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Related Pages for BPCL
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BPCL
Bharat Petroleum Corp Lt
287.95 2.06 (0.72%)

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Historical option data for BPCL

09 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BPCL 24APR2025 330 CE
Delta: 0.06
Vega: 0.07
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 287.95 0.65 -0.25 41.60 508 121 566
8 Apr 285.90 0.95 0.45 46.33 656 145 449
7 Apr 273.70 0.6 0.35 48.44 339 43 311
4 Apr 279.45 0.25 -0.1 35.72 600 123 269
3 Apr 286.80 0.35 -0.1 31.99 155 25 140
2 Apr 286.80 0.45 0 32.42 156 15 117
1 Apr 284.60 0.5 0.15 32.94 151 52 100
28 Mar 278.47 0.35 -2.1 32.64 110 48 48
27 Mar 276.06 2.45 0 16.54 0 0 0
25 Mar 279.11 2.45 0 16.16 0 0 0

For Bharat Petroleum Corp Lt - strike price 330 expiring on 24APR2025

Delta for 330 CE is 0.06

Historical price for 330 CE is as follows

On 9 Apr BPCL was trading at 287.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 41.60, the open interest changed by 121 which increased total open position to 566


On 8 Apr BPCL was trading at 285.90. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 46.33, the open interest changed by 145 which increased total open position to 449


On 7 Apr BPCL was trading at 273.70. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 48.44, the open interest changed by 43 which increased total open position to 311


On 4 Apr BPCL was trading at 279.45. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 35.72, the open interest changed by 123 which increased total open position to 269


On 3 Apr BPCL was trading at 286.80. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 31.99, the open interest changed by 25 which increased total open position to 140


On 2 Apr BPCL was trading at 286.80. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 32.42, the open interest changed by 15 which increased total open position to 117


On 1 Apr BPCL was trading at 284.60. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 32.94, the open interest changed by 52 which increased total open position to 100


On 28 Mar BPCL was trading at 278.47. The strike last trading price was 0.35, which was -2.1 lower than the previous day. The implied volatity was 32.64, the open interest changed by 48 which increased total open position to 48


On 27 Mar BPCL was trading at 276.06. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 16.54, 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 2.45, which was 0 lower than the previous day. The implied volatity was 16.16, the open interest changed by 0 which decreased total open position to 0


BPCL 24APR2025 330 PE
Delta: -0.88
Vega: 0.12
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 287.95 42.4 -14.35 52.69 4 -3 8
8 Apr 285.90 56.75 0 0.00 0 1 0
7 Apr 273.70 56.75 11.6 77.46 1 0 10
4 Apr 279.45 45.15 0 0.00 0 0 0
3 Apr 286.80 45.15 0 0.00 0 0 0
2 Apr 286.80 45.15 0 0.00 0 2 0
1 Apr 284.60 45.15 -3.3 51.65 3 2 10
28 Mar 278.47 48.45 -0.25 - 3 1 8
27 Mar 276.06 48.7 2.25 - 1 0 6
25 Mar 279.11 46.45 0.4 - 5 3 4

For Bharat Petroleum Corp Lt - strike price 330 expiring on 24APR2025

Delta for 330 PE is -0.88

Historical price for 330 PE is as follows

On 9 Apr BPCL was trading at 287.95. The strike last trading price was 42.4, which was -14.35 lower than the previous day. The implied volatity was 52.69, the open interest changed by -3 which decreased total open position to 8


On 8 Apr BPCL was trading at 285.90. The strike last trading price was 56.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Apr BPCL was trading at 273.70. The strike last trading price was 56.75, which was 11.6 higher than the previous day. The implied volatity was 77.46, the open interest changed by 0 which decreased total open position to 10


On 4 Apr BPCL was trading at 279.45. The strike last trading price was 45.15, 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 45.15, 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 45.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 1 Apr BPCL was trading at 284.60. The strike last trading price was 45.15, which was -3.3 lower than the previous day. The implied volatity was 51.65, the open interest changed by 2 which increased total open position to 10


On 28 Mar BPCL was trading at 278.47. The strike last trading price was 48.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8


On 27 Mar BPCL was trading at 276.06. The strike last trading price was 48.7, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 25 Mar BPCL was trading at 279.11. The strike last trading price was 46.45, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4