[--[65.84.65.76]--]

BPCL

Bharat Petroleum Corp Lt
365.05 +13.75 (3.91%)
L: 352.5 H: 366.65

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Historical option data for BPCL

12 Dec 2025 04:11 PM IST
BPCL 30-DEC-2025 345 CE
Delta: 0.92
Vega: 0.12
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 365.05 22.3 11.4 20.00 25 2 20
11 Dec 351.30 10.9 -7.05 18.48 19 6 17
10 Dec 355.15 17.95 -1.9 - 0 0 11
9 Dec 355.05 17.95 -1.9 - 0 1 0
8 Dec 357.55 17.95 -1.9 27.03 3 2 12
5 Dec 360.30 19.85 4.1 21.58 4 1 9
4 Dec 356.00 15.75 -2.25 21.16 17 2 7
3 Dec 358.40 18 -1.95 19.51 10 1 6
2 Dec 358.75 19.9 -4.55 - 0 0 0
1 Dec 354.00 19.9 -4.55 - 0 0 0
28 Nov 359.10 19.9 -4.55 21.07 3 1 6
27 Nov 364.70 24.55 7.2 20.52 6 1 4
26 Nov 367.65 17.35 -9.35 - 0 0 0
25 Nov 355.85 17.35 -9.35 19.87 1 0 3
24 Nov 359.65 26.7 -6.3 - 0 0 0
21 Nov 364.55 26.7 -6.3 - 0 3 0
20 Nov 365.05 26.7 -6.3 21.18 3 2 2
19 Nov 365.65 33 0 - 0 0 0
18 Nov 371.85 33 0 - 0 0 0
17 Nov 374.25 33 0 - 0 0 0
14 Nov 371.15 33 0 - 0 0 0
13 Nov 374.95 33 0 - 0 0 0
12 Nov 375.45 33 0 - 0 0 0
11 Nov 374.15 33 0 - 0 0 0
10 Nov 365.15 33 0 - 0 0 0
6 Nov 367.95 18.45 0 - 0 0 0
4 Nov 372.95 18.45 0 - 0 0 0
3 Nov 367.30 18.45 0 - 0 0 0
31 Oct 356.80 18.45 0 - 0 0 0
30 Oct 357.60 18.45 0 - 0 0 0
29 Oct 348.10 18.45 0 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 345 expiring on 30DEC2025

Delta for 345 CE is 0.92

Historical price for 345 CE is as follows

On 12 Dec BPCL was trading at 365.05. The strike last trading price was 22.3, which was 11.4 higher than the previous day. The implied volatity was 20.00, the open interest changed by 2 which increased total open position to 20


On 11 Dec BPCL was trading at 351.30. The strike last trading price was 10.9, which was -7.05 lower than the previous day. The implied volatity was 18.48, the open interest changed by 6 which increased total open position to 17


On 10 Dec BPCL was trading at 355.15. The strike last trading price was 17.95, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 9 Dec BPCL was trading at 355.05. The strike last trading price was 17.95, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Dec BPCL was trading at 357.55. The strike last trading price was 17.95, which was -1.9 lower than the previous day. The implied volatity was 27.03, the open interest changed by 2 which increased total open position to 12


On 5 Dec BPCL was trading at 360.30. The strike last trading price was 19.85, which was 4.1 higher than the previous day. The implied volatity was 21.58, the open interest changed by 1 which increased total open position to 9


On 4 Dec BPCL was trading at 356.00. The strike last trading price was 15.75, which was -2.25 lower than the previous day. The implied volatity was 21.16, the open interest changed by 2 which increased total open position to 7


On 3 Dec BPCL was trading at 358.40. The strike last trading price was 18, which was -1.95 lower than the previous day. The implied volatity was 19.51, the open interest changed by 1 which increased total open position to 6


On 2 Dec BPCL was trading at 358.75. The strike last trading price was 19.9, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec BPCL was trading at 354.00. The strike last trading price was 19.9, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BPCL was trading at 359.10. The strike last trading price was 19.9, which was -4.55 lower than the previous day. The implied volatity was 21.07, the open interest changed by 1 which increased total open position to 6


