BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
14 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.19
Theta: -0.21
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 298.20 | 2.5 | -3.20 | 27.28 | 10,034 | 946 | 2,856 | |||
| 13 Nov | 305.85 | 5.7 | -1.95 | 26.88 | 10,772 | 280 | 1,936 | |||
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| 12 Nov | 309.80 | 7.65 | -1.90 | 27.95 | 3,590 | 154 | 1,658 | |||
| 11 Nov | 312.55 | 9.55 | 0.90 | 27.04 | 5,042 | -38 | 1,506 | |||
| 8 Nov | 310.45 | 8.65 | -3.35 | 26.93 | 3,786 | 302 | 1,552 | |||
| 7 Nov | 315.00 | 12 | -1.55 | 27.28 | 1,722 | 44 | 1,264 | |||
| 6 Nov | 317.00 | 13.55 | 4.80 | 27.99 | 7,140 | -906 | 1,232 | |||
| 5 Nov | 307.95 | 8.75 | 0.70 | 28.62 | 7,366 | 398 | 2,114 | |||
| 4 Nov | 303.45 | 8.05 | -5.25 | 32.46 | 5,360 | 604 | 1,730 | |||
| 1 Nov | 313.00 | 13.3 | -0.45 | 31.41 | 404 | -8 | 1,140 | |||
| 31 Oct | 310.75 | 13.75 | 0.05 | - | 4,248 | 202 | 1,144 | |||
| 30 Oct | 311.30 | 13.7 | 0.10 | - | 2,092 | 122 | 926 | |||
| 29 Oct | 311.45 | 13.6 | -0.60 | - | 2,310 | 212 | 800 | |||
| 28 Oct | 310.40 | 14.2 | 1.40 | - | 2,922 | 238 | 590 | |||
| 25 Oct | 306.30 | 12.8 | -9.85 | - | 616 | 326 | 352 | |||
| 24 Oct | 321.45 | 22.65 | 0.00 | - | 0 | 22 | 0 | |||
| 23 Oct | 323.05 | 22.65 | -0.85 | - | 22 | 20 | 24 | |||
| 22 Oct | 322.90 | 23.5 | -22.50 | - | 4 | 0 | 0 | |||
| 21 Oct | 331.65 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 342.50 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 342.70 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 350.75 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 348.75 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 340.75 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 337.65 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 335.45 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 338.85 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 338.00 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 335.00 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 340.25 | 46 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 348.85 | 46 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 310 expiring on 28NOV2024
Delta for 310 CE is 0.27
Historical price for 310 CE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 2.5, which was -3.20 lower than the previous day. The implied volatity was 27.28, the open interest changed by 473 which increased total open position to 1428
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 5.7, which was -1.95 lower than the previous day. The implied volatity was 26.88, the open interest changed by 140 which increased total open position to 968
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 7.65, which was -1.90 lower than the previous day. The implied volatity was 27.95, the open interest changed by 77 which increased total open position to 829
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 9.55, which was 0.90 higher than the previous day. The implied volatity was 27.04, the open interest changed by -19 which decreased total open position to 753
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 8.65, which was -3.35 lower than the previous day. The implied volatity was 26.93, the open interest changed by 151 which increased total open position to 776
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 12, which was -1.55 lower than the previous day. The implied volatity was 27.28, the open interest changed by 22 which increased total open position to 632
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 13.55, which was 4.80 higher than the previous day. The implied volatity was 27.99, the open interest changed by -453 which decreased total open position to 616
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 8.75, which was 0.70 higher than the previous day. The implied volatity was 28.62, the open interest changed by 199 which increased total open position to 1057
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 8.05, which was -5.25 lower than the previous day. The implied volatity was 32.46, the open interest changed by 302 which increased total open position to 865
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 13.3, which was -0.45 lower than the previous day. The implied volatity was 31.41, the open interest changed by -4 which decreased total open position to 570
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 13.75, which was 0.05 higher 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 13.7, which was 0.10 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 13.6, 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 14.2, which was 1.40 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 12.8, which was -9.85 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 22.65, 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 22.65, which was -0.85 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 23.5, which was -22.50 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, 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 46, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BPCL 28NOV2024 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.20
Theta: -0.15
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 298.20 | 13.65 | 5.10 | 30.03 | 2,636 | -268 | 940 |
| 13 Nov | 305.85 | 8.55 | 1.20 | 30.00 | 5,904 | -58 | 1,218 |
