BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
20 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 315 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.03
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 289.05 | 0.2 | -0.20 | 36.75 | 1,053 | -53 | 1,175 | |||
| 19 Dec | 294.55 | 0.4 | -0.05 | 32.07 | 1,139 | 179 | 1,235 | |||
| 18 Dec | 288.30 | 0.45 | -0.15 | 37.38 | 761 | -27 | 1,058 | |||
| 17 Dec | 293.00 | 0.6 | -0.40 | 32.12 | 1,224 | 37 | 1,087 | |||
| 16 Dec | 297.95 | 1 | -0.60 | 28.91 | 2,135 | -3 | 1,048 | |||
| 13 Dec | 301.70 | 1.6 | -0.40 | 24.95 | 3,395 | 30 | 1,054 | |||
| 12 Dec | 302.15 | 2 | -1.10 | 26.06 | 2,485 | 124 | 1,030 | |||
| 11 Dec | 307.45 | 3.1 | 0.45 | 23.32 | 2,446 | 169 | 908 | |||
| 10 Dec | 303.50 | 2.65 | -0.20 | 25.85 | 2,027 | 150 | 734 | |||
| 9 Dec | 303.45 | 2.85 | 0.20 | 25.83 | 1,299 | 64 | 582 | |||
| 6 Dec | 300.35 | 2.65 | 0.50 | 25.27 | 2,094 | -89 | 518 | |||
| 5 Dec | 297.00 | 2.15 | -0.05 | 26.47 | 863 | 45 | 613 | |||
| 4 Dec | 293.65 | 2.2 | -0.20 | 28.84 | 1,011 | 70 | 570 | |||
| 3 Dec | 294.25 | 2.4 | -0.60 | 28.61 | 571 | 101 | 511 | |||
| 2 Dec | 294.15 | 3 | 0.15 | 29.30 | 586 | 71 | 410 | |||
| 29 Nov | 292.10 | 2.85 | -0.45 | 29.90 | 943 | 157 | 344 | |||
| 28 Nov | 290.95 | 3.3 | -0.85 | 31.33 | 400 | 43 | 186 | |||
| 27 Nov | 293.45 | 4.15 | -0.30 | 32.82 | 176 | 9 | 139 | |||
| 26 Nov | 293.85 | 4.45 | -0.55 | 32.94 | 168 | 30 | 129 | |||
| 25 Nov | 296.55 | 5 | 2.35 | 30.80 | 158 | 67 | 97 | |||
| 22 Nov | 285.85 | 2.65 | 0.00 | 0.00 | 0 | -3 | 0 | |||
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| 21 Nov | 282.40 | 2.65 | -1.05 | 32.86 | 6 | -1 | 32 | |||
| 20 Nov | 287.50 | 3.7 | 0.00 | 32.23 | 42 | 21 | 33 | |||
| 19 Nov | 287.50 | 3.7 | -1.90 | 32.23 | 42 | 21 | 33 | |||
| 18 Nov | 289.20 | 5.6 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 14 Nov | 298.20 | 5.6 | -13.30 | 26.58 | 16 | 11 | 11 | |||
| 13 Nov | 305.85 | 18.9 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 12 Nov | 309.80 | 18.9 | 0.00 | 0.58 | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 18.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 310.45 | 18.9 | 0.00 | 0.29 | 0 | 0 | 0 | |||
| 7 Nov | 315.00 | 18.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 18.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 307.95 | 18.9 | 0.77 | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 315 expiring on 26DEC2024
Delta for 315 CE is 0.04
Historical price for 315 CE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 36.75, the open interest changed by -53 which decreased total open position to 1175
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.07, the open interest changed by 179 which increased total open position to 1235
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 37.38, the open interest changed by -27 which decreased total open position to 1058
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 32.12, the open interest changed by 37 which increased total open position to 1087
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 28.91, the open interest changed by -3 which decreased total open position to 1048
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 24.95, the open interest changed by 30 which increased total open position to 1054
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was 26.06, the open interest changed by 124 which increased total open position to 1030
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 3.1, which was 0.45 higher than the previous day. The implied volatity was 23.32, the open interest changed by 169 which increased total open position to 908
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 2.65, which was -0.20 lower than the previous day. The implied volatity was 25.85, the open interest changed by 150 which increased total open position to 734
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 2.85, which was 0.20 higher than the previous day. The implied volatity was 25.83, the open interest changed by 64 which increased total open position to 582
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 2.65, which was 0.50 higher than the previous day. The implied volatity was 25.27, the open interest changed by -89 which decreased total open position to 518
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 26.47, the open interest changed by 45 which increased total open position to 613
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 28.84, the open interest changed by 70 which increased total open position to 570
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 28.61, the open interest changed by 101 which increased total open position to 511
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 29.30, the open interest changed by 71 which increased total open position to 410
