BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
31 Jan 2025 04:12 PM IST
| BPCL 27FEB2025 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.15
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 31 Jan | 261.10 | 1.65 | -0.1 | 35.92 | 371 | 23 | 349 | |||
| 30 Jan | 257.15 | 1.8 | -0.15 | 39.89 | 347 | 181 | 329 | |||
| 29 Jan | 257.00 | 1.95 | 0.15 | 39.61 | 72 | 23 | 148 | |||
| 28 Jan | 258.05 | 1.75 | -0.4 | 36.81 | 41 | 4 | 125 | |||
| 27 Jan | 261.30 | 2.05 | -0.65 | 35.28 | 83 | 43 | 119 | |||
| 24 Jan | 263.80 | 2.7 | -0.95 | 35.63 | 55 | 16 | 76 | |||
| 23 Jan | 271.25 | 3.65 | -2.55 | 31.61 | 73 | 50 | 59 | |||
| 22 Jan | 277.60 | 6.2 | -1.00 | 33.17 | 4 | 2 | 9 | |||
| 21 Jan | 280.20 | 7.2 | -0.05 | 33.95 | 8 | 2 | 8 | |||
| 20 Jan | 277.30 | 7.25 | -13.50 | 36.04 | 7 | 5 | 5 | |||
| 17 Jan | 273.60 | 20.75 | 0.00 | 5.53 | 0 | 0 | 0 | |||
| 16 Jan | 266.90 | 20.75 | 0.00 | 7.17 | 0 | 0 | 0 | |||
| 15 Jan | 267.00 | 20.75 | 0.00 | 7.16 | 0 | 0 | 0 | |||
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| 14 Jan | 270.20 | 20.75 | 0.00 | 6.08 | 0 | 0 | 0 | |||
| 13 Jan | 265.30 | 20.75 | 0.00 | 7.61 | 0 | 0 | 0 | |||
| 10 Jan | 277.65 | 20.75 | 0.00 | 3.82 | 0 | 0 | 0 | |||
| 9 Jan | 280.00 | 20.75 | 0.00 | 2.92 | 0 | 0 | 0 | |||
| 8 Jan | 286.80 | 20.75 | 0.00 | 1.53 | 0 | 0 | 0 | |||
| 7 Jan | 282.80 | 20.75 | 0.00 | 2.32 | 0 | 0 | 0 | |||
| 6 Jan | 284.85 | 20.75 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 3 Jan | 296.40 | 20.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 296.90 | 20.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 295.30 | 20.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 292.45 | 20.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 293.30 | 20.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 293.55 | 20.75 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 295 expiring on 27FEB2025
Delta for 295 CE is 0.13
Historical price for 295 CE is as follows
On 31 Jan BPCL was trading at 261.10. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 35.92, the open interest changed by 23 which increased total open position to 349
On 30 Jan BPCL was trading at 257.15. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 39.89, the open interest changed by 181 which increased total open position to 329
On 29 Jan BPCL was trading at 257.00. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 39.61, the open interest changed by 23 which increased total open position to 148
On 28 Jan BPCL was trading at 258.05. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 36.81, the open interest changed by 4 which increased total open position to 125
On 27 Jan BPCL was trading at 261.30. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 35.28, the open interest changed by 43 which increased total open position to 119
On 24 Jan BPCL was trading at 263.80. The strike last trading price was 2.7, which was -0.95 lower than the previous day. The implied volatity was 35.63, the open interest changed by 16 which increased total open position to 76
On 23 Jan BPCL was trading at 271.25. The strike last trading price was 3.65, which was -2.55 lower than the previous day. The implied volatity was 31.61, the open interest changed by 50 which increased total open position to 59
On 22 Jan BPCL was trading at 277.60. The strike last trading price was 6.2, which was -1.00 lower than the previous day. The implied volatity was 33.17, the open interest changed by 2 which increased total open position to 9
On 21 Jan BPCL was trading at 280.20. The strike last trading price was 7.2, which was -0.05 lower than the previous day. The implied volatity was 33.95, the open interest changed by 2 which increased total open position to 8
On 20 Jan BPCL was trading at 277.30. The strike last trading price was 7.25, which was -13.50 lower than the previous day. The implied volatity was 36.04, the open interest changed by 5 which increased total open position to 5
On 17 Jan BPCL was trading at 273.60. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BPCL was trading at 266.90. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
On 15 Jan BPCL was trading at 267.00. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 7.16, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BPCL was trading at 270.20. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BPCL was trading at 265.30. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 7.61, the open interest changed by 0 which decreased total open position to 0
On 10 Jan BPCL was trading at 277.65. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BPCL was trading at 280.00. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BPCL was trading at 286.80. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BPCL was trading at 282.80. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BPCL was trading at 284.85. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 3 Jan BPCL was trading at 296.40. The strike last trading price was 20.75, 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 2 Jan BPCL was trading at 296.90. The strike last trading price was 20.75, 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 1 Jan BPCL was trading at 295.30. The strike last trading price was 20.75, 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 31 Dec BPCL was trading at 292.45. The strike last trading price was 20.75, 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 30 Dec BPCL was trading at 293.30. The strike last trading price was 20.75, 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 27 Dec BPCL was trading at 293.55. The strike last trading price was 20.75, 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 27FEB2025 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.22
