BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
10 Mar 2026 01:33 PM IST
| BPCL 30-MAR-2026 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.3
Vega: 0.27
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 326.25 | 5.3 | -3.55 | 38.33 | 885 | 229 | 377 | |||||||||
| 9 Mar | 331.15 | 8.7 | -9.1 | 44.3 | 970 | 73 | 147 | |||||||||
| 6 Mar | 352.75 | 17.75 | -4.15 | 33.62 | 100 | 28 | 74 | |||||||||
| 5 Mar | 360.35 | 21.85 | 0.25 | 28.94 | 58 | 13 | 46 | |||||||||
| 4 Mar | 356.40 | 20.9 | -12.85 | 37.63 | 70 | 20 | 27 | |||||||||
| 2 Mar | 374.80 | 33.75 | -4.1 | 16.34 | 9 | 0 | 7 | |||||||||
| 27 Feb | 385.40 | 37.85 | 11.6 | - | 0 | 0 | 7 | |||||||||
| 26 Feb | 386.00 | 37.85 | 11.6 | - | 0 | 0 | 7 | |||||||||
| 25 Feb | 381.05 | 37.85 | 11.6 | 21.91 | 5 | 2 | 8 | |||||||||
| 24 Feb | 374.45 | 26.25 | -4.15 | - | 0 | 0 | 6 | |||||||||
| 23 Feb | 372.10 | 26.25 | -4.15 | - | 0 | 0 | 6 | |||||||||
| 20 Feb | 366.30 | 26.25 | -4.15 | - | 0 | 0 | 6 | |||||||||
| 19 Feb | 367.65 | 26.25 | -4.15 | 19.92 | 4 | 2 | 5 | |||||||||
| 18 Feb | 380.90 | 30.4 | 8.55 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 374.95 | 30.4 | 8.55 | 15.35 | 3 | 0 | 1 | |||||||||
| 16 Feb | 374.35 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 374.10 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 377.70 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 387.60 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 386.35 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 388.30 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 386.35 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 382.05 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 382.45 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 373.45 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 366.70 | 21.85 | -0.1 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 359.45 | 27.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 364.50 | 27.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 366.95 | 27.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Jan | 362.35 | 27.6 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 345 expiring on 30MAR2026
Delta for 345 CE is 0.3
Historical price for 345 CE is as follows
On 10 Mar BPCL was trading at 326.25. The strike last trading price was 5.3, which was -3.55 lower than the previous day. The implied volatity was 38.33, the open interest changed by 229 which increased total open position to 377
On 9 Mar BPCL was trading at 331.15. The strike last trading price was 8.7, which was -9.1 lower than the previous day. The implied volatity was 44.3, the open interest changed by 73 which increased total open position to 147
On 6 Mar BPCL was trading at 352.75. The strike last trading price was 17.75, which was -4.15 lower than the previous day. The implied volatity was 33.62, the open interest changed by 28 which increased total open position to 74
On 5 Mar BPCL was trading at 360.35. The strike last trading price was 21.85, which was 0.25 higher than the previous day. The implied volatity was 28.94, the open interest changed by 13 which increased total open position to 46
On 4 Mar BPCL was trading at 356.40. The strike last trading price was 20.9, which was -12.85 lower than the previous day. The implied volatity was 37.63, the open interest changed by 20 which increased total open position to 27
On 2 Mar BPCL was trading at 374.80. The strike last trading price was 33.75, which was -4.1 lower than the previous day. The implied volatity was 16.34, the open interest changed by 0 which decreased total open position to 7
On 27 Feb BPCL was trading at 385.40. The strike last trading price was 37.85, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 26 Feb BPCL was trading at 386.00. The strike last trading price was 37.85, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 25 Feb BPCL was trading at 381.05. The strike last trading price was 37.85, which was 11.6 higher than the previous day. The implied volatity was 21.91, the open interest changed by 2 which increased total open position to 8
On 24 Feb BPCL was trading at 374.45. The strike last trading price was 26.25, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Feb BPCL was trading at 372.10. The strike last trading price was 26.25, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Feb BPCL was trading at 366.30. The strike last trading price was 26.25, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Feb BPCL was trading at 367.65. The strike last trading price was 26.25, which was -4.15 lower than the previous day. The implied volatity was 19.92, the open interest changed by 2 which increased total open position to 5
On 18 Feb BPCL was trading at 380.90. The strike last trading price was 30.4, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb BPCL was trading at 374.95. The strike last trading price was 30.4, which was 8.55 higher than the previous day. The implied volatity was 15.35, the open interest changed by 0 which decreased total open position to 1
On 16 Feb BPCL was trading at 374.35. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb BPCL was trading at 374.10. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb BPCL was trading at 377.70. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb BPCL was trading at 387.60. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb BPCL was trading at 386.35. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb BPCL was trading at 388.30. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 21.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb BPCL was trading at 359.45. The strike last trading price was 27.6, 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 Jan BPCL was trading at 364.50. The strike last trading price was 27.6, 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 Jan BPCL was trading at 366.95. The strike last trading price was 27.6, 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 28 Jan BPCL was trading at 362.35. The strike last trading price was 27.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| BPCL 30MAR2026 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.27
