BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
05 Dec 2025 02:46 PM IST
| BPCL 30-DEC-2025 362.5 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.38
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 359.25 | 7.75 | 1.55 | 21.44 | 340 | -27 | 175 | |||||||||
| 4 Dec | 356.00 | 5.8 | -1.6 | 20.86 | 184 | 10 | 203 | |||||||||
| 3 Dec | 358.40 | 7.2 | -0.6 | 20.20 | 250 | -26 | 191 | |||||||||
| 2 Dec | 358.75 | 7.7 | 1.2 | 20.42 | 400 | -50 | 218 | |||||||||
| 1 Dec | 354.00 | 6.45 | -2.7 | 22.61 | 476 | