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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 325 CE
Delta: 0.10
Vega: 0.10
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 285.90 1.2 0.5 45.09 353 33 485
7 Apr 273.70 0.8 0.45 47.91 327 26 456
4 Apr 279.45 0.35 -0.25 34.92 442 -5 434
3 Apr 286.80 0.55 -0.05 31.95 79 -7 441
2 Apr 286.80 0.55 -0.1 30.73 247 82 454
1 Apr 284.60 0.65 0.25 31.75 360 64 372
28 Mar 278.47 0.4 -0.05 30.88 475 227 308
27 Mar 276.06 0.45 -0.05 30.56 63 -14 82
26 Mar 273.01 0.5 -0.3 34.02 45 21 95
25 Mar 279.11 0.75 0.25 32.96 83 74 74


For Bharat Petroleum Corp Lt - strike price 325 expiring on 24APR2025

Delta for 325 CE is 0.10

Historical price for 325 CE is as follows

On 8 Apr BPCL was trading at 285.90. The strike last trading price was 1.2, which was 0.5 higher than the previous day. The implied volatity was 45.09, the open interest changed by 33 which increased total open position to 485


On 7 Apr BPCL was trading at 273.70. The strike last trading price was 0.8, which was 0.45 higher than the previous day. The implied volatity was 47.91, the open interest changed by 26 which increased total open position to 456


On 4 Apr BPCL was trading at 279.45. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 34.92, the open interest changed by -5 which decreased total open position to 434


On 3 Apr BPCL was trading at 286.80. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 31.95, the open interest changed by -7 which decreased total open position to 441


On 2 Apr BPCL was trading at 286.80. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 30.73, the open interest changed by 82 which increased total open position to 454


On 1 Apr BPCL was trading at 284.60. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 31.75, the open interest changed by 64 which increased total open position to 372


On 28 Mar BPCL was trading at 278.47. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.88, the open interest changed by 227 which increased total open position to 308


On 27 Mar BPCL was trading at 276.06. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 30.56, the open interest changed by -14 which decreased total open position to 82


On 26 Mar BPCL was trading at 273.01. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 34.02, the open interest changed by 21 which increased total open position to 95


On 25 Mar BPCL was trading at 279.11. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 32.96, the open interest changed by 74 which increased total open position to 74


BPCL 24APR2025 325 PE
Delta: -0.91
Vega: 0.09
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 285.90 39.4 -3.3 42.78 6 0 26
7 Apr 273.70 42.7 0 0.00 0 0 0
4 Apr 279.45 42.7 0 0.00 0 0 0
3 Apr 286.80 42.7 0 0.00 0 0 0
2 Apr 286.80 42.7 0 0.00 0 0 0
1 Apr 284.60 42.7 0 0.00 0 21 0
28 Mar 278.47 42.7 1.7 - 32 21 22
27 Mar 276.06 41 0 0.00 0 0 0
26 Mar 273.01 41 0 0.00 0 0 0
25 Mar 279.11 41 0 0.00 0 0 0


For Bharat Petroleum Corp Lt - strike price 325 expiring on 24APR2025

Delta for 325 PE is -0.91

Historical price for 325 PE is as follows

On 8 Apr BPCL was trading at 285.90. The strike last trading price was 39.4, which was -3.3 lower than the previous day. The implied volatity was 42.78, the open interest changed by 0 which decreased total open position to 26


On 7 Apr BPCL was trading at 273.70. The strike last trading price was 42.7, 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 4 Apr BPCL was trading at 279.45. The strike last trading price was 42.7, 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 3 Apr BPCL was trading at 286.80. The strike last trading price was 42.7, 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 2 Apr BPCL was trading at 286.80. The strike last trading price was 42.7, 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 1 Apr BPCL was trading at 284.60. The strike last trading price was 42.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0


On 28 Mar BPCL was trading at 278.47. The strike last trading price was 42.7, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 22


On 27 Mar BPCL was trading at 276.06. The strike last trading price was 41, 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 26 Mar BPCL was trading at 273.01. The strike last trading price was 41, 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 25 Mar BPCL was trading at 279.11. The strike last trading price was 41, 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