BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.05
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 282.40 | 0.45 | -0.75 | 36.25 | 1,806 | -110 | 1,940 | |||
| 20 Nov | 287.50 | 1.2 | 0.00 | 34.57 | 6,380 | 10 | 2,066 | |||
| 19 Nov | 287.50 | 1.2 | -0.50 | 34.57 | 6,380 | 26 | 2,066 | |||
| 18 Nov | 289.20 | 1.7 | -2.25 | 32.33 | 5,238 | 348 | 2,066 | |||
| 14 Nov | 298.20 | 3.95 | -4.45 | 27.11 | 8,460 | 1,028 | 1,714 | |||
| 13 Nov | 305.85 | 8.4 | -2.20 | 27.77 | 2,878 | 64 | 696 | |||
| 12 Nov | 309.80 | 10.6 | -2.30 | 28.58 | 948 | 0 | 630 | |||
| 11 Nov | 312.55 | 12.9 | 1.25 | 27.88 | 1,462 | -8 | 632 | |||
| 8 Nov | 310.45 | 11.65 | -3.75 | 27.49 | 1,058 | 56 | 644 | |||
| 7 Nov | 315.00 | 15.4 | -1.80 | 27.67 | 396 | -18 | 590 | |||
| 6 Nov | 317.00 | 17.2 | 5.60 | 28.96 | 1,872 | -140 | 610 | |||
| 5 Nov | 307.95 | 11.6 | 1.10 | 29.38 | 3,938 | 258 | 758 | |||
| 4 Nov | 303.45 | 10.5 | -5.85 | 33.13 | 2,534 | 292 | 490 | |||
| 1 Nov | 313.00 | 16.35 | -0.15 | 31.68 | 28 | 0 | 200 | |||
| 31 Oct | 310.75 | 16.5 | -0.30 | - | 766 | 106 | 200 | |||
| 30 Oct | 311.30 | 16.8 | 0.40 | - | 348 | 36 | 92 | |||
| 29 Oct | 311.45 | 16.4 | -0.60 | - | 248 | 6 | 60 | |||
| 28 Oct | 310.40 | 17 | 1.95 | - | 154 | 36 | 58 | |||
| 25 Oct | 306.30 | 15.05 | -34.70 | - | 30 | 22 | 22 | |||
| 24 Oct | 321.45 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 323.05 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 322.90 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 331.65 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 342.50 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 342.70 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 350.75 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 348.75 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 340.75 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 337.65 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 335.45 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 338.85 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 338.00 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 335.00 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 340.25 | 49.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 348.85 | 49.75 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 305 expiring on 28NOV2024
Delta for 305 CE is 0.07
Historical price for 305 CE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 0.45, which was -0.75 lower than the previous day. The implied volatity was 36.25, the open interest changed by -55 which decreased total open position to 970
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 34.57, the open interest changed by 5 which increased total open position to 1033
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 34.57, the open interest changed by 13 which increased total open position to 1033
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 1.7, which was -2.25 lower than the previous day. The implied volatity was 32.33, the open interest changed by 174 which increased total open position to 1033
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 3.95, which was -4.45 lower than the previous day. The implied volatity was 27.11, the open interest changed by 514 which increased total open position to 857
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 8.4, which was -2.20 lower than the previous day. The implied volatity was 27.77, the open interest changed by 32 which increased total open position to 348
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 10.6, which was -2.30 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 315
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 12.9, which was 1.25 higher than the previous day. The implied volatity was 27.88, the open interest changed by -4 which decreased total open position to 316
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 11.65, which was -3.75 lower than the previous day. The implied volatity was 27.49, the open interest changed by 28 which increased total open position to 322
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 15.4, which was -1.80 lower than the previous day. The implied volatity was 27.67, the open interest changed by -9 which decreased total open position to 295
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 17.2, which was 5.60 higher than the previous day. The implied volatity was 28.96, the open interest changed by -70 which decreased total open position to 305
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 11.6, which was 1.10 higher than the previous day. The implied volatity was 29.38, the open interest changed by 129 which increased total open position to 379
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 10.5, which was -5.85 lower than the previous day. The implied volatity was 33.13, the open interest changed by 146 which increased total open position to 245
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 16.35, which was -0.15 lower than the previous day. The implied volatity was 31.68, the open interest changed by 0 which decreased total open position to 100
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 16.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BPCL was trading at 311.30. The strike last trading price was 16.8, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BPCL was trading at 311.45. The strike last trading price was 16.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BPCL was trading at 310.40. The strike last trading price was 17, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BPCL was trading at 306.30. The strike last trading price was 15.05, which was -34.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BPCL was trading at 321.45. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BPCL was trading at 323.05. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BPCL was trading at 322.90. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BPCL was trading at 331.65. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BPCL was trading at 342.50. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BPCL was trading at 342.70. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BPCL was trading at 350.75. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BPCL was trading at 348.75. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BPCL was trading at 340.75. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BPCL was trading at 337.65. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BPCL was trading at 335.45. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BPCL was trading at 338.85. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BPCL was trading at 338.00. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BPCL was trading at 335.00. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BPCL was trading at 340.25. The strike last trading price was 49.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BPCL was trading at 348.85. The strike last trading price was 49.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BPCL 28NOV2024 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.04