On 27 Nov BPCL was trading at 364.70. The strike last trading price was 24.55, which was 7.2 higher than the previous day. The implied volatity was 20.52, the open interest changed by 1 which increased total open position to 4


On 26 Nov BPCL was trading at 367.65. The strike last trading price was 17.35, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BPCL was trading at 355.85. The strike last trading price was 17.35, which was -9.35 lower than the previous day. The implied volatity was 19.87, the open interest changed by 0 which decreased total open position to 3


On 24 Nov BPCL was trading at 359.65. The strike last trading price was 26.7, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BPCL was trading at 364.55. The strike last trading price was 26.7, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov BPCL was trading at 365.05. The strike last trading price was 26.7, which was -6.3 lower than the previous day. The implied volatity was 21.18, the open interest changed by 2 which increased total open position to 2


On 19 Nov BPCL was trading at 365.65. The strike last trading price was 33, 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 18 Nov BPCL was trading at 371.85. The strike last trading price was 33, 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 17 Nov BPCL was trading at 374.25. The strike last trading price was 33, 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 14 Nov BPCL was trading at 371.15. The strike last trading price was 33, 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 13 Nov BPCL was trading at 374.95. The strike last trading price was 33, 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 12 Nov BPCL was trading at 375.45. The strike last trading price was 33, 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 11 Nov BPCL was trading at 374.15. The strike last trading price was 33, 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 10 Nov BPCL was trading at 365.15. The strike last trading price was 33, 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 6 Nov BPCL was trading at 367.95. The strike last trading price was 18.45, 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 4 Nov BPCL was trading at 372.95. The strike last trading price was 18.45, 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 3 Nov BPCL was trading at 367.30. The strike last trading price was 18.45, 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 31 Oct BPCL was trading at 356.80. The strike last trading price was 18.45, 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 30 Oct BPCL was trading at 357.60. The strike last trading price was 18.45, 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 29 Oct BPCL was trading at 348.10. The strike last trading price was 18.45, 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


BPCL 30DEC2025 345 PE
Delta: -0.12
Vega: 0.16
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 365.05 1.15 -2.75 23.87 401 55 268
11 Dec 351.30 3.7 0.75 22.42 158 -12 214
10 Dec 355.15 2.9 -0.15 22.61 51 17 226
9 Dec 355.05 3.05 0.15 22.61 91 0 209
8 Dec 357.55 2.85 0.75 23.32 99 0 207
5 Dec 360.30 2.1 -1.65 22.01 198 49 207
4 Dec 356.00 3.85 0.4 23.59 91 3 157
3 Dec 358.40 3.35 -0.3 24.27 40 7 153
2 Dec 358.75 3.65 -0.95 25.23 132 12 154
1 Dec 354.00 4.7 1.1 23.91 114 19 138
28 Nov 359.10 3.6 1.1 23.96 70 2 118
27 Nov 364.70 2.35 0.15 23.23 86 -7 118
26 Nov 367.65 2.2 -2.3 24.10 92 15 125
25 Nov 355.85 4.4 0.4 22.93 85 36 109
24 Nov 359.65 3.65 0.65 24.74 58 32 74
21 Nov 364.55 3 -0.5 24.29 13 -1 42
20 Nov 365.05 3.2 0.3 24.81 47 27 42
19 Nov 365.65 2.9 0.65 23.16 14 11 14
18 Nov 371.85 2.25 0 24.06 1 0 2
17 Nov 374.25 2.25 -5.65 25.32 2 1 1
14 Nov 371.15 7.9 0 7.06 0 0 0
13 Nov 374.95 7.9 0 7.51 0 0 0
12 Nov 375.45 7.9 0 7.63 0 0 0
11 Nov 374.15 7.9 0 7.31 0 0 0
10 Nov 365.15 7.9 0 5.62 0 0 0
6 Nov 367.95 8.6 -10.6 - 0 0 0
4 Nov 372.95 8.6 -10.6 - 0 0 0
3 Nov 367.30 8.6 -10.6 - 0 0 0
31 Oct 356.80 8.6 -10.6 - 2 1 1
30 Oct 357.60 19.2 0 3.83 0 0 0
29 Oct 348.10 19.2 0 2.07 0 0 0


