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

298.2 -7.65 (-2.50%)

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Historical option data for BPCL

14 Nov 2024 04:12 PM IST
BPCL 28NOV2024 340 CE
Delta: 0.04
Vega: 0.05
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 298.20 0.35 -0.20 36.71 940 -6 1,954
13 Nov 305.85 0.55 -0.20 31.70 772 -152 1,954
12 Nov 309.80 0.75 -0.25 30.48 1,352 -38 2,154
11 Nov 312.55 1 0.00 28.90 1,204 24 2,300
8 Nov 310.45 1 -0.70 28.67 1,258 234 2,276
7 Nov 315.00 1.7 -0.35 28.22 1,818 186 2,038
6 Nov 317.00 2.05 0.70 27.82 3,366 -106 1,852
5 Nov 307.95 1.35 -0.35 30.51 1,432 32 1,958
4 Nov 303.45 1.7 -1.65 35.43 2,506 434 1,930
1 Nov 313.00 3.35 -0.25 33.56 210 102 1,512
31 Oct 310.75 3.6 0.00 - 1,722 244 1,410
30 Oct 311.30 3.6 -0.15 - 1,374 78 1,162
29 Oct 311.45 3.75 -0.10 - 1,018 306 1,096
28 Oct 310.40 3.85 0.00 - 1,558 104 798
25 Oct 306.30 3.85 -3.05 - 1,046 250 694
24 Oct 321.45 6.9 -0.95 - 180 38 440
23 Oct 323.05 7.85 -0.55 - 240 24 402
22 Oct 322.90 8.4 -3.45 - 294 40 378
21 Oct 331.65 11.85 -5.10 - 382 178 336
18 Oct 342.50 16.95 -1.05 - 136 34 156
17 Oct 342.70 18 -4.00 - 30 12 120
16 Oct 350.75 22 1.00 - 18 -8 106
15 Oct 348.75 21 3.90 - 118 -30 116
14 Oct 340.75 17.1 1.50 - 106 8 146
11 Oct 337.65 15.6 0.50 - 10 2 136
10 Oct 335.45 15.1 -1.55 - 38 28 134
9 Oct 338.85 16.65 -0.15 - 22 6 106
8 Oct 338.00 16.8 0.80 - 22 4 98
7 Oct 335.00 16 -3.10 - 102 66 94
4 Oct 340.25 19.1 -9.40 - 40 20 30
3 Oct 348.85 28.5 -9.85 - 4 0 10
30 Sept 369.95 38.35 -2.30 - 4 0 12
27 Sept 367.30 40.65 20.00 - 28 -6 14
26 Sept 345.10 20.65 -0.05 - 24 6 22
25 Sept 339.80 20.7 -0.30 - 14 8 16
24 Sept 339.15 21 3.50 - 2 0 8
23 Sept 338.10 17.5 1.70 - 2 0 6
20 Sept 331.20 15.8 0.00 - 0 6 0
19 Sept 324.45 15.8 -24.30 - 6 4 4
12 Sept 344.30 40.1 40.10 - 0 0 0
9 Sept 347.80 0 0.00 - 0 0 0
6 Sept 352.15 0 0.00 - 0 0 0
5 Sept 360.70 0 0.00 - 0 0 0
4 Sept 357.25 0 0.00 - 0 0 0
3 Sept 355.40 0 0.00 - 0 0 0
2 Sept 358.45 0 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 340 expiring on 28NOV2024

Delta for 340 CE is 0.04

Historical price for 340 CE is as follows

On 14 Nov BPCL was trading at 298.20. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 36.71, the open interest changed by -3 which decreased total open position to 977


On 13 Nov BPCL was trading at 305.85. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 31.70, the open interest changed by -76 which decreased total open position to 977


On 12 Nov BPCL was trading at 309.80. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.48, the open interest changed by -19 which decreased total open position to 1077


On 11 Nov BPCL was trading at 312.55. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 28.90, the open interest changed by 12 which increased total open position to 1150


On 8 Nov BPCL was trading at 310.45. The strike last trading price was 1, which was -0.70 lower than the previous day. The implied volatity was 28.67, the open interest changed by 117 which increased total open position to 1138


On 7 Nov BPCL was trading at 315.00. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 28.22, the open interest changed by 93 which increased total open position to 1019


On 6 Nov BPCL was trading at 317.00. The strike last trading price was 2.05, which was 0.70 higher than the previous day. The implied volatity was 27.82, the open interest changed by -53 which decreased total open position to 926


On 5 Nov BPCL was trading at 307.95. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 30.51, the open interest changed by 16 which increased total open position to 979


On 4 Nov BPCL was trading at 303.45. The strike last trading price was 1.7, which was -1.65 lower than the previous day. The implied volatity was 35.43, the open interest changed by 217 which increased total open position to 965