Theta: -0.2
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 326.25 | 22.9 | 2 | 39.8 | 185 | -20 | 359 |
| 9 Mar | 331.15 | 22 | 12.05 | 45.39 | 597 | 10 | 380 |
| 6 Mar | 352.75 | 9.8 | 3.8 | 40.29 | 748 | 27 | 370 |
| 5 Mar | 360.35 | 6.25 | -3.45 | 36.3 | 783 | 100 | 342 |
| 4 Mar | 356.40 | 10.75 | 6.8 | 43.45 | 450 | 56 | 239 |
| 2 Mar | 374.80 | 3.9 | 2.35 | 38.16 | 248 | 12 | 181 |
| 27 Feb | 385.40 | 1.5 | 0.05 | 31.04 | 193 | 67 | 171 |
| 26 Feb | 386.00 | 1.4 | -0.55 | 30.58 | 31 | 1 | 105 |
| 25 Feb | 381.05 | 2 | -1.05 | 30.77 | 72 | 12 | 104 |
| 24 Feb | 374.45 | 3 | -0.4 | 31.2 | 42 | 10 | 91 |
| 23 Feb | 372.10 | 3.4 | -1 | 31.43 | 75 | 31 | 81 |
| 20 Feb | 366.30 | 4.6 | -0.3 | 28.97 | 21 | 3 | 50 |
| 19 Feb | 367.65 | 5.65 | 3.7 | 32.13 | 66 | 12 | 42 |
| 18 Feb | 380.90 | 1.95 | -1.05 | 28.1 | 19 | 15 | 29 |
| 17 Feb | 374.95 | 2.95 | -7.85 | 28.79 | 14 | 10 | 12 |
| 16 Feb | 374.35 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 13 Feb | 374.10 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 12 Feb | 377.70 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 11 Feb | 387.60 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 10 Feb | 386.35 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 9 Feb | 388.30 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 6 Feb | 386.35 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 5 Feb | 382.05 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 4 Feb | 382.45 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 3 Feb | 373.45 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 2 Feb | 366.70 | 10.8 | -5.05 | - | 0 | 0 | 2 |
| 1 Feb | 359.45 | 8.3 | -3.3 | - | 0 | 0 | 1 |
| 30 Jan | 364.50 | 8.3 | -3.3 | - | 0 | 0 | 1 |
| 29 Jan | 366.95 | 8.3 | -3.3 | 33.52 | 1 | 0 | 0 |
| 28 Jan | 362.35 | 11.6 | 0 | 4.9 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 345 expiring on 30MAR2026
Delta for 345 PE is -0.69
Historical price for 345 PE is as follows
On 10 Mar BPCL was trading at 326.25. The strike last trading price was 22.9, which was 2 higher than the previous day. The implied volatity was 39.8, the open interest changed by -20 which decreased total open position to 359
On 9 Mar BPCL was trading at 331.15. The strike last trading price was 22, which was 12.05 higher than the previous day. The implied volatity was 45.39, the open interest changed by 10 which increased total open position to 380
On 6 Mar BPCL was trading at 352.75. The strike last trading price was 9.8, which was 3.8 higher than the previous day. The implied volatity was 40.29, the open interest changed by 27 which increased total open position to 370
On 5 Mar BPCL was trading at 360.35. The strike last trading price was 6.25, which was -3.45 lower than the previous day. The implied volatity was 36.3, the open interest changed by 100 which increased total open position to 342
On 4 Mar BPCL was trading at 356.40. The strike last trading price was 10.75, which was 6.8 higher than the previous day. The implied volatity was 43.45, the open interest changed by 56 which increased total open position to 239
On 2 Mar BPCL was trading at 374.80. The strike last trading price was 3.9, which was 2.35 higher than the previous day. The implied volatity was 38.16, the open interest changed by 12 which increased total open position to 181
On 27 Feb BPCL was trading at 385.40. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 31.04, the open interest changed by 67 which increased total open position to 171
On 26 Feb BPCL was trading at 386.00. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 30.58, the open interest changed by 1 which increased total open position to 105
On 25 Feb BPCL was trading at 381.05. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 30.77, the open interest changed by 12 which increased total open position to 104
On 24 Feb BPCL was trading at 374.45. The strike last trading price was 3, which was -0.4 lower than the previous day. The implied volatity was 31.2, the open interest changed by 10 which increased total open position to 91
On 23 Feb BPCL was trading at 372.10. The strike last trading price was 3.4, which was -1 lower than the previous day. The implied volatity was 31.43, the open interest changed by 31 which increased total open position to 81
On 20 Feb BPCL was trading at 366.30. The strike last trading price was 4.6, which was -0.3 lower than the previous day. The implied volatity was 28.97, the open interest changed by 3 which increased total open position to 50
On 19 Feb BPCL was trading at 367.65. The strike last trading price was 5.65, which was 3.7 higher than the previous day. The implied volatity was 32.13, the open interest changed by 12 which increased total open position to 42
On 18 Feb BPCL was trading at 380.90. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 28.1, the open interest changed by 15 which increased total open position to 29
On 17 Feb BPCL was trading at 374.95. The strike last trading price was 2.95, which was -7.85 lower than the previous day. The implied volatity was 28.79, the open interest changed by 10 which increased total open position to 12
On 16 Feb BPCL was trading at 374.35. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb BPCL was trading at 374.10. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb BPCL was trading at 377.70. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb BPCL was trading at 387.60. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb BPCL was trading at 386.35. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb BPCL was trading at 388.30. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 10.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb BPCL was trading at 359.45. The strike last trading price was 8.3, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan BPCL was trading at 364.50. The strike last trading price was 8.3, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan BPCL was trading at 366.95. The strike last trading price was 8.3, which was -3.3 lower than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BPCL was trading at 362.35. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
