BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
09 Apr 2025 04:12 PM IST
BPCL 24APR2025 305 CE | ||||||||||
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Delta: 0.27
Vega: 0.19
Theta: -0.27
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
9 Apr | 287.95 | 3.6 | 0.05 | 39.64 | 1,406 | -29 | 296 | |||
8 Apr | 285.90 | 3.5 | 1.15 | 41.48 | 828 | -22 | 327 | |||
7 Apr | 273.70 | 2.7 | 1.15 | 47.33 | 1,231 | 23 | 356 | |||
4 Apr | 279.45 | 1.45 | -1.1 | 32.02 | 1,663 | 78 | 331 | |||
3 Apr | 286.80 | 2.55 | -0.15 | 30.32 | 760 | 47 | 257 | |||
2 Apr | 286.80 | 2.7 | 0 | 29.61 | 419 | 14 | 212 | |||
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1 Apr | 284.60 | 2.75 | 1.05 | 30.06 | 709 | -12 | 198 | |||
28 Mar | 278.47 | 1.6 | -0.25 | 28.54 | 659 | 71 | 210 | |||
27 Mar | 276.06 | 2.05 | 0.4 | 29.81 | 115 | 39 | 143 | |||
26 Mar | 273.01 | 1.7 | -0.8 | 31.95 | 88 | 27 | 103 | |||
25 Mar | 279.11 | 2.5 | -0.2 | 31.15 | 131 | 25 | 73 | |||
24 Mar | 280.44 | 2.8 | -0.35 | 30.06 | 144 | 47 | 48 | |||
21 Mar | 279.66 | 3.15 | 1.85 | 30.98 | 1 | 0 | 0 | |||
20 Mar | 272.13 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
19 Mar | 265.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
18 Mar | 262.18 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Mar | 256.93 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 305 expiring on 24APR2025
Delta for 305 CE is 0.27
Historical price for 305 CE is as follows
On 9 Apr BPCL was trading at 287.95. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 39.64, the open interest changed by -29 which decreased total open position to 296
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 3.5, which was 1.15 higher than the previous day. The implied volatity was 41.48, the open interest changed by -22 which decreased total open position to 327
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 2.7, which was 1.15 higher than the previous day. The implied volatity was 47.33, the open interest changed by 23 which increased total open position to 356
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 1.45, which was -1.1 lower than the previous day. The implied volatity was 32.02, the open interest changed by 78 which increased total open position to 331
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 30.32, the open interest changed by 47 which increased total open position to 257
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 29.61, the open interest changed by 14 which increased total open position to 212
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 2.75, which was 1.05 higher than the previous day. The implied volatity was 30.06, the open interest changed by -12 which decreased total open position to 198
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 28.54, the open interest changed by 71 which increased total open position to 210
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 29.81, the open interest changed by 39 which increased total open position to 143
On 26 Mar BPCL was trading at 273.01. The strike last trading price was 1.7, which was -0.8 lower than the previous day. The implied volatity was 31.95, the open interest changed by 27 which increased total open position to 103
On 25 Mar BPCL was trading at 279.11. The strike last trading price was 2.5, which was -0.2 lower than the previous day. The implied volatity was 31.15, the open interest changed by 25 which increased total open position to 73
On 24 Mar BPCL was trading at 280.44. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 30.06, the open interest changed by 47 which increased total open position to 48
On 21 Mar BPCL was trading at 279.66. The strike last trading price was 3.15, which was 1.85 higher than the previous day. The implied volatity was 30.98, 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 0, 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 0, 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 0, 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 0, 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
BPCL 24APR2025 305 PE | |||||||
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Delta: -0.71
Vega: 0.20
Theta: -0.24
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
9 Apr | 287.95 | 20.4 | -1.35 | 44.73 | 5 | 1 | 195 |
8 Apr | 285.90 | 21.9 | -11.35 | 40.86 | 80 | -6 | 192 |
7 Apr | 273.70 | 32.05 | 5.8 | 54.85 | 41 | -14 | 199 |
4 Apr | 279.45 | 26.25 | 6.15 | 35.06 | 241 | 201 | 214 |
3 Apr | 286.80 | 19.95 | 0 | 31.05 | 6 | -1 | 13 |
2 Apr | 286.80 | 20 | -0.95 | 32.94 | 15 | -1 | 13 |
1 Apr | 284.60 | 20.95 | -6.5 | 33.70 | 2 | -1 | 13 |
28 Mar | 278.47 | 27.45 | -0.5 | 35.87 | 7 | -2 | 14 |
27 Mar | 276.06 | 28.8 | -3.05 | 43.21 | 20 | 8 | 16 |
26 Mar | 273.01 | 31.55 | 5.55 | 36.08 | 22 | -4 | 9 |
25 Mar | 279.11 | 26 | 1.35 | 29.24 | 17 | 9 | 13 |
24 Mar | 280.44 | 24.65 | -33.6 | 30.57 | 14 | 4 | 4 |
21 Mar | 279.66 | 58.25 | 0 | - | 0 | 0 | 0 |
20 Mar | 272.13 | 27.15 | 0 | 0.00 | 0 | 0 | 0 |
19 Mar | 265.26 | 27.15 | 0 | 0.00 | 0 | 0 | 0 |
18 Mar | 262.18 | 27.15 | 0 | 0.00 | 0 | 0 | 0 |
10 Mar | 256.93 | 27.15 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 305 expiring on 24APR2025
Delta for 305 PE is -0.71
Historical price for 305 PE is as follows
On 9 Apr BPCL was trading at 287.95. The strike last trading price was 20.4, which was -1.35 lower than the previous day. The implied volatity was 44.73, the open interest changed by 1 which increased total open position to 195
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 21.9, which was -11.35 lower than the previous day. The implied volatity was 40.86, the open interest changed by -6 which decreased total open position to 192
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 32.05, which was 5.8 higher than the previous day. The implied volatity was 54.85, the open interest changed by -14 which decreased total open position to 199
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 26.25, which was 6.15 higher than the previous day. The implied volatity was 35.06, the open interest changed by 201 which increased total open position to 214
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 31.05, the open interest changed by -1 which decreased total open position to 13
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 20, which was -0.95 lower than the previous day. The implied volatity was 32.94, the open interest changed by -1 which decreased total open position to 13
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 20.95, which was -6.5 lower than the previous day. The implied volatity was 33.70, the open interest changed by -1 which decreased total open position to 13
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 27.45, which was -0.5 lower than the previous day. The implied volatity was 35.87, the open interest changed by -2 which decreased total open position to 14
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 28.8, which was -3.05 lower than the previous day. The implied volatity was 43.21, the open interest changed by 8 which increased total open position to 16
On 26 Mar BPCL was trading at 273.01. The strike last trading price was 31.55, which was 5.55 higher than the previous day. The implied volatity was 36.08, the open interest changed by -4 which decreased total open position to 9
On 25 Mar BPCL was trading at 279.11. The strike last trading price was 26, which was 1.35 higher than the previous day. The implied volatity was 29.24, the open interest changed by 9 which increased total open position to 13
On 24 Mar BPCL was trading at 280.44. The strike last trading price was 24.65, which was -33.6 lower than the previous day. The implied volatity was 30.57, the open interest changed by 4 which increased total open position to 4
On 21 Mar BPCL was trading at 279.66. The strike last trading price was 58.25, 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 20 Mar BPCL was trading at 272.13. The strike last trading price was 27.15, 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 27.15, 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 27.15, 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 27.15, 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