Theta: -0.02
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 282.40 | 22.1 | 3.60 | 32.83 | 200 | -22 | 462 |
| 20 Nov | 287.50 | 18.5 | 0.00 | 37.73 | 704 | -130 | 484 |
| 19 Nov | 287.50 | 18.5 | 3.35 | 37.73 | 704 | -130 | 484 |
| 18 Nov | 289.20 | 15.15 | 4.85 | 29.92 | 1,620 | -138 | 622 |
| 14 Nov | 298.20 | 10.3 | 4.10 | 30.33 | 6,348 | -668 | 762 |
| 13 Nov | 305.85 | 6.2 | 0.90 | 30.64 | 6,172 | 364 | 1,450 |
| 12 Nov | 309.80 | 5.3 | 1.05 | 30.76 | 1,758 | -102 | 1,094 |
| 11 Nov | 312.55 | 4.25 | -1.15 | 30.28 | 2,032 | 28 | 1,220 |
| 8 Nov | 310.45 | 5.4 | 1.30 | 29.03 | 3,160 | 98 | 1,192 |
| 7 Nov | 315.00 | 4.1 | 0.40 | 29.64 | 1,270 | 24 | 1,096 |
| 6 Nov | 317.00 | 3.7 | -4.50 | 29.29 | 2,968 | 6 | 1,096 |
| 5 Nov | 307.95 | 8.2 | -3.25 | 34.11 | 4,874 | 540 | 1,070 |
| 4 Nov | 303.45 | 11.45 | 3.20 | 37.64 | 2,530 | 36 | 522 |
| 1 Nov | 313.00 | 8.25 | 0.55 | 38.03 | 138 | 62 | 484 |
| 31 Oct | 310.75 | 7.7 | -0.25 | - | 964 | 64 | 422 |
| 30 Oct | 311.30 | 7.95 | -0.60 | - | 328 | 62 | 362 |
| 29 Oct | 311.45 | 8.55 | -0.35 | - | 490 | 70 | 302 |
| 28 Oct | 310.40 | 8.9 | -3.90 | - | 566 | 166 | 222 |
| 25 Oct | 306.30 | 12.8 | 7.00 | - | 108 | 28 | 56 |
| 24 Oct | 321.45 | 5.8 | 0.00 | - | 54 | 28 | 28 |
| 23 Oct | 323.05 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 322.90 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 331.65 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 342.50 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 342.70 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 350.75 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 348.75 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 340.75 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 337.65 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 335.45 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 338.85 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 338.00 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 335.00 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 340.25 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 348.85 | 5.8 | - | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 305 expiring on 28NOV2024
Delta for 305 PE is -0.95
Historical price for 305 PE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 22.1, which was 3.60 higher than the previous day. The implied volatity was 32.83, the open interest changed by -11 which decreased total open position to 231
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 18.5, which was 0.00 lower than the previous day. The implied volatity was 37.73, the open interest changed by -65 which decreased total open position to 242
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 18.5, which was 3.35 higher than the previous day. The implied volatity was 37.73, the open interest changed by -65 which decreased total open position to 242
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 15.15, which was 4.85 higher than the previous day. The implied volatity was 29.92, the open interest changed by -69 which decreased total open position to 311
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 10.3, which was 4.10 higher than the previous day. The implied volatity was 30.33, the open interest changed by -334 which decreased total open position to 381
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 6.2, which was 0.90 higher than the previous day. The implied volatity was 30.64, the open interest changed by 182 which increased total open position to 725
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 5.3, which was 1.05 higher than the previous day. The implied volatity was 30.76, the open interest changed by -51 which decreased total open position to 547
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 4.25, which was -1.15 lower than the previous day. The implied volatity was 30.28, the open interest changed by 14 which increased total open position to 610
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 5.4, which was 1.30 higher than the previous day. The implied volatity was 29.03, the open interest changed by 49 which increased total open position to 596
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was 29.64, the open interest changed by 12 which increased total open position to 548
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 3.7, which was -4.50 lower than the previous day. The implied volatity was 29.29, the open interest changed by 3 which increased total open position to 548
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 8.2, which was -3.25 lower than the previous day. The implied volatity was 34.11, the open interest changed by 270 which increased total open position to 535
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 11.45, which was 3.20 higher than the previous day. The implied volatity was 37.64, the open interest changed by 18 which increased total open position to 261
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 8.25, which was 0.55 higher than the previous day. The implied volatity was 38.03, the open interest changed by 31 which increased total open position to 242
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 7.7, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BPCL was trading at 311.30. The strike last trading price was 7.95, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BPCL was trading at 311.45. The strike last trading price was 8.55, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BPCL was trading at 310.40. The strike last trading price was 8.9, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BPCL was trading at 306.30. The strike last trading price was 12.8, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BPCL was trading at 321.45. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BPCL was trading at 323.05. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BPCL was trading at 322.90. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BPCL was trading at 331.65. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BPCL was trading at 342.50. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BPCL was trading at 342.70. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BPCL was trading at 350.75. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BPCL was trading at 348.75. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BPCL was trading at 340.75. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BPCL was trading at 337.65. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BPCL was trading at 335.45. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BPCL was trading at 338.85. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BPCL was trading at 338.00. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BPCL was trading at 335.00. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BPCL was trading at 340.25. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BPCL was trading at 348.85. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