On 1 Nov BPCL was trading at 313.00. The strike last trading price was 3.35, which was -0.25 lower than the previous day. The implied volatity was 33.56, the open interest changed by 51 which increased total open position to 756


On 31 Oct BPCL was trading at 310.75. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BPCL was trading at 311.30. The strike last trading price was 3.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BPCL was trading at 311.45. The strike last trading price was 3.75, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BPCL was trading at 310.40. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BPCL was trading at 306.30. The strike last trading price was 3.85, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BPCL was trading at 321.45. The strike last trading price was 6.9, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BPCL was trading at 323.05. The strike last trading price was 7.85, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BPCL was trading at 322.90. The strike last trading price was 8.4, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BPCL was trading at 331.65. The strike last trading price was 11.85, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BPCL was trading at 342.50. The strike last trading price was 16.95, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BPCL was trading at 342.70. The strike last trading price was 18, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BPCL was trading at 350.75. The strike last trading price was 22, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BPCL was trading at 348.75. The strike last trading price was 21, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BPCL was trading at 340.75. The strike last trading price was 17.1, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BPCL was trading at 337.65. The strike last trading price was 15.6, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BPCL was trading at 335.45. The strike last trading price was 15.1, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BPCL was trading at 338.85. The strike last trading price was 16.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BPCL was trading at 338.00. The strike last trading price was 16.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BPCL was trading at 335.00. The strike last trading price was 16, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BPCL was trading at 340.25. The strike last trading price was 19.1, which was -9.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BPCL was trading at 348.85. The strike last trading price was 28.5, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BPCL was trading at 369.95. The strike last trading price was 38.35, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept BPCL was trading at 367.30. The strike last trading price was 40.65, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BPCL was trading at 345.10. The strike last trading price was 20.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept BPCL was trading at 339.80. The strike last trading price was 20.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept BPCL was trading at 339.15. The strike last trading price was 21, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept BPCL was trading at 338.10. The strike last trading price was 17.5, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept BPCL was trading at 331.20. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept BPCL was trading at 324.45. The strike last trading price was 15.8, which was -24.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept BPCL was trading at 344.30. The strike last trading price was 40.1, which was 40.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept BPCL was trading at 347.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept BPCL was trading at 352.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept BPCL was trading at 360.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept BPCL was trading at 357.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept BPCL was trading at 355.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept BPCL was trading at 358.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BPCL 28NOV2024 340 PE
Delta: -0.88
Vega: 0.12
Theta: -0.14
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 298.20 42.3 8.50 53.45 20 -2 978
13 Nov 305.85 33.8 3.75 43.41 114 -6 980
12 Nov 309.80 30.05 3.45 33.11 50 0 984
11 Nov 312.55 26.6 -2.40 28.74 26 0 984
8 Nov 310.45 29 4.25 27.55 62 2 984
7 Nov 315.00 24.75 1.55 28.49 52 0 982
6 Nov 317.00 23.2 -9.55 27.54 202 22 982
5 Nov 307.95 32.75 -4.05 38.46 62 0 960
4 Nov 303.45 36.8 7.70 39.84 170 8 960
1 Nov 313.00 29.1 -0.95 37.80 4 0 952
31 Oct 310.75 30.05 0.85 - 370 52 952
30 Oct 311.30 29.2 -1.55 - 318 212 900
29 Oct 311.45 30.75 0.20 - 200 160 686
28 Oct 310.40 30.55 -5.30 - 126 26 526
25 Oct 306.30 35.85 14.15 - 190 128 500
24 Oct 321.45 21.7 -1.20 - 16 8 374
23 Oct 323.05 22.9 1.65 - 48 -8 364
22 Oct 322.90 21.25 3.85 - 108 80 372
21 Oct 331.65 17.4 6.05 - 100 64 294
18 Oct 342.50 11.35 0.15 - 120 48 230
17 Oct 342.70 11.2 2.20 - 42 2 182
16 Oct 350.75 9 -2.00 - 62 20 178
15 Oct 348.75 11 -2.00 - 54 24 158
14 Oct 340.75 13 -2.40 - 32 14 134
11 Oct 337.65 15.4 -0.35 - 98 70 104
10 Oct 335.45 15.75 1.45 - 6 4 34
9 Oct 338.85 14.3 -2.20 - 16 4 30
8 Oct 338.00 16.5 -1.45 - 12 2 24
7 Oct 335.00 17.95 3.65 - 18 10 20
4 Oct 340.25 14.3 -3.25 - 16 10 10
3 Oct 348.85 17.55 0.00 - 0 0 0
30 Sept 369.95 17.55 0.00 - 0 0 0
27 Sept 367.30 17.55 0.00 - 0 0 0
26 Sept 345.10 17.55 0.00 - 0 0 0
25 Sept 339.80 17.55 0.00 - 0 0 0
24 Sept 339.15 17.55 0.00 - 0 0 0
23 Sept 338.10 17.55 0.00 - 0 0 0
20 Sept 331.20 17.55 0.00 - 0 0 0
19 Sept 324.45 17.55 0.00 - 0 0 0
12 Sept 344.30 17.55 0.00 - 0 0 0
9 Sept 347.80 17.55 0.00 - 0 0 0
6 Sept 352.15 17.55 0.00 - 0 0 0
5 Sept 360.70 17.55 0.00 - 0 0 0
4 Sept 357.25 17.55 0.00 - 0 0 0
3 Sept 355.40 17.55 0.00 - 0 0 0
2 Sept 358.45 17.55 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 340 expiring on 28NOV2024

