,012 | |||||||||
| 4 Jun | 295.15 | 10.7 | 1.25 (13.23%) | 30.23 | 501 | 60 | 246 | |||||||||
| 3 Jun | 292.10 | 9.55 | -1.4 (-12.79%) | 31.59 | 484 | 4 | 186 | |||||||||
| 2 Jun | 294.40 | 10.75 | -1.1 (-9.28%) | 30.99 | 495 | -6 | 181 | |||||||||
| 1 Jun | 296.85 | 11.85 | -2.45 (-17.13%) | 30.89 | 223 | 19 | 197 | |||||||||
| 29 May | 298.10 | 14.85 | -4.9 (-24.81%) | 33.78 | 213 | 30 | 177 | |||||||||
| 27 May | 307.15 | 19.9 | 2.1 (11.80%) | 31.68 | 153 | 44 | 152 | |||||||||
| 26 May | 304.60 | 17.75 | -3.95 (-18.20%) | 30.17 | 74 | 18 | 108 | |||||||||
| 25 May | 308.25 | 21.35 | 6.25 (41.39%) | 32.73 | 90 | 5 | 92 | |||||||||
| 22 May | 295.60 | 15.1 | 0.1 (0.67%) | 35.05 | 156 | 49 | 86 | |||||||||
| 21 May | 296.40 | 14.55 | -0.45 (-3.00%) | 33.14 | 53 | 4 | 35 | |||||||||
| 20 May | 293.75 | 14.9 | 1.9 (14.62%) | 37.77 | 41 | 23 | 30 | |||||||||
| 19 May | 286.45 | 12.7 | -0.3 (-2.31%) | 38.83 | 4 | 4 | 7 | |||||||||
| 18 May | 280.80 | 13.45 | 0.45 (3.46%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 284.45 | 13.45 | -4.7 (-25.90%) | 40.48 | 4 | 0 | 3 | |||||||||
| 14 May | 295.00 | 18.15 | 2.35 (14.87%) | 38.13 | 3 | 1 | 2 | |||||||||
| 13 May | 297.10 | 15.8 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 287.85 | 15.8 | -5 (-24.04%) | 0 | 2 | 0 | 1 | |||||||||
| 11 May | 294.45 | 20.8 | -6.2 (-22.96%) | 46.3 | 1 | 1 | 1 | |||||||||
| 8 May | 302.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 307.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 314.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 298.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 301.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 300.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 303.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 295 expiring on 30JUN2026
Delta for 295 CE is 0.41
Historical price for 295 CE is as follows
On 10 Jun BPCL was trading at 288.35. The strike last trading price was 6, which was -0.75 lower than the previous day. The implied volatity was 31.23, the open interest changed by -4 which decreased total open position to 1248
On 9 Jun BPCL was trading at 289.10. The strike last trading price was 6.5, which was 1.25 higher than the previous day. The implied volatity was 31.45, the open interest changed by 696 which increased total open position to 1249
On 8 Jun BPCL was trading at 285.15. The strike last trading price was 5, which was -5.1 lower than the previous day. The implied volatity was 31.08, the open interest changed by -457 which decreased total open position to 550
On 5 Jun BPCL was trading at 295.00. The strike last trading price was 9.75, which was -0.65 lower than the previous day. The implied volatity was 29.4, the open interest changed by 765 which increased total open position to 1012
On 4 Jun BPCL was trading at 295.15. The strike last trading price was 10.7, which was 1.25 higher than the previous day. The implied volatity was 30.23, the open interest changed by 60 which increased total open position to 246
On 3 Jun BPCL was trading at 292.10. The strike last trading price was 9.55, which was -1.4 lower than the previous day. The implied volatity was 31.59, the open interest changed by 4 which increased total open position to 186
On 2 Jun BPCL was trading at 294.40. The strike last trading price was 10.75, which was -1.1 lower than the previous day. The implied volatity was 30.99, the open interest changed by -6 which decreased total open position to 181
On 1 Jun BPCL was trading at 296.85. The strike last trading price was 11.85, which was -2.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by 19 which increased total open position to 197
On 29 May BPCL was trading at 298.10. The strike last trading price was 14.85, which was -4.9 lower than the previous day. The implied volatity was 33.78, the open interest changed by 30 which increased total open position to 177
On 27 May BPCL was trading at 307.15. The strike last trading price was 19.9, which was 2.1 higher than the previous day. The implied volatity was 31.68, the open interest changed by 44 which increased total open position to 152
On 26 May BPCL was trading at 304.60. The strike last trading price was 17.75, which was -3.95 lower than the previous day. The implied volatity was 30.17, the open interest changed by 18 which increased total open position to 108
On 25 May BPCL was trading at 308.25. The strike last trading price was 21.35, which was 6.25 higher than the previous day. The implied volatity was 32.73, the open interest changed by 5 which increased total open position to 92
On 22 May BPCL was trading at 295.60. The strike last trading price was 15.1, which was 0.1 higher than the previous day. The implied volatity was 35.05, the open interest changed by 49 which increased total open position to 86
