BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
11 Apr 2025 04:12 PM IST
| BPCL 24APR2025 310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.17
Theta: -0.25
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 293.20 | 2.5 | -0.2 | 36.02 | 2,585 | -369 | 1,856 | |||
| 9 Apr | 287.95 | 2.65 | -0.15 | 40.22 | 3,076 | -82 | 2,225 | |||
| 8 Apr | 285.90 | 2.85 | 1.1 | 43.40 | 4,261 | 1,616 | 2,247 | |||
| 7 Apr | 273.70 | 1.95 | 0.9 | 46.93 | 1,814 | 53 | 642 | |||
| 4 Apr | 279.45 | 0.95 | -0.85 | 32.17 | 2,061 | 25 | 587 | |||
| 3 Apr | 286.80 | 1.75 | -0.15 | 30.47 | 1,089 | -8 | 564 | |||
|
|
||||||||||
| 2 Apr | 286.80 | 1.8 | -0.15 | 29.56 | 2,386 | 78 | 579 | |||
| 1 Apr | 284.60 | 2 | 0.8 | 30.77 | 1,059 | 199 | 501 | |||
| 28 Mar | 278.47 | 1.15 | -0.2 | 29.24 | 1,188 | -75 | 302 | |||
| 27 Mar | 276.06 | 1.45 | 0.2 | 30.10 | 675 | 23 | 375 | |||
| 26 Mar | 273.01 | 1.25 | -0.65 | 32.44 | 324 | 81 | 350 | |||
| 25 Mar | 279.11 | 1.85 | -0.2 | 31.54 | 315 | 24 | 268 | |||
| 24 Mar | 280.44 | 2.05 | 0.15 | 30.33 | 412 | 111 | 244 | |||
| 21 Mar | 279.66 | 1.85 | 0.65 | 29.02 | 434 | 86 | 132 | |||
| 20 Mar | 272.13 | 1.2 | 0.55 | 30.07 | 54 | 40 | 46 | |||
| 19 Mar | 265.26 | 0.65 | 0.25 | 29.29 | 10 | 4 | 5 | |||
| 18 Mar | 262.18 | 0.4 | -4.3 | 28.05 | 1 | 0 | 0 | |||
| 10 Mar | 256.93 | 4.7 | 0 | 13.94 | 0 | 0 | 0 | |||
| 7 Feb | 264.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 262.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 261.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bharat Petroleum Corp Lt - strike price 310 expiring on 24APR2025
Delta for 310 CE is 0.22
Historical price for 310 CE is as follows
On 11 Apr BPCL was trading at 293.20. The strike last trading price was 2.5, which was -0.2 lower than the previous day. The implied volatity was 36.02, the open interest changed by -369 which decreased total open position to 1856
On 9 Apr BPCL was trading at 287.95. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 40.22, the open interest changed by -82 which decreased total open position to 2225
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 2.85, which was 1.1 higher than the previous day. The implied volatity was 43.40, the open interest changed by 1616 which increased total open position to 2247
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 1.95, which was 0.9 higher than the previous day. The implied volatity was 46.93, the open interest changed by 53 which increased total open position to 642
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 32.17, the open interest changed by 25 which increased total open position to 587
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 30.47, the open interest changed by -8 which decreased total open position to 564
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 29.56, the open interest changed by 78 which increased total open position to 579
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 2, which was 0.8 higher than the previous day. The implied volatity was 30.77, the open interest changed by 199 which increased total open position to 501
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 29.24, the open interest changed by -75 which decreased total open position to 302
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 30.10, the open interest changed by 23 which increased total open position to 375
On 26 Mar BPCL was trading at 273.01. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 32.44, the open interest changed by 81 which increased total open position to 350
On 25 Mar BPCL was trading at 279.11. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 31.54, the open interest changed by 24 which increased total open position to 268
On 24 Mar BPCL was trading at 280.44. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 30.33, the open interest changed by 111 which increased total open position to 244
On 21 Mar BPCL was trading at 279.66. The strike last trading price was 1.85, which was 0.65 higher than the previous day. The implied volatity was 29.02, the open interest changed by 86 which increased total open position to 132
On 20 Mar BPCL was trading at 272.13. The strike last trading price was 1.2, which was 0.55 higher than the previous day. The implied volatity was 30.07, the open interest changed by 40 which increased total open position to 46
On 19 Mar BPCL was trading at 265.26. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 29.29, the open interest changed by 4 which increased total open position to 5
On 18 Mar BPCL was trading at 262.18. The strike last trading price was 0.4, which was -4.3 lower than the previous day. The implied volatity was 28.05, 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 4.7, which was 0 lower than the previous day. The implied volatity was 13.94, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BPCL was trading at 264.30. 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 6 Feb BPCL was trading at 262.55. 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 5 Feb BPCL was trading at 261.25. 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 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.18
Theta: -0.20
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 293.20 | 19.3 | -5.15 | 39.84 | 97 | -41 | 289 |