For Bharat Petroleum Corp Lt - strike price 345 expiring on 30DEC2025

Delta for 345 PE is -0.12

Historical price for 345 PE is as follows

On 12 Dec BPCL was trading at 365.05. The strike last trading price was 1.15, which was -2.75 lower than the previous day. The implied volatity was 23.87, the open interest changed by 55 which increased total open position to 268


On 11 Dec BPCL was trading at 351.30. The strike last trading price was 3.7, which was 0.75 higher than the previous day. The implied volatity was 22.42, the open interest changed by -12 which decreased total open position to 214


On 10 Dec BPCL was trading at 355.15. The strike last trading price was 2.9, which was -0.15 lower than the previous day. The implied volatity was 22.61, the open interest changed by 17 which increased total open position to 226


On 9 Dec BPCL was trading at 355.05. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 209


On 8 Dec BPCL was trading at 357.55. The strike last trading price was 2.85, which was 0.75 higher than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 207


On 5 Dec BPCL was trading at 360.30. The strike last trading price was 2.1, which was -1.65 lower than the previous day. The implied volatity was 22.01, the open interest changed by 49 which increased total open position to 207


On 4 Dec BPCL was trading at 356.00. The strike last trading price was 3.85, which was 0.4 higher than the previous day. The implied volatity was 23.59, the open interest changed by 3 which increased total open position to 157


On 3 Dec BPCL was trading at 358.40. The strike last trading price was 3.35, which was -0.3 lower than the previous day. The implied volatity was 24.27, the open interest changed by 7 which increased total open position to 153


On 2 Dec BPCL was trading at 358.75. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 25.23, the open interest changed by 12 which increased total open position to 154


On 1 Dec BPCL was trading at 354.00. The strike last trading price was 4.7, which was 1.1 higher than the previous day. The implied volatity was 23.91, the open interest changed by 19 which increased total open position to 138


On 28 Nov BPCL was trading at 359.10. The strike last trading price was 3.6, which was 1.1 higher than the previous day. The implied volatity was 23.96, the open interest changed by 2 which increased total open position to 118


On 27 Nov BPCL was trading at 364.70. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 23.23, the open interest changed by -7 which decreased total open position to 118


On 26 Nov BPCL was trading at 367.65. The strike last trading price was 2.2, which was -2.3 lower than the previous day. The implied volatity was 24.10, the open interest changed by 15 which increased total open position to 125


On 25 Nov BPCL was trading at 355.85. The strike last trading price was 4.4, which was 0.4 higher than the previous day. The implied volatity was 22.93, the open interest changed by 36 which increased total open position to 109


On 24 Nov BPCL was trading at 359.65. The strike last trading price was 3.65, which was 0.65 higher than the previous day. The implied volatity was 24.74, the open interest changed by 32 which increased total open position to 74


On 21 Nov BPCL was trading at 364.55. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 24.29, the open interest changed by -1 which decreased total open position to 42


On 20 Nov BPCL was trading at 365.05. The strike last trading price was 3.2, which was 0.3 higher than the previous day. The implied volatity was 24.81, the open interest changed by 27 which increased total open position to 42


On 19 Nov BPCL was trading at 365.65. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 23.16, the open interest changed by 11 which increased total open position to 14


On 18 Nov BPCL was trading at 371.85. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 2


On 17 Nov BPCL was trading at 374.25. The strike last trading price was 2.25, which was -5.65 lower than the previous day. The implied volatity was 25.32, the open interest changed by 1 which increased total open position to 1


On 14 Nov BPCL was trading at 371.15. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BPCL was trading at 374.95. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BPCL was trading at 375.45. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 7.63, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BPCL was trading at 374.15. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0


On 10 Nov BPCL was trading at 365.15. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BPCL was trading at 367.95. The strike last trading price was 8.6, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BPCL was trading at 372.95. The strike last trading price was 8.6, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov BPCL was trading at 367.30. The strike last trading price was 8.6, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BPCL was trading at 356.80. The strike last trading price was 8.6, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct BPCL was trading at 357.60. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0


On 29 Oct BPCL was trading at 348.10. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0