BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
12 Dec 2025 04:11 PM IST
| BPCL 30-DEC-2025 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.12
Theta: -0.15
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