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 29.90, the open interest changed by 157 which increased total open position to 344
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 31.33, the open interest changed by 43 which increased total open position to 186
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 4.15, which was -0.30 lower than the previous day. The implied volatity was 32.82, the open interest changed by 9 which increased total open position to 139
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 32.94, the open interest changed by 30 which increased total open position to 129
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 5, which was 2.35 higher than the previous day. The implied volatity was 30.80, the open interest changed by 67 which increased total open position to 97
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 2.65, which was -1.05 lower than the previous day. The implied volatity was 32.86, the open interest changed by -1 which decreased total open position to 32
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 32.23, the open interest changed by 21 which increased total open position to 33
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 3.7, which was -1.90 lower than the previous day. The implied volatity was 32.23, the open interest changed by 21 which increased total open position to 33
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 5.6, which was -13.30 lower than the previous day. The implied volatity was 26.58, the open interest changed by 11 which increased total open position to 11
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 1.50, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 18.9, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 18.9, 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 18.9, 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 18.9, which was lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
| BPCL 26DEC2024 315 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.04
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 289.05 | 25.9 | 5.10 | 38.78 | 32 | -5 | 122 |
| 19 Dec | 294.55 | 20.8 | -5.80 | 28.32 | 57 | -9 | 128 |
| 18 Dec | 288.30 | 26.6 | 8.00 | 45.36 | 31 | -18 | 138 |
| 17 Dec | 293.00 | 18.6 | 0.85 | - | 1 | 0 | 157 |
| 16 Dec | 297.95 | 17.75 | 3.85 | 33.98 | 157 | -16 | 159 |
| 13 Dec | 301.70 | 13.9 | -0.20 | 25.07 | 206 | -15 | 176 |
| 12 Dec | 302.15 | 14.1 | 2.90 | 26.37 | 371 | 34 | 191 |
| 11 Dec | 307.45 | 11.2 | -3.25 | 29.35 | 548 | 71 | 157 |
| 10 Dec | 303.50 | 14.45 | -0.25 | 31.26 | 89 | 30 | 83 |
| 9 Dec | 303.45 | 14.7 | -1.95 | 31.81 | 75 | -8 | 53 |
| 6 Dec | 300.35 | 16.65 | -2.55 | 31.68 | 136 | 32 | 60 |
| 5 Dec | 297.00 | 19.2 | -2.50 | 29.79 | 9 | 3 | 28 |
| 4 Dec | 293.65 | 21.7 | 1.20 | 30.76 | 24 | 5 | 24 |
| 3 Dec | 294.25 | 20.5 | -2.35 | 26.57 | 8 | 3 | 19 |
| 2 Dec | 294.15 | 22.85 | -1.05 | 40.02 | 3 | 1 | 16 |
| 29 Nov | 292.10 | 23.9 | 0.90 | 33.49 | 6 | -1 | 15 |
| 28 Nov | 290.95 | 23 | -2.10 | 28.87 | 6 | -1 | 16 |
| 27 Nov | 293.45 | 25.1 | 3.10 | 39.73 | 6 | 4 | 18 |
| 26 Nov | 293.85 | 22 | 1.40 | 29.20 | 16 | 7 | 9 |
| 25 Nov | 296.55 | 20.6 | 10.40 | 32.64 | 3 | 2 | 2 |
| 22 Nov | 285.85 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 282.40 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 287.50 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 287.50 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 289.20 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 298.20 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 305.85 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 309.80 | 10.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 312.55 | 10.2 | -9.45 | 25.20 | 2 | 1 | 1 |
| 8 Nov | 310.45 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 315.00 | 19.65 | 0.00 | 1.27 | 0 | 0 | 0 |
| 6 Nov | 317.00 | 19.65 | 0.00 | 1.77 | 0 | 0 | 0 |
| 5 Nov | 307.95 | 19.65 | - | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 315 expiring on 26DEC2024
Delta for 315 PE is -0.95
Historical price for 315 PE is as follows
On 20 Dec BPCL was trading at 289.05. The strike last trading price was 25.9, which was 5.10 higher than the previous day. The implied volatity was 38.78, the open interest changed by -5 which decreased total open position to 122
On 19 Dec BPCL was trading at 294.55. The strike last trading price was 20.8, which was -5.80 lower than the previous day. The implied volatity was 28.32, the open interest changed by -9 which decreased total open position to 128
On 18 Dec BPCL was trading at 288.30. The strike last trading price was 26.6, which was 8.00 higher than the previous day. The implied volatity was 45.36, the open interest changed by -18 which decreased total open position to 138
On 17 Dec BPCL was trading at 293.00. The strike last trading price was 18.6, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 157
