BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
11 Apr 2025 04:12 PM IST
| BPCL 24APR2025 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.22
Theta: -0.32
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 293.20 | 6.8 | 0.35 | 33.44 | 2,919 | 303 | 1,018 | |||
| 9 Apr | 287.95 | 6.25 | 0.15 | 37.70 | 1,695 | 29 | 715 | |||
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| 8 Apr | 285.90 | 5.95 | 1.7 | 39.85 | 1,363 | -73 | 683 | |||
| 7 Apr | 273.70 | 4.55 | 1.4 | 46.54 | 2,279 | -48 | 784 | |||
| 4 Apr | 279.45 | 3.05 | -2.05 | 31.23 | 3,910 | 331 | 845 | |||
| 3 Apr | 286.80 | 5.15 | -0.15 | 29.94 | 1,607 | 109 | 514 | |||
| 2 Apr | 286.80 | 5.25 | 0.1 | 28.67 | 1,291 | 39 | 409 | |||
| 1 Apr | 284.60 | 5.35 | 2 | 29.55 | 2,609 | 51 | 374 | |||
| 28 Mar | 278.47 | 3.25 | -0.35 | 27.84 | 2,166 | 131 | 323 | |||
| 27 Mar | 276.06 | 4 | 0.9 | 29.46 | 533 | 63 | 194 | |||
| 26 Mar | 273.01 | 3.15 | -1.55 | 31.20 | 379 | 32 | 130 | |||
| 25 Mar | 279.11 | 4.65 | -0.2 | 31.08 | 292 | 28 | 97 | |||
| 24 Mar | 280.44 | 4.95 | 0.45 | 29.24 | 220 | 32 | 68 | |||
| 21 Mar | 279.66 | 4.5 | 1.75 | 27.75 | 61 | 30 | 34 | |||
| 20 Mar | 272.13 | 2.75 | 1.35 | 28.20 | 3 | 1 | 2 | |||
| 19 Mar | 265.26 | 1.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 262.18 | 1.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 261.42 | 1.4 | -0.7 | 28.56 | 1 | 0 | 0 | |||
| 13 Mar | 264.41 | 2.1 | 0 | 8.36 | 0 | 0 | 0 | |||
| 12 Mar | 266.32 | 2.1 | 0 | 7.68 | 0 | 0 | 0 | |||
| 11 Mar | 264.58 | 2.1 | 0 | 7.91 | 0 | 0 | 0 | |||
| 10 Mar | 256.93 | 2.1 | 0 | 9.92 | 0 | 0 | 0 | |||
For Bharat Petroleum Corp Lt - strike price 295 expiring on 24APR2025
Delta for 295 CE is 0.49
Historical price for 295 CE is as follows
On 11 Apr BPCL was trading at 293.20. The strike last trading price was 6.8, which was 0.35 higher than the previous day. The implied volatity was 33.44, the open interest changed by 303 which increased total open position to 1018
On 9 Apr BPCL was trading at 287.95. The strike last trading price was 6.25, which was 0.15 higher than the previous day. The implied volatity was 37.70, the open interest changed by 29 which increased total open position to 715
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 5.95, which was 1.7 higher than the previous day. The implied volatity was 39.85, the open interest changed by -73 which decreased total open position to 683
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 4.55, which was 1.4 higher than the previous day. The implied volatity was 46.54, the open interest changed by -48 which decreased total open position to 784
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 3.05, which was -2.05 lower than the previous day. The implied volatity was 31.23, the open interest changed by 331 which increased total open position to 845
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 5.15, which was -0.15 lower than the previous day. The implied volatity was 29.94, the open interest changed by 109 which increased total open position to 514
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 5.25, which was 0.1 higher than the previous day. The implied volatity was 28.67, the open interest changed by 39 which increased total open position to 409
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 5.35, which was 2 higher than the previous day. The implied volatity was 29.55, the open interest changed by 51 which increased total open position to 374
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 27.84, the open interest changed by 131 which increased total open position to 323
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 4, which was 0.9 higher than the previous day. The implied volatity was 29.46, the open interest changed by 63 which increased total open position to 194
On 26 Mar BPCL was trading at 273.01. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 31.20, the open interest changed by 32 which increased total open position to 130
On 25 Mar BPCL was trading at 279.11. The strike last trading price was 4.65, which was -0.2 lower than the previous day. The implied volatity was 31.08, the open interest changed by 28 which increased total open position to 97
On 24 Mar BPCL was trading at 280.44. The strike last trading price was 4.95, which was 0.45 higher than the previous day. The implied volatity was 29.24, the open interest changed by 32 which increased total open position to 68
On 21 Mar BPCL was trading at 279.66. The strike last trading price was 4.5, which was 1.75 higher than the previous day. The implied volatity was 27.75, the open interest changed by 30 which increased total open position to 34
On 20 Mar BPCL was trading at 272.13. The strike last trading price was 2.75, which was 1.35 higher than the previous day. The implied volatity was 28.20, the open interest changed by 1 which increased total open position to 2
On 19 Mar BPCL was trading at 265.26. The strike last trading price was 1.4, which was 0 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 18 Mar BPCL was trading at 262.18. The strike last trading price was 1.4, which was 0 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 17 Mar BPCL was trading at 261.42. The strike last trading price was 1.4, which was -0.7 lower than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BPCL was trading at 264.41. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 8.36, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BPCL was trading at 266.32. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 7.68, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BPCL was trading at 264.58. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BPCL was trading at 256.93. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 9.92, the open interest changed by 0 which decreased total open position to 0