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 31 Jan | 261.10 | 36 | 0.05 | 51.89 | 9 | 7 | 16 |
| 30 Jan | 257.15 | 35.95 | 13.65 | 27.80 | 7 | 3 | 7 |
| 29 Jan | 257.00 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 258.05 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Jan | 261.30 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Jan | 263.80 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 271.25 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 277.60 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 280.20 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 277.30 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 273.60 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 266.90 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 267.00 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 270.20 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 265.30 | 22.3 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Jan | 277.65 | 22.3 | 3.55 | 36.16 | 2 | 1 | 3 |
| 9 Jan | 280.00 | 18.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 286.80 | 18.75 | 4.45 | 38.34 | 2 | 0 | 2 |
| 7 Jan | 282.80 | 14.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 284.85 | 14.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 296.40 | 14.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 296.90 | 14.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 295.30 | 14.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Dec | 292.45 | 14.3 | 0.00 | 32.56 | 1 | 0 | 1 |
| 30 Dec | 293.30 | 14.3 | -2.15 | 33.43 | 1 | 0 | 0 |
| 27 Dec | 293.55 | 16.45 | 1.02 | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 295 expiring on 27FEB2025
Delta for 295 PE is -0.77
Historical price for 295 PE is as follows
On 31 Jan BPCL was trading at 261.10. The strike last trading price was 36, which was 0.05 higher than the previous day. The implied volatity was 51.89, the open interest changed by 7 which increased total open position to 16
On 30 Jan BPCL was trading at 257.15. The strike last trading price was 35.95, which was 13.65 higher than the previous day. The implied volatity was 27.80, the open interest changed by 3 which increased total open position to 7
On 29 Jan BPCL was trading at 257.00. The strike last trading price was 22.3, 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 28 Jan BPCL was trading at 258.05. The strike last trading price was 22.3, 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 27 Jan BPCL was trading at 261.30. The strike last trading price was 22.3, 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 24 Jan BPCL was trading at 263.80. The strike last trading price was 22.3, 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 23 Jan BPCL was trading at 271.25. The strike last trading price was 22.3, which was 0.00 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 22 Jan BPCL was trading at 277.60. The strike last trading price was 22.3, which was 0.00 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 21 Jan BPCL was trading at 280.20. The strike last trading price was 22.3, which was 0.00 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 Jan BPCL was trading at 277.30. The strike last trading price was 22.3, which was 0.00 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 Jan BPCL was trading at 273.60. The strike last trading price was 22.3, which was 0.00 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 16 Jan BPCL was trading at 266.90. The strike last trading price was 22.3, which was 0.00 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 15 Jan BPCL was trading at 267.00. The strike last trading price was 22.3, which was 0.00 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 14 Jan BPCL was trading at 270.20. The strike last trading price was 22.3, which was 0.00 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 Jan BPCL was trading at 265.30. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Jan BPCL was trading at 277.65. The strike last trading price was 22.3, which was 3.55 higher than the previous day. The implied volatity was 36.16, the open interest changed by 1 which increased total open position to 3
On 9 Jan BPCL was trading at 280.00. The strike last trading price was 18.75, which was 0.00 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 8 Jan BPCL was trading at 286.80. The strike last trading price was 18.75, which was 4.45 higher than the previous day. The implied volatity was 38.34, the open interest changed by 0 which decreased total open position to 2
On 7 Jan BPCL was trading at 282.80. The strike last trading price was 14.3, which was 0.00 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 6 Jan BPCL was trading at 284.85. The strike last trading price was 14.3, which was 0.00 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 3 Jan BPCL was trading at 296.40. The strike last trading price was 14.3, which was 0.00 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 2 Jan BPCL was trading at 296.90. The strike last trading price was 14.3, which was 0.00 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 1 Jan BPCL was trading at 295.30. The strike last trading price was 14.3, which was 0.00 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 31 Dec BPCL was trading at 292.45. The strike last trading price was 14.3, which was 0.00 lower than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 1
On 30 Dec BPCL was trading at 293.30. The strike last trading price was 14.3, which was -2.15 lower than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 0
On 27 Dec BPCL was trading at 293.55. The strike last trading price was 16.45, which was lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
