BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
08 Apr 2025 05:52 PM IST
BPCL 24APR2025 325 CE | ||||||||||
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Delta: 0.10
Vega: 0.10
Theta: -0.15
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 285.90 | 1.2 | 0.5 | 45.09 | 353 | 33 | 485 | |||
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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 | |||||||
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Delta: -0.91
Vega: 0.09
Theta: -0.04
Gamma: 0.01
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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