On 21 May BPCL was trading at 296.40. The strike last trading price was 14.55, which was -0.45 lower than the previous day. The implied volatity was 33.14, the open interest changed by 4 which increased total open position to 35
On 20 May BPCL was trading at 293.75. The strike last trading price was 14.9, which was 1.9 higher than the previous day. The implied volatity was 37.77, the open interest changed by 23 which increased total open position to 30
On 19 May BPCL was trading at 286.45. The strike last trading price was 12.7, which was -0.3 lower than the previous day. The implied volatity was 38.83, the open interest changed by 4 which increased total open position to 7
On 18 May BPCL was trading at 280.80. The strike last trading price was 13.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May BPCL was trading at 284.45. The strike last trading price was 13.45, which was -4.7 lower than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 3
On 14 May BPCL was trading at 295.00. The strike last trading price was 18.15, which was 2.35 higher than the previous day. The implied volatity was 38.13, the open interest changed by 1 which increased total open position to 2
On 13 May BPCL was trading at 297.10. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May BPCL was trading at 287.85. The strike last trading price was 15.8, which was -5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May BPCL was trading at 294.45. The strike last trading price was 20.8, which was -6.2 lower than the previous day. The implied volatity was 46.3, the open interest changed by 1 which increased total open position to 1
On 8 May BPCL was trading at 302.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May BPCL was trading at 307.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May BPCL was trading at 314.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May BPCL was trading at 298.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May BPCL was trading at 301.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr BPCL was trading at 300.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr BPCL was trading at 303.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BPCL 30-Jun-2026 (20d) 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0
Theta: -0.15
Gamma: 0.02056
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 288.35 | 10.8 | 0.8 (8.00%) | 27.3 | 146 | 3 | 318 |
| 9 Jun | 289.10 | 10.7 | -2.55 (-19.25%) | 28.16 | 356 | 55 | 317 |
| 8 Jun | 285.15 | 13.9 | 5.9 (73.75%) | 28.8 | 231 | -9 | 263 |
| 5 Jun | 295.00 | 8.15 | 0.3 (3.82%) | 28.35 | 456 | 52 | 270 |
| 4 Jun | 295.15 | 7.75 | -2.25 (-22.50%) | 27.83 | 207 | 35 | 218 |
| 3 Jun | 292.10 | 9.5 | 1.1 (13.10%) | 27.48 | 360 | -18 | 183 |
| 2 Jun | 294.40 | 8.4 | 0.4 (5.00%) | 27.13 | 648 | 28 | 202 |
| 1 Jun | 296.85 | 8 | 0.6 (8.11%) | 28.3 | 388 | 29 | 174 |
| 29 May | 298.10 | 8.05 | 2.95 (57.84%) | 28.8 | 464 | 10 | 147 |
| 27 May | 307.15 | 4.9 | -1.8 (-26.87%) | 28.35 | 404 | -10 | 136 |
| 26 May | 304.60 | 6.8 | -0.2 (-2.86%) | 31.24 | 213 | 21 | 147 |
| 25 May | 308.25 | 6.9 | -4.75 (-40.77%) | 34.14 | 121 | 62 | 126 |
| 22 May | 295.60 | 11.6 | -0.15 (-1.28%) | 33.86 | 41 | 7 | 62 |
| 21 May | 296.40 | 12.05 | -2 (-14.23%) | 34.65 | 79 | 46 | 53 |
| 20 May | 293.75 | 13.4 | -8.05 (-37.53%) | 34.16 | 4 | 2 | 9 |
| 19 May | 286.45 | 21.45 | 21.45 (7.25%) | 38.04 | 0 | 0 | 7 |
| 18 May | 280.80 | 21.45 | 1.45 (7.25%) | 38.04 | 1 | 0 | 7 |
| 15 May | 284.45 | 20 | 3.65 (22.32%) | 37.46 | 4 | 0 | 7 |
| 14 May | 295.00 | 16.35 | 2.85 (21.11%) | 0 | 3 | 2 | 7 |
| 13 May | 297.10 | 13.45 | -3.55 (-20.88%) | 0 | 8 | 1 | 3 |
| 12 May | 287.85 | 17 | 3.7 (27.82%) | 0 | 1 | 1 | 2 |
| 11 May | 294.45 | 13.3 | 3.3 (33.00%) | 32.17 | 1 | 0 | 0 |
| 8 May | 302.75 | 10 | 10 | - | 0 | 0 | 0 |
| 7 May | 307.60 | 10 | 10 (-31.03%) | 36.15 | 0 | 0 | 0 |
| 6 May | 314.05 | 10 | -4.5 (-31.03%) | 36.15 | 1 | 0 | 1 |
| 5 May | 298.50 | 14.5 | 2.95 (25.54%) | 38.36 | 1 | 0 | 0 |
| 4 May | 301.70 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 300.45 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 303.90 | 0 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 295 expiring on 30JUN2026
Delta for 295 PE is -0.61
Historical price for 295 PE is as follows
On 10 Jun BPCL was trading at 288.35. The strike last trading price was 10.8, which was 0.8 higher than the previous day. The implied volatity was 27.3, the open interest changed by 3 which increased total open position to 318
On 9 Jun BPCL was trading at 289.10. The strike last trading price was 10.7, which was -2.55 lower than the previous day. The implied volatity was 28.16, the open interest changed by 55 which increased total open position to 317