| 9 Apr | 287.95 | 24.35 | -1.75 | 45.50 | 51 | 6 | 328 |
| 8 Apr | 285.90 | 26.05 | -12.55 | 41.63 | 71 | 31 | 322 |
| 7 Apr | 273.70 | 36.35 | 4.6 | 55.96 | 195 | 11 | 291 |
| 4 Apr | 279.45 | 31.75 | 7.6 | 42.70 | 27 | 1 | 280 |
| 3 Apr | 286.80 | 24.15 | -0.4 | 31.65 | 13 | -6 | 280 |
| 2 Apr | 286.80 | 24 | -1.8 | 33.11 | 39 | 7 | 286 |
| 1 Apr | 284.60 | 25.8 | -6.4 | 37.93 | 73 | 9 | 281 |
| 28 Mar | 278.47 | 32.35 | 0.1 | 39.59 | 98 | 23 | 272 |
| 27 Mar | 276.06 | 32.05 | -1.25 | 40.24 | 46 | -22 | 251 |
| 26 Mar | 273.01 | 33.3 | 2.5 | - | 101 | 74 | 272 |
| 25 Mar | 279.11 | 30.65 | 1.4 | 31.20 | 158 | 85 | 195 |
| 24 Mar | 280.44 | 29.15 | 1.75 | 32.31 | 71 | 32 | 112 |
| 21 Mar | 279.66 | 27.4 | -9.1 | - | 18 | 10 | 78 |
| 20 Mar | 272.13 | 36.5 | -5.9 | 30.46 | 8 | 2 | 68 |
| 19 Mar | 265.26 | 42.4 | -4.6 | 32.27 | 55 | 52 | 63 |
| 18 Mar | 262.18 | 47 | -4 | 42.54 | 5 | 4 | 10 |
| 10 Mar | 256.93 | 51 | -1.4 | 36.03 | 6 | 4 | 4 |
| 7 Feb | 264.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 262.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 261.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 310 expiring on 24APR2025
Delta for 310 PE is -0.75
Historical price for 310 PE is as follows
On 11 Apr BPCL was trading at 293.20. The strike last trading price was 19.3, which was -5.15 lower than the previous day. The implied volatity was 39.84, the open interest changed by -41 which decreased total open position to 289
On 9 Apr BPCL was trading at 287.95. The strike last trading price was 24.35, which was -1.75 lower than the previous day. The implied volatity was 45.50, the open interest changed by 6 which increased total open position to 328
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 26.05, which was -12.55 lower than the previous day. The implied volatity was 41.63, the open interest changed by 31 which increased total open position to 322
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 36.35, which was 4.6 higher than the previous day. The implied volatity was 55.96, the open interest changed by 11 which increased total open position to 291
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 31.75, which was 7.6 higher than the previous day. The implied volatity was 42.70, the open interest changed by 1 which increased total open position to 280
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 24.15, which was -0.4 lower than the previous day. The implied volatity was 31.65, the open interest changed by -6 which decreased total open position to 280
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 24, which was -1.8 lower than the previous day. The implied volatity was 33.11, the open interest changed by 7 which increased total open position to 286
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 25.8, which was -6.4 lower than the previous day. The implied volatity was 37.93, the open interest changed by 9 which increased total open position to 281
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 32.35, which was 0.1 higher than the previous day. The implied volatity was 39.59, the open interest changed by 23 which increased total open position to 272
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 32.05, which was -1.25 lower than the previous day. The implied volatity was 40.24, the open interest changed by -22 which decreased total open position to 251
On 26 Mar BPCL was trading at 273.01. The strike last trading price was 33.3, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 272
On 25 Mar BPCL was trading at 279.11. The strike last trading price was 30.65, which was 1.4 higher than the previous day. The implied volatity was 31.20, the open interest changed by 85 which increased total open position to 195
On 24 Mar BPCL was trading at 280.44. The strike last trading price was 29.15, which was 1.75 higher than the previous day. The implied volatity was 32.31, the open interest changed by 32 which increased total open position to 112
On 21 Mar BPCL was trading at 279.66. The strike last trading price was 27.4, which was -9.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 78
On 20 Mar BPCL was trading at 272.13. The strike last trading price was 36.5, which was -5.9 lower than the previous day. The implied volatity was 30.46, the open interest changed by 2 which increased total open position to 68
On 19 Mar BPCL was trading at 265.26. The strike last trading price was 42.4, which was -4.6 lower than the previous day. The implied volatity was 32.27, the open interest changed by 52 which increased total open position to 63
On 18 Mar BPCL was trading at 262.18. The strike last trading price was 47, which was -4 lower than the previous day. The implied volatity was 42.54, the open interest changed by 4 which increased total open position to 10
On 10 Mar BPCL was trading at 256.93. The strike last trading price was 51, which was -1.4 lower than the previous day. The implied volatity was 36.03, the open interest changed by 4 which increased total open position to 4
On 7 Feb BPCL was trading at 264.30. 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 6 Feb BPCL was trading at 262.55. 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 5 Feb BPCL was trading at 261.25. 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
