BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
08 Apr 2025 05:52 PM IST
BPCL 24APR2025 315 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.16
Vega: 0.15
Theta: -0.21
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
||||||||||
8 Apr | 285.90 | 2.15 | 0.8 | 43.98 | 709 | 99 | 494 | |||
7 Apr | 273.70 | 1.5 | 0.75 | 47.62 | 425 | 8 | 403 | |||
4 Apr | 279.45 | 0.7 | -0.5 | 33.35 | 693 | 94 | 399 | |||
3 Apr | 286.80 | 1.15 | -0.15 | 30.67 | 373 | 40 | 308 | |||
2 Apr | 286.80 | 1.25 | -0.05 | 30.11 | 474 | 170 | 272 | |||
1 Apr | 284.60 | 1.4 | 0.55 | 31.15 | 241 | 29 | 106 | |||
28 Mar | 278.47 | 0.8 | -0.1 | 29.71 | 221 | 50 | 77 | |||
27 Mar | 276.06 | 0.85 | -0.15 | 29.08 | 26 | 7 | 27 | |||
26 Mar | 273.01 | 1 | -0.45 | 33.63 | 32 | -11 | 18 | |||
25 Mar | 279.11 | 1.45 | -0.15 | 32.50 | 43 | 31 | 32 | |||
24 Mar | 280.44 | 1.6 | 0.8 | 31.27 | 1 | 0 | 0 | |||
21 Mar | 279.66 | 0.8 | 0 | 10.91 | 0 | 0 | 0 | |||
20 Mar | 272.13 | 30.65 | 0 | 0.00 | 0 | 0 | 0 | |||
19 Mar | 265.26 | 30.65 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 315 expiring on 24APR2025
Delta for 315 CE is 0.16
Historical price for 315 CE is as follows
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 2.15, which was 0.8 higher than the previous day. The implied volatity was 43.98, the open interest changed by 99 which increased total open position to 494
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 1.5, which was 0.75 higher than the previous day. The implied volatity was 47.62, the open interest changed by 8 which increased total open position to 403
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 33.35, the open interest changed by 94 which increased total open position to 399
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 30.67, the open interest changed by 40 which increased total open position to 308
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 30.11, the open interest changed by 170 which increased total open position to 272
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 31.15, the open interest changed by 29 which increased total open position to 106
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 29.71, the open interest changed by 50 which increased total open position to 77
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 29.08, the open interest changed by 7 which increased total open position to 27
On 26 Mar BPCL was trading at 273.01. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 33.63, the open interest changed by -11 which decreased total open position to 18
On 25 Mar BPCL was trading at 279.11. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 32.50, the open interest changed by 31 which increased total open position to 32
On 24 Mar BPCL was trading at 280.44. The strike last trading price was 1.6, which was 0.8 higher than the previous day. The implied volatity was 31.27, the open interest changed by 0 which decreased total open position to 0
On 21 Mar BPCL was trading at 279.66. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 10.91, 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 30.65, 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 30.65, 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 315 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.76
Vega: 0.19
Theta: -0.28
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 285.90 | 33.3 | -9.2 | 59.84 | 1 | 0 | 36 |
7 Apr | 273.70 | 40.9 | 2.85 | 57.94 | 31 | 18 | 35 |
4 Apr | 279.45 | 38.05 | 9.2 | 54.75 | 8 | 4 | 16 |
3 Apr | 286.80 | 28.85 | -0.7 | 34.19 | 13 | -2 | 12 |
2 Apr | 286.80 | 29.55 | -0.8 | 40.48 | 1 | 0 | 13 |
1 Apr | 284.60 | 30.35 | -5.7 | 40.34 | 5 | -2 | 12 |
28 Mar | 278.47 | 36.05 | -31.55 | 36.38 | 24 | 14 | 14 |
27 Mar | 276.06 | 67.6 | 0 | - | 0 | 0 | 0 |
26 Mar | 273.01 | 67.6 | 0 | - | 0 | 0 | 0 |
25 Mar | 279.11 | 67.6 | 0 | - | 0 | 0 | 0 |
24 Mar | 280.44 | 67.6 | 0 | - | 0 | 0 | 0 |
21 Mar | 279.66 | 67.6 | 0 | - | 0 | 0 | 0 |
20 Mar | 272.13 | 7.4 | 0 | 0.00 | 0 | 0 | 0 |
19 Mar | 265.26 | 7.4 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 315 expiring on 24APR2025
Delta for 315 PE is -0.76
Historical price for 315 PE is as follows
On 8 Apr BPCL was trading at 285.90. The strike last trading price was 33.3, which was -9.2 lower than the previous day. The implied volatity was 59.84, the open interest changed by 0 which decreased total open position to 36
On 7 Apr BPCL was trading at 273.70. The strike last trading price was 40.9, which was 2.85 higher than the previous day. The implied volatity was 57.94, the open interest changed by 18 which increased total open position to 35
On 4 Apr BPCL was trading at 279.45. The strike last trading price was 38.05, which was 9.2 higher than the previous day. The implied volatity was 54.75, the open interest changed by 4 which increased total open position to 16
On 3 Apr BPCL was trading at 286.80. The strike last trading price was 28.85, which was -0.7 lower than the previous day. The implied volatity was 34.19, the open interest changed by -2 which decreased total open position to 12
On 2 Apr BPCL was trading at 286.80. The strike last trading price was 29.55, which was -0.8 lower than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 13
On 1 Apr BPCL was trading at 284.60. The strike last trading price was 30.35, which was -5.7 lower than the previous day. The implied volatity was 40.34, the open interest changed by -2 which decreased total open position to 12
On 28 Mar BPCL was trading at 278.47. The strike last trading price was 36.05, which was -31.55 lower than the previous day. The implied volatity was 36.38, the open interest changed by 14 which increased total open position to 14
On 27 Mar BPCL was trading at 276.06. The strike last trading price was 67.6, 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 26 Mar BPCL was trading at 273.01. The strike last trading price was 67.6, 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 25 Mar BPCL was trading at 279.11. The strike last trading price was 67.6, 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 24 Mar BPCL was trading at 280.44. The strike last trading price was 67.6, 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 21 Mar BPCL was trading at 279.66. The strike last trading price was 67.6, 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 7.4, 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 7.4, 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