BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
20 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.06
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 289.05 | 0.45 | -0.85 | 30.08 | 4,245 | 139 | 1,972 | |||
| 19 Dec | 294.55 | 1.3 | 0.45 | 28.81 | 4,762 | -24 | 1,835 | |||
| 18 Dec | 288.30 | 0.85 | -0.75 | 31.04 | 2,154 | -75 | 1,854 | |||
| 17 Dec | 293.00 | 1.6 | -1.10 | 29.33 | 2,116 | 179 | 1,947 | |||
| 16 Dec | 297.95 | 2.7 | -1.60 | 26.22 | 4,382 | 365 | 1,769 | |||
| 13 Dec | 301.70 | 4.3 | -0.60 | 23.60 | 4,707 | 250 | 1,407 | |||
| 12 Dec | 302.15 | 4.9 | -2.45 | 24.87 | 2,579 | 56 | 1,157 | |||
| 11 Dec | 307.45 | 7.35 | 1.30 | 22.57 | 3,436 | -339 | 1,098 | |||
| 10 Dec | 303.50 | 6.05 | -0.10 | 25.17 | 4,364 | 91 | 1,441 | |||
| 9 Dec | 303.45 | 6.15 | 0.50 | 24.56 | 3,843 | -166 | 1,355 | |||
| 6 Dec | 300.35 | 5.65 | 1.15 | 24.26 | 6,191 | 431 | 1,513 | |||
| 5 Dec | 297.00 | 4.5 | -0.05 | 25.27 | 1,585 | 90 | 1,088 | |||
| 4 Dec | 293.65 | 4.55 | -0.20 | 28.54 | 2,418 | 238 | 994 | |||
| 3 Dec | 294.25 | 4.75 | -0.90 | 27.91 | 1,012 | 97 | 764 | |||
| 2 Dec | 294.15 | 5.65 | 0.25 | 28.69 | 626 | 57 | 660 | |||
| 29 Nov | 292.10 | 5.4 | -0.45 | 29.97 | 1,005 | 317 | 604 | |||
| 28 Nov | 290.95 | 5.85 | -1.15 | 31.07 | 596 | 98 | 287 | |||
| 27 Nov | 293.45 | 7 | -0.35 | 32.68 | 213 | 35 | 188 | |||
| 26 Nov | 293.85 | 7.35 | -0.95 | 32.70 | 290 | 46 | 152 | |||
| 25 Nov | 296.55 | 8.3 | 4.10 | 30.60 | 318 | 70 | 105 | |||
| 22 Nov | 285.85 | 4.2 | 0.20 | 28.88 | 18 | 6 | 41 | |||
| 21 Nov | 282.40 | 4 | -1.80 | 30.86 | 28 | 13 | 35 | |||
| 20 Nov | 287.50 | 5.8 | 0.00 | 31.25 | 24 | 17 | 17 | |||
| 19 Nov | 287.50 | 5.8 | -0.90 | 31.25 | 24 | 12 | 17 | |||
| 18 Nov | 289.20 | 6.7 | -4.40 | 30.26 | 3 | 2 | 4 | |||
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| 14 Nov | 298.20 | 11.1 | -2.65 | 31.28 | 3 | 1 | 1 | |||
| 13 Nov | 305.85 | 13.75 | -10.15 | 26.29 | 2 | 1 | 1 | |||
| 12 Nov | 309.80 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 310.45 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 315.00 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 307.95 | 23.9 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 305 expiring on 26DEC2024
Delta for 305 CE is 0.09
Historical price for 305 CE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 0.45, which was -0.85 lower than the previous day. The implied volatity was 30.08, the open interest changed by 139 which increased total open position to 1972
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 28.81, the open interest changed by -24 which decreased total open position to 1835
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 0.85, which was -0.75 lower than the previous day. The implied volatity was 31.04, the open interest changed by -75 which decreased total open position to 1854
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 1.6, which was -1.10 lower than the previous day. The implied volatity was 29.33, the open interest changed by 179 which increased total open position to 1947
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 2.7, which was -1.60 lower than the previous day. The implied volatity was 26.22, the open interest changed by 365 which increased total open position to 1769
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 4.3, which was -0.60 lower than the previous day. The implied volatity was 23.60, the open interest changed by 250 which increased total open position to 1407
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 4.9, which was -2.45 lower than the previous day. The implied volatity was 24.87, the open interest changed by 56 which increased total open position to 1157
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 7.35, which was 1.30 higher than the previous day. The implied volatity was 22.57, the open interest changed by -339 which decreased total open position to 1098
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 6.05, which was -0.10 lower than the previous day. The implied volatity was 25.17, the open interest changed by 91 which increased total open position to 1441
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 6.15, which was 0.50 higher than the previous day. The implied volatity was 24.56, the open interest changed by -166 which decreased total open position to 1355
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 5.65, which was 1.15 higher than the previous day. The implied volatity was 24.26, the open interest changed by 431 which increased total open position to 1513
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 25.27, the open interest changed by 90 which increased total open position to 1088
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 4.55, which was -0.20 lower than the previous day. The implied volatity was 28.54, the open interest changed by 238 which increased total open position to 994
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 4.75, which was -0.90 lower than the previous day. The implied volatity was 27.91, the open interest changed by 97 which increased total open position to 764