| BPCL 24APR2025 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.22
Theta: -0.27
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 293.20 | 8.8 | -4.3 | 37.07 | 521 | 65 | 219 |
| 9 Apr | 287.95 | 13.2 | -1.2 | 42.57 | 207 | -22 | 155 |
| 8 Apr | 285.90 | 14.45 | -11.25 | 39.59 | 78 | -8 | 177 |
| 7 Apr | 273.70 | 24.35 | 6.25 | 54.65 | 39 | 7 | 186 |
| 4 Apr | 279.45 | 17.8 | 5.05 | 32.93 | 728 | 69 | 181 |
| 3 Apr | 286.80 | 12.75 | -0.1 | 31.06 | 110 | 27 | 111 |
| 2 Apr | 286.80 | 12.65 | -1.45 | 31.53 | 51 | -1 | 88 |
| 1 Apr | 284.60 | 13.85 | -5.65 | 33.39 | 122 | 26 | 90 |
| 28 Mar | 278.47 | 19.55 | -0.15 | 34.89 | 127 | -1 | 64 |
| 27 Mar | 276.06 | 19.9 | -3.35 | 37.29 | 101 | 38 | 66 |
| 26 Mar | 273.01 | 23 | 4.6 | 34.03 | 93 | 12 | 30 |
| 25 Mar | 279.11 | 18.7 | 1.5 | 31.31 | 76 | 2 | 18 |
| 24 Mar | 280.44 | 16.95 | -17.05 | 29.86 | 76 | 16 | 17 |
| 21 Mar | 279.66 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 272.13 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 265.26 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 262.18 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 261.42 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 264.41 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 266.32 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 264.58 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 256.93 | 34 | 0 | 0.00 | 0 | 1 | 0 |
For Bharat Petroleum Corp Lt - strike price 295 expiring on 24APR2025
Delta for 295 PE is -0.51
Historical price for 295 PE is as follows
On 11 Apr BPCL was trading at 293.20. The strike last trading price was 8.8, which was -4.3 lower than the previous day. The implied volatity was 37.07, the open interest changed by 65 which increased total open position to 219
On 9 Apr BPCL was trading at 287.95. The strike last trading price was 13.2, which was -1.2 lower than the previous day. The implied volatity was 42.57, the open interest changed by -22 which decreased total open position to 155
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 14.45, which was -11.25 lower than the previous day. The implied volatity was 39.59, the open interest changed by -8 which decreased total open position to 177
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 24.35, which was 6.25 higher than the previous day. The implied volatity was 54.65, the open interest changed by 7 which increased total open position to 186
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 17.8, which was 5.05 higher than the previous day. The implied volatity was 32.93, the open interest changed by 69 which increased total open position to 181
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 12.75, which was -0.1 lower than the previous day. The implied volatity was 31.06, the open interest changed by 27 which increased total open position to 111
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 12.65, which was -1.45 lower than the previous day. The implied volatity was 31.53, the open interest changed by -1 which decreased total open position to 88
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 13.85, which was -5.65 lower than the previous day. The implied volatity was 33.39, the open interest changed by 26 which increased total open position to 90
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 19.55, which was -0.15 lower than the previous day. The implied volatity was 34.89, the open interest changed by -1 which decreased total open position to 64
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 19.9, which was -3.35 lower than the previous day. The implied volatity was 37.29, the open interest changed by 38 which increased total open position to 66
On 26 Mar BPCL was trading at 273.01. The strike last trading price was 23, which was 4.6 higher than the previous day. The implied volatity was 34.03, the open interest changed by 12 which increased total open position to 30
On 25 Mar BPCL was trading at 279.11. The strike last trading price was 18.7, which was 1.5 higher than the previous day. The implied volatity was 31.31, the open interest changed by 2 which increased total open position to 18
On 24 Mar BPCL was trading at 280.44. The strike last trading price was 16.95, which was -17.05 lower than the previous day. The implied volatity was 29.86, the open interest changed by 16 which increased total open position to 17
On 21 Mar BPCL was trading at 279.66. The strike last trading price was 34, which was 0 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 20 Mar BPCL was trading at 272.13. The strike last trading price was 34, which was 0 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 19 Mar BPCL was trading at 265.26. The strike last trading price was 34, which was 0 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 18 Mar BPCL was trading at 262.18. The strike last trading price was 34, which was 0 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 17 Mar BPCL was trading at 261.42. The strike last trading price was 34, which was 0 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 Mar BPCL was trading at 264.41. The strike last trading price was 34, which was 0 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 Mar BPCL was trading at 266.32. The strike last trading price was 34, which was 0 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 Mar BPCL was trading at 264.58. The strike last trading price was 34, which was 0 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 10 Mar BPCL was trading at 256.93. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
