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[--[65.84.65.76]--]
BPCL
Bharat Petroleum Corp Lt

285.9 12.20 (4.46%)

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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