On 16 Dec BPCL was trading at 297.95. The strike last trading price was 17.75, which was 3.85 higher than the previous day. The implied volatity was 33.98, the open interest changed by -16 which decreased total open position to 159
On 13 Dec BPCL was trading at 301.70. The strike last trading price was 13.9, which was -0.20 lower than the previous day. The implied volatity was 25.07, the open interest changed by -15 which decreased total open position to 176
On 12 Dec BPCL was trading at 302.15. The strike last trading price was 14.1, which was 2.90 higher than the previous day. The implied volatity was 26.37, the open interest changed by 34 which increased total open position to 191
On 11 Dec BPCL was trading at 307.45. The strike last trading price was 11.2, which was -3.25 lower than the previous day. The implied volatity was 29.35, the open interest changed by 71 which increased total open position to 157
On 10 Dec BPCL was trading at 303.50. The strike last trading price was 14.45, which was -0.25 lower than the previous day. The implied volatity was 31.26, the open interest changed by 30 which increased total open position to 83
On 9 Dec BPCL was trading at 303.45. The strike last trading price was 14.7, which was -1.95 lower than the previous day. The implied volatity was 31.81, the open interest changed by -8 which decreased total open position to 53
On 6 Dec BPCL was trading at 300.35. The strike last trading price was 16.65, which was -2.55 lower than the previous day. The implied volatity was 31.68, the open interest changed by 32 which increased total open position to 60
On 5 Dec BPCL was trading at 297.00. The strike last trading price was 19.2, which was -2.50 lower than the previous day. The implied volatity was 29.79, the open interest changed by 3 which increased total open position to 28
On 4 Dec BPCL was trading at 293.65. The strike last trading price was 21.7, which was 1.20 higher than the previous day. The implied volatity was 30.76, the open interest changed by 5 which increased total open position to 24
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 20.5, which was -2.35 lower than the previous day. The implied volatity was 26.57, the open interest changed by 3 which increased total open position to 19
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 22.85, which was -1.05 lower than the previous day. The implied volatity was 40.02, the open interest changed by 1 which increased total open position to 16
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 23.9, which was 0.90 higher than the previous day. The implied volatity was 33.49, the open interest changed by -1 which decreased total open position to 15
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 23, which was -2.10 lower than the previous day. The implied volatity was 28.87, the open interest changed by -1 which decreased total open position to 16
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 25.1, which was 3.10 higher than the previous day. The implied volatity was 39.73, the open interest changed by 4 which increased total open position to 18
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 22, which was 1.40 higher than the previous day. The implied volatity was 29.20, the open interest changed by 7 which increased total open position to 9
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 20.6, which was 10.40 higher than the previous day. The implied volatity was 32.64, the open interest changed by 2 which increased total open position to 2
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 10.2, 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 10.2, 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 20 Nov BPCL was trading at 287.50. The strike last trading price was 10.2, 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 19 Nov BPCL was trading at 287.50. The strike last trading price was 10.2, 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 18 Nov BPCL was trading at 289.20. The strike last trading price was 10.2, 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 14 Nov BPCL was trading at 298.20. The strike last trading price was 10.2, 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 13 Nov BPCL was trading at 305.85. The strike last trading price was 10.2, 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 12 Nov BPCL was trading at 309.80. The strike last trading price was 10.2, 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 11 Nov BPCL was trading at 312.55. The strike last trading price was 10.2, which was -9.45 lower than the previous day. The implied volatity was 25.20, the open interest changed by 1 which increased total open position to 1
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 19.65, 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 19.65, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 19.65, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