Delta for 340 PE is -0.88

Historical price for 340 PE is as follows

On 14 Nov BPCL was trading at 298.20. The strike last trading price was 42.3, which was 8.50 higher than the previous day. The implied volatity was 53.45, the open interest changed by -1 which decreased total open position to 489


On 13 Nov BPCL was trading at 305.85. The strike last trading price was 33.8, which was 3.75 higher than the previous day. The implied volatity was 43.41, the open interest changed by -3 which decreased total open position to 490


On 12 Nov BPCL was trading at 309.80. The strike last trading price was 30.05, which was 3.45 higher than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 492


On 11 Nov BPCL was trading at 312.55. The strike last trading price was 26.6, which was -2.40 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 492


On 8 Nov BPCL was trading at 310.45. The strike last trading price was 29, which was 4.25 higher than the previous day. The implied volatity was 27.55, the open interest changed by 1 which increased total open position to 492


On 7 Nov BPCL was trading at 315.00. The strike last trading price was 24.75, which was 1.55 higher than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 491


On 6 Nov BPCL was trading at 317.00. The strike last trading price was 23.2, which was -9.55 lower than the previous day. The implied volatity was 27.54, the open interest changed by 11 which increased total open position to 491


On 5 Nov BPCL was trading at 307.95. The strike last trading price was 32.75, which was -4.05 lower than the previous day. The implied volatity was 38.46, the open interest changed by 0 which decreased total open position to 480


On 4 Nov BPCL was trading at 303.45. The strike last trading price was 36.8, which was 7.70 higher than the previous day. The implied volatity was 39.84, the open interest changed by 4 which increased total open position to 480


On 1 Nov BPCL was trading at 313.00. The strike last trading price was 29.1, which was -0.95 lower than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 476


On 31 Oct BPCL was trading at 310.75. The strike last trading price was 30.05, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BPCL was trading at 311.30. The strike last trading price was 29.2, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BPCL was trading at 311.45. The strike last trading price was 30.75, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BPCL was trading at 310.40. The strike last trading price was 30.55, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BPCL was trading at 306.30. The strike last trading price was 35.85, which was 14.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BPCL was trading at 321.45. The strike last trading price was 21.7, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BPCL was trading at 323.05. The strike last trading price was 22.9, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BPCL was trading at 322.90. The strike last trading price was 21.25, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BPCL was trading at 331.65. The strike last trading price was 17.4, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BPCL was trading at 342.50. The strike last trading price was 11.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BPCL was trading at 342.70. The strike last trading price was 11.2, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BPCL was trading at 350.75. The strike last trading price was 9, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BPCL was trading at 348.75. The strike last trading price was 11, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BPCL was trading at 340.75. The strike last trading price was 13, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BPCL was trading at 337.65. The strike last trading price was 15.4, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BPCL was trading at 335.45. The strike last trading price was 15.75, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BPCL was trading at 338.85. The strike last trading price was 14.3, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BPCL was trading at 338.00. The strike last trading price was 16.5, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BPCL was trading at 335.00. The strike last trading price was 17.95, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BPCL was trading at 340.25. The strike last trading price was 14.3, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BPCL was trading at 348.85. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BPCL was trading at 369.95. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept BPCL was trading at 367.30. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BPCL was trading at 345.10. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept BPCL was trading at 339.80. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept BPCL was trading at 339.15. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept BPCL was trading at 338.10. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept BPCL was trading at 331.20. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept BPCL was trading at 324.45. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept BPCL was trading at 344.30. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept BPCL was trading at 347.80. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept BPCL was trading at 352.15. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept BPCL was trading at 360.70. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept BPCL was trading at 357.25. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept BPCL was trading at 355.40. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept BPCL was trading at 358.45. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to