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 5.65, which was 0.25 higher than the previous day. The implied volatity was 28.69, the open interest changed by 57 which increased total open position to 660
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 5.4, which was -0.45 lower than the previous day. The implied volatity was 29.97, the open interest changed by 317 which increased total open position to 604
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 5.85, which was -1.15 lower than the previous day. The implied volatity was 31.07, the open interest changed by 98 which increased total open position to 287
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 32.68, the open interest changed by 35 which increased total open position to 188
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 7.35, which was -0.95 lower than the previous day. The implied volatity was 32.70, the open interest changed by 46 which increased total open position to 152
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 8.3, which was 4.10 higher than the previous day. The implied volatity was 30.60, the open interest changed by 70 which increased total open position to 105
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 4.2, which was 0.20 higher than the previous day. The implied volatity was 28.88, the open interest changed by 6 which increased total open position to 41
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 4, which was -1.80 lower than the previous day. The implied volatity was 30.86, the open interest changed by 13 which increased total open position to 35
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 31.25, the open interest changed by 17 which increased total open position to 17
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 5.8, which was -0.90 lower than the previous day. The implied volatity was 31.25, the open interest changed by 12 which increased total open position to 17
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 6.7, which was -4.40 lower than the previous day. The implied volatity was 30.26, the open interest changed by 2 which increased total open position to 4
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 11.1, which was -2.65 lower than the previous day. The implied volatity was 31.28, the open interest changed by 1 which increased total open position to 1
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 13.75, which was -10.15 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1 which increased total open position to 1
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 23.9, 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 23.9, 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 23.9, 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 23.9, 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 23.9, 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 23.9, 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 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.09
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 289.05 | 16.7 | 4.80 | 38.30 | 830 | -20 | 204 |
| 19 Dec | 294.55 | 11.9 | -4.50 | 32.04 | 282 | -81 | 224 |
| 18 Dec | 288.30 | 16.4 | 3.45 | 30.11 | 156 | -1 | 304 |
| 17 Dec | 293.00 | 12.95 | 3.50 | 30.07 | 341 | -51 | 302 |
| 16 Dec | 297.95 | 9.45 | 2.70 | 29.47 | 800 | -39 | 351 |
| 13 Dec | 301.70 | 6.75 | -0.40 | 24.20 | 1,085 | -23 | 390 |
| 12 Dec | 302.15 | 7.15 | 1.80 | 25.58 | 1,898 | 9 | 414 |
| 11 Dec | 307.45 | 5.35 | -2.60 | 27.76 | 1,921 | -34 | 408 |
| 10 Dec | 303.50 | 7.95 | 0.05 | 30.05 | 1,376 | 17 | 442 |
| 9 Dec | 303.45 | 7.9 | -1.80 | 29.22 | 949 | -93 | 428 |
| 6 Dec | 300.35 | 9.7 | -2.30 | 29.69 | 1,824 | 289 | 521 |
| 5 Dec | 297.00 | 12 | -2.10 | 29.32 | 204 | 19 | 231 |
| 4 Dec | 293.65 | 14.1 | 0.50 | 29.98 | 255 | 44 | 212 |
| 3 Dec | 294.25 | 13.6 | 0.25 | 28.88 | 143 | 24 | 167 |
| 2 Dec | 294.15 | 13.35 | -2.20 | 30.41 | 90 | 8 | 143 |
| 29 Nov | 292.10 | 15.55 | -1.20 | 29.62 | 195 | 53 | 139 |
| 28 Nov | 290.95 | 16.75 | 0.85 | 32.81 | 114 | 45 | 87 |
| 27 Nov | 293.45 | 15.9 | -0.75 | 32.09 | 26 | 5 | 41 |
| 26 Nov | 293.85 | 16.65 | 2.55 | 34.68 | 56 | 17 | 35 |
| 25 Nov | 296.55 | 14.1 | -1.85 | 32.59 | 34 | 17 | 18 |
| 22 Nov | 285.85 | 15.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 282.40 | 15.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 287.50 | 15.95 | 0.00 | 16.06 | 1 | 1 | 0 |
| 19 Nov | 287.50 | 15.95 | 1.20 | 16.06 | 1 | 0 | 0 |
| 18 Nov | 289.20 | 14.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 298.20 | 14.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 305.85 | 14.75 | 0.00 | 1.70 | 0 | 0 | 0 |
| 12 Nov | 309.80 | 14.75 | 0.00 | 2.34 | 0 | 0 | 0 |
| 11 Nov | 312.55 | 14.75 | 0.00 | 3.26 | 0 | 0 | 0 |
| 8 Nov | 310.45 | 14.75 | 0.00 | 2.49 | 0 | 0 | 0 |
| 7 Nov | 315.00 | 14.75 | 0.00 | 3.78 | 0 | 0 | 0 |
| 6 Nov | 317.00 | 14.75 | 0.00 | 4.19 | 0 | 0 | 0 |
| 5 Nov | 307.95 | 14.75 | 1.94 | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 305 expiring on 26DEC2024
Delta for 305 PE is -0.85
Historical price for 305 PE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 16.7, which was 4.80 higher than the previous day. The implied volatity was 38.30, the open interest changed by -20 which decreased total open position to 204