| 12 Nov | 309.80 | 7.35 | 1.50 | 30.10 | 4,216 | 28 | 1,304 |
| 11 Nov | 312.55 | 5.85 | -1.50 | 29.12 | 3,350 | 60 | 1,280 |
| 8 Nov | 310.45 | 7.35 | 1.75 | 28.30 | 6,004 | 56 | 1,218 |
| 7 Nov | 315.00 | 5.6 | 0.55 | 28.80 | 2,534 | -38 | 1,166 |
| 6 Nov | 317.00 | 5.05 | -5.30 | 28.39 | 4,340 | 398 | 1,216 |
| 5 Nov | 307.95 | 10.35 | -3.45 | 33.32 | 1,580 | -86 | 824 |
| 4 Nov | 303.45 | 13.8 | 3.55 | 36.46 | 2,232 | -60 | 912 |
| 1 Nov | 313.00 | 10.25 | 0.45 | 37.68 | 268 | 20 | 974 |
| 31 Oct | 310.75 | 9.8 | -0.15 | - | 3,252 | 356 | 950 |
| 30 Oct | 311.30 | 9.95 | -0.85 | - | 1,142 | 134 | 602 |
| 29 Oct | 311.45 | 10.8 | -0.05 | - | 950 | 42 | 466 |
| 28 Oct | 310.40 | 10.85 | -4.35 | - | 1,142 | 102 | 422 |
| 25 Oct | 306.30 | 15.2 | 7.70 | - | 412 | 156 | 320 |
| 24 Oct | 321.45 | 7.5 | 0.00 | - | 62 | 44 | 162 |
| 23 Oct | 323.05 | 7.5 | -0.15 | - | 50 | 34 | 118 |
| 22 Oct | 322.90 | 7.65 | 2.25 | - | 54 | 12 | 82 |
| 21 Oct | 331.65 | 5.4 | 2.40 | - | 80 | 40 | 70 |
| 18 Oct | 342.50 | 3 | -1.85 | - | 14 | 12 | 28 |
| 17 Oct | 342.70 | 4.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 350.75 | 4.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 348.75 | 4.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 340.75 | 4.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 337.65 | 4.85 | 0.00 | - | 0 | 16 | 0 |
| 10 Oct | 335.45 | 4.85 | -2.15 | - | 38 | 0 | 0 |
| 9 Oct | 338.85 | 7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 338.00 | 7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 335.00 | 7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 340.25 | 7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 348.85 | 7 | - | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 310 expiring on 28NOV2024
Delta for 310 PE is -0.71
Historical price for 310 PE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 13.65, which was 5.10 higher than the previous day. The implied volatity was 30.03, the open interest changed by -134 which decreased total open position to 470
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 8.55, which was 1.20 higher than the previous day. The implied volatity was 30.00, the open interest changed by -29 which decreased total open position to 609
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 7.35, which was 1.50 higher than the previous day. The implied volatity was 30.10, the open interest changed by 14 which increased total open position to 652
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 5.85, which was -1.50 lower than the previous day. The implied volatity was 29.12, the open interest changed by 30 which increased total open position to 640
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 7.35, which was 1.75 higher than the previous day. The implied volatity was 28.30, the open interest changed by 28 which increased total open position to 609
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 5.6, which was 0.55 higher than the previous day. The implied volatity was 28.80, the open interest changed by -19 which decreased total open position to 583
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 5.05, which was -5.30 lower than the previous day. The implied volatity was 28.39, the open interest changed by 199 which increased total open position to 608
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 10.35, which was -3.45 lower than the previous day. The implied volatity was 33.32, the open interest changed by -43 which decreased total open position to 412
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 13.8, which was 3.55 higher than the previous day. The implied volatity was 36.46, the open interest changed by -30 which decreased total open position to 456
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 10.25, which was 0.45 higher than the previous day. The implied volatity was 37.68, the open interest changed by 10 which increased total open position to 487
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 9.8, which was -0.15 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 9.95, which was -0.85 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 10.8, which was -0.05 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 10.85, which was -4.35 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 15.2, which was 7.70 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 7.5, 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 7.5, which was -0.15 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 7.65, which was 2.25 higher 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 5.4, which was 2.40 higher 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 3, which was -1.85 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 4.85, 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 4.85, 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 4.85, 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 4.85, 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 4.85, 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 4.85, which was -2.15 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 7, 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 7, 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 7, 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 7, 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 7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
