BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
12 Dec 2025 04:11 PM IST
| BPCL 30-DEC-2025 355 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.26
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 365.05 | 14.55 | 8.4 | 22.65 | 725 | -92 | 136 | |||||||||
| 11 Dec | 351.30 | 6.2 | -2.25 | 21.82 | 469 | 78 | 229 | |||||||||
| 10 Dec | 355.15 | 8.65 | 0.3 | 23.11 | 490 | -7 | 148 | |||||||||
| 9 Dec | 355.05 | 8.3 | -1.15 | 21.53 | 161 | 20 | 154 | |||||||||
| 8 Dec | 357.55 | 9.1 | -3.15 | 19.66 | 78 | 13 | 134 | |||||||||
| 5 Dec | 360.30 | 12.2 | 2.5 | 20.39 | 345 | -8 | 122 | |||||||||
| 4 Dec | 356.00 | 9.15 | -2 | 20.48 | 391 | 26 | 131 | |||||||||
| 3 Dec | 358.40 | 11.4 | -0.35 | 20.76 | 309 | 6 | 105 | |||||||||
| 2 Dec | 358.75 | 11.7 | 1.75 | 20.26 | 238 | 1 | 101 | |||||||||
| 1 Dec | 354.00 | 9.9 | -3.35 | 22.86 | 172 | 45 | 99 | |||||||||
| 28 Nov | 359.10 | 13.05 | -3.75 | 21.27 | 47 | 14 | 54 | |||||||||
| 27 Nov | 364.70 | 16.75 | -1.55 | 20.39 | 24 | -3 | 42 | |||||||||
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| 26 Nov | 367.65 | 18 | 7.1 | 16.94 | 110 | -2 | 46 | |||||||||
| 25 Nov | 355.85 | 10.95 | -2.3 | 19.97 | 180 | 45 | 49 | |||||||||
| 24 Nov | 359.65 | 13.45 | -13.1 | 16.04 | 8 | 4 | 4 | |||||||||
| 21 Nov | 364.55 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 365.05 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 365.65 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 371.85 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 374.25 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 371.15 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 374.95 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 375.45 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 374.15 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 365.15 | 26.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 367.95 | 14.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 372.95 | 14.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 367.30 | 14.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 356.80 | 14.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 357.60 | 14.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 348.10 | 14.25 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 355 expiring on 30DEC2025
Delta for 355 CE is 0.75
Historical price for 355 CE is as follows
On 12 Dec BPCL was trading at 365.05. The strike last trading price was 14.55, which was 8.4 higher than the previous day. The implied volatity was 22.65, the open interest changed by -92 which decreased total open position to 136
On 11 Dec BPCL was trading at 351.30. The strike last trading price was 6.2, which was -2.25 lower than the previous day. The implied volatity was 21.82, the open interest changed by 78 which increased total open position to 229
On 10 Dec BPCL was trading at 355.15. The strike last trading price was 8.65, which was 0.3 higher than the previous day. The implied volatity was 23.11, the open interest changed by -7 which decreased total open position to 148
On 9 Dec BPCL was trading at 355.05. The strike last trading price was 8.3, which was -1.15 lower than the previous day. The implied volatity was 21.53, the open interest changed by 20 which increased total open position to 154
On 8 Dec BPCL was trading at 357.55. The strike last trading price was 9.1, which was -3.15 lower than the previous day. The implied volatity was 19.66, the open interest changed by 13 which increased total open position to 134
On 5 Dec BPCL was trading at 360.30. The strike last trading price was 12.2, which was 2.5 higher than the previous day. The implied volatity was 20.39, the open interest changed by -8 which decreased total open position to 122
On 4 Dec BPCL was trading at 356.00. The strike last trading price was 9.15, which was -2 lower than the previous day. The implied volatity was 20.48, the open interest changed by 26 which increased total open position to 131
On 3 Dec BPCL was trading at 358.40. The strike last trading price was 11.4, which was -0.35 lower than the previous day. The implied volatity was 20.76, the open interest changed by 6 which increased total open position to 105
On 2 Dec BPCL was trading at 358.75. The strike last trading price was 11.7, which was 1.75 higher than the previous day. The implied volatity was 20.26, the open interest changed by 1 which increased total open position to 101
On 1 Dec BPCL was trading at 354.00. The strike last trading price was 9.9, which was -3.35 lower than the previous day. The implied volatity was 22.86, the open interest changed by 45 which increased total open position to 99