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 11.9, which was -4.50 lower than the previous day. The implied volatity was 32.04, the open interest changed by -81 which decreased total open position to 224
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 16.4, which was 3.45 higher than the previous day. The implied volatity was 30.11, the open interest changed by -1 which decreased total open position to 304
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 12.95, which was 3.50 higher than the previous day. The implied volatity was 30.07, the open interest changed by -51 which decreased total open position to 302
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 9.45, which was 2.70 higher than the previous day. The implied volatity was 29.47, the open interest changed by -39 which decreased total open position to 351
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 6.75, which was -0.40 lower than the previous day. The implied volatity was 24.20, the open interest changed by -23 which decreased total open position to 390
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 7.15, which was 1.80 higher than the previous day. The implied volatity was 25.58, the open interest changed by 9 which increased total open position to 414
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 5.35, which was -2.60 lower than the previous day. The implied volatity was 27.76, the open interest changed by -34 which decreased total open position to 408
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 7.95, which was 0.05 higher than the previous day. The implied volatity was 30.05, the open interest changed by 17 which increased total open position to 442
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 7.9, which was -1.80 lower than the previous day. The implied volatity was 29.22, the open interest changed by -93 which decreased total open position to 428
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 9.7, which was -2.30 lower than the previous day. The implied volatity was 29.69, the open interest changed by 289 which increased total open position to 521
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 12, which was -2.10 lower than the previous day. The implied volatity was 29.32, the open interest changed by 19 which increased total open position to 231
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 14.1, which was 0.50 higher than the previous day. The implied volatity was 29.98, the open interest changed by 44 which increased total open position to 212
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 13.6, which was 0.25 higher than the previous day. The implied volatity was 28.88, the open interest changed by 24 which increased total open position to 167
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 13.35, which was -2.20 lower than the previous day. The implied volatity was 30.41, the open interest changed by 8 which increased total open position to 143
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 15.55, which was -1.20 lower than the previous day. The implied volatity was 29.62, the open interest changed by 53 which increased total open position to 139
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 16.75, which was 0.85 higher than the previous day. The implied volatity was 32.81, the open interest changed by 45 which increased total open position to 87
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 15.9, which was -0.75 lower than the previous day. The implied volatity was 32.09, the open interest changed by 5 which increased total open position to 41
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 16.65, which was 2.55 higher than the previous day. The implied volatity was 34.68, the open interest changed by 17 which increased total open position to 35
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 14.1, which was -1.85 lower than the previous day. The implied volatity was 32.59, the open interest changed by 17 which increased total open position to 18
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 15.95, 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 Nov BPCL was trading at 282.40. The strike last trading price was 15.95, 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 20 Nov BPCL was trading at 287.50. The strike last trading price was 15.95, which was 0.00 lower than the previous day. The implied volatity was 16.06, the open interest changed by 1 which increased total open position to 0
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 15.95, which was 1.20 higher than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 14.75, 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 14 Nov BPCL was trading at 298.20. The strike last trading price was 14.75, 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 13 Nov BPCL was trading at 305.85. The strike last trading price was 14.75, which was 0.00 lower than the previous day. The implied volatity was 1.70, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 2.49, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 14.75, which was lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