On 8 Jun BPCL was trading at 285.15. The strike last trading price was 13.9, which was 5.9 higher than the previous day. The implied volatity was 28.8, the open interest changed by -9 which decreased total open position to 263
On 5 Jun BPCL was trading at 295.00. The strike last trading price was 8.15, which was 0.3 higher than the previous day. The implied volatity was 28.35, the open interest changed by 52 which increased total open position to 270
On 4 Jun BPCL was trading at 295.15. The strike last trading price was 7.75, which was -2.25 lower than the previous day. The implied volatity was 27.83, the open interest changed by 35 which increased total open position to 218
On 3 Jun BPCL was trading at 292.10. The strike last trading price was 9.5, which was 1.1 higher than the previous day. The implied volatity was 27.48, the open interest changed by -18 which decreased total open position to 183
On 2 Jun BPCL was trading at 294.40. The strike last trading price was 8.4, which was 0.4 higher than the previous day. The implied volatity was 27.13, the open interest changed by 28 which increased total open position to 202
On 1 Jun BPCL was trading at 296.85. The strike last trading price was 8, which was 0.6 higher than the previous day. The implied volatity was 28.3, the open interest changed by 29 which increased total open position to 174
On 29 May BPCL was trading at 298.10. The strike last trading price was 8.05, which was 2.95 higher than the previous day. The implied volatity was 28.8, the open interest changed by 10 which increased total open position to 147
On 27 May BPCL was trading at 307.15. The strike last trading price was 4.9, which was -1.8 lower than the previous day. The implied volatity was 28.35, the open interest changed by -10 which decreased total open position to 136
On 26 May BPCL was trading at 304.60. The strike last trading price was 6.8, which was -0.2 lower than the previous day. The implied volatity was 31.24, the open interest changed by 21 which increased total open position to 147
On 25 May BPCL was trading at 308.25. The strike last trading price was 6.9, which was -4.75 lower than the previous day. The implied volatity was 34.14, the open interest changed by 62 which increased total open position to 126
On 22 May BPCL was trading at 295.60. The strike last trading price was 11.6, which was -0.15 lower than the previous day. The implied volatity was 33.86, the open interest changed by 7 which increased total open position to 62
On 21 May BPCL was trading at 296.40. The strike last trading price was 12.05, which was -2 lower than the previous day. The implied volatity was 34.65, the open interest changed by 46 which increased total open position to 53
On 20 May BPCL was trading at 293.75. The strike last trading price was 13.4, which was -8.05 lower than the previous day. The implied volatity was 34.16, the open interest changed by 2 which increased total open position to 9
On 19 May BPCL was trading at 286.45. The strike last trading price was 21.45, which was 21.45 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 7
On 18 May BPCL was trading at 280.80. The strike last trading price was 21.45, which was 1.45 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 7
On 15 May BPCL was trading at 284.45. The strike last trading price was 20, which was 3.65 higher than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 7
On 14 May BPCL was trading at 295.00. The strike last trading price was 16.35, which was 2.85 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 7
On 13 May BPCL was trading at 297.10. The strike last trading price was 13.45, which was -3.55 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 12 May BPCL was trading at 287.85. The strike last trading price was 17, which was 3.7 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 11 May BPCL was trading at 294.45. The strike last trading price was 13.3, which was 3.3 higher than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 0
On 8 May BPCL was trading at 302.75. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May BPCL was trading at 307.60. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 0
On 6 May BPCL was trading at 314.05. The strike last trading price was 10, which was -4.5 lower than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 1
On 5 May BPCL was trading at 298.50. The strike last trading price was 14.5, which was 2.95 higher than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 0
On 4 May BPCL was trading at 301.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr BPCL was trading at 300.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr BPCL was trading at 303.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