On 28 Nov BPCL was trading at 359.10. The strike last trading price was 13.05, which was -3.75 lower than the previous day. The implied volatity was 21.27, the open interest changed by 14 which increased total open position to 54
On 27 Nov BPCL was trading at 364.70. The strike last trading price was 16.75, which was -1.55 lower than the previous day. The implied volatity was 20.39, the open interest changed by -3 which decreased total open position to 42
On 26 Nov BPCL was trading at 367.65. The strike last trading price was 18, which was 7.1 higher than the previous day. The implied volatity was 16.94, the open interest changed by -2 which decreased total open position to 46
On 25 Nov BPCL was trading at 355.85. The strike last trading price was 10.95, which was -2.3 lower than the previous day. The implied volatity was 19.97, the open interest changed by 45 which increased total open position to 49
On 24 Nov BPCL was trading at 359.65. The strike last trading price was 13.45, which was -13.1 lower than the previous day. The implied volatity was 16.04, the open interest changed by 4 which increased total open position to 4
On 21 Nov BPCL was trading at 364.55. The strike last trading price was 26.55, 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 20 Nov BPCL was trading at 365.05. The strike last trading price was 26.55, 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 19 Nov BPCL was trading at 365.65. The strike last trading price was 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
| BPCL 30DEC2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.26
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 365.05 | 2.7 | -5.55 | 22.24 | 1,594 | 94 | 272 |
| 11 Dec | 351.30 | 8 | 1.6 | 22.27 | 418 | -7 | 180 |
| 10 Dec | 355.15 | 6.4 | -0.1 | 22.17 | 398 | 1 | 189 |
| 9 Dec | 355.05 | 6.45 | 0.05 | 21.79 | 369 | 26 | 191 |
| 8 Dec | 357.55 | 6.6 | 1.9 | 24.48 | 531 | -14 | 165 |
| 5 Dec | 360.30 | 4.6 | -2.55 | 21.34 | 468 | 31 | 184 |
| 4 Dec | 356.00 | 7.4 | 0.5 | 23.08 | 340 | -17 | 153 |
| 3 Dec | 358.40 | 6.6 | -0.35 | 24.17 | 288 | 14 | 168 |
| 2 Dec | 358.75 | 6.95 | -1.5 | 25.22 | 216 | 0 | 156 |
| 1 Dec | 354.00 | 8.5 | 1.75 | 23.39 | 246 | -1 | 156 |
| 28 Nov | 359.10 | 6.65 | 1.8 | 23.51 | 171 | -15 | 157 |
| 27 Nov | 364.70 | 4.55 | 0.3 | 22.56 | 242 | 21 | 169 |
| 26 Nov | 367.65 | 4.3 | -3.8 | 23.75 | 286 | 65 | 150 |
| 25 Nov | 355.85 | 8.3 | 1.45 | 23.43 | 367 | 66 | 97 |
| 24 Nov | 359.65 | 6.25 | 0.7 | 23.75 | 26 | 6 | 30 |
| 21 Nov | 364.55 | 5.4 | 0.15 | 23.85 | 28 | 17 | 23 |
| 20 Nov | 365.05 | 5.25 | 1.05 | 23.43 | 5 | 2 | 6 |
| 19 Nov | 365.65 | 4.2 | -7.2 | - | 0 | 4 | 0 |
| 18 Nov | 371.85 | 4.2 | -7.2 | 23.81 | 4 | 2 | 2 |
| 17 Nov | 374.25 | 11.4 | 0 | 5.59 | 0 | 0 | 0 |
| 14 Nov | 371.15 | 11.4 | 0 | 4.88 | 0 | 0 | 0 |
| 13 Nov | 374.95 | 11.4 | 0 | 5.38 | 0 | 0 | 0 |
| 12 Nov | 375.45 | 11.4 | 0 | 5.53 | 0 | 0 | 0 |
| 11 Nov | 374.15 | 11.4 | 0 | 5.22 | 0 | 0 | 0 |
| 10 Nov | 365.15 | 11.4 | 0 | 3.43 | 0 | 0 | 0 |
| 6 Nov | 367.95 | 8.8 | -16.05 | - | 0 | 0 | 0 |
| 4 Nov | 372.95 | 8.8 | -16.05 | - | 0 | 2 | 0 |
| 3 Nov | 367.30 | 8.8 | -16.05 | 28.96 | 2 | 1 | 1 |
| 31 Oct | 356.80 | 24.85 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 357.60 | 24.85 | 0 | 1.75 | 0 | 0 | 0 |
| 29 Oct | 348.10 | 24.85 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 355 expiring on 30DEC2025
Delta for 355 PE is -0.25
Historical price for 355 PE is as follows
On 12 Dec BPCL was trading at 365.05. The strike last trading price was 2.7, which was -5.55 lower than the previous day. The implied volatity was 22.24, the open interest changed by 94 which increased total open position to 272
On 11 Dec BPCL was trading at 351.30. The strike last trading price was 8, which was 1.6 higher than the previous day. The implied volatity was 22.27, the open interest changed by -7 which decreased total open position to 180
On 10 Dec BPCL was trading at 355.15. The strike last trading price was 6.4, which was -0.1 lower than the previous day. The implied volatity was 22.17, the open interest changed by 1 which increased total open position to 189
On 9 Dec BPCL was trading at 355.05. The strike last trading price was 6.45, which was 0.05 higher than the previous day. The implied volatity was 21.79, the open interest changed by 26 which increased total open position to 191
On 8 Dec BPCL was trading at 357.55. The strike last trading price was 6.6, which was 1.9 higher than the previous day. The implied volatity was 24.48, the open interest changed by -14 which decreased total open position to 165
On 5 Dec BPCL was trading at 360.30. The strike last trading price was 4.6, which was -2.55 lower than the previous day. The implied volatity was 21.34, the open interest changed by 31 which increased total open position to 184
On 4 Dec BPCL was trading at 356.00. The strike last trading price was 7.4, which was 0.5 higher than the previous day. The implied volatity was 23.08, the open interest changed by -17 which decreased total open position to 153
On 3 Dec BPCL was trading at 358.40. The strike last trading price was 6.6, which was -0.35 lower than the previous day. The implied volatity was 24.17, the open interest changed by 14 which increased total open position to 168
On 2 Dec BPCL was trading at 358.75. The strike last trading price was 6.95, which was -1.5 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 156
On 1 Dec BPCL was trading at 354.00. The strike last trading price was 8.5, which was 1.75 higher than the previous day. The implied volatity was 23.39, the open interest changed by -1 which decreased total open position to 156
On 28 Nov BPCL was trading at 359.10. The strike last trading price was 6.65, which was 1.8 higher than the previous day. The implied volatity was 23.51, the open interest changed by -15 which decreased total open position to 157
On 27 Nov BPCL was trading at 364.70. The strike last trading price was 4.55, which was 0.3 higher than the previous day. The implied volatity was 22.56, the open interest changed by 21 which increased total open position to 169
On 26 Nov BPCL was trading at 367.65. The strike last trading price was 4.3, which was -3.8 lower than the previous day. The implied volatity was 23.75, the open interest changed by 65 which increased total open position to 150
On 25 Nov BPCL was trading at 355.85. The strike last trading price was 8.3, which was 1.45 higher than the previous day. The implied volatity was 23.43, the open interest changed by 66 which increased total open position to 97
On 24 Nov BPCL was trading at 359.65. The strike last trading price was 6.25, which was 0.7 higher than the previous day. The implied volatity was 23.75, the open interest changed by 6 which increased total open position to 30
On 21 Nov BPCL was trading at 364.55. The strike last trading price was 5.4, which was 0.15 higher than the previous day. The implied volatity was 23.85, the open interest changed by 17 which increased total open position to 23
On 20 Nov BPCL was trading at 365.05. The strike last trading price was 5.25, which was 1.05 higher than the previous day. The implied volatity was 23.43, the open interest changed by 2 which increased total open position to 6
On 19 Nov BPCL was trading at 365.65. The strike last trading price was 4.2, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 18 Nov BPCL was trading at 371.85. The strike last trading price was 4.2, which was -7.2 lower than the previous day. The implied volatity was 23.81, the open interest changed by 2 which increased total open position to 2
On 17 Nov BPCL was trading at 374.25. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 5.59, 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 11.4, which was 0 lower than the previous day. The implied volatity was 4.88, 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 11.4, which was 0 lower than the previous day. The implied volatity was 5.38, 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 11.4, which was 0 lower than the previous day. The implied volatity was 5.53, 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 11.4, which was 0 lower than the previous day. The implied volatity was 5.22, 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 11.4, which was 0 lower than the previous day. The implied volatity was 3.43, 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 8.8, which was -16.05 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 8.8, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Nov BPCL was trading at 367.30. The strike last trading price was 8.8, which was -16.05 lower than the previous day. The implied volatity was 28.96, the open interest changed by 1 which increased total open position to 1
On 31 Oct BPCL was trading at 356.80. The strike last trading price was 24.85, 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 24.85, which was 0 lower than the previous day. The implied volatity was 1.75, 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 24.85, 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































































































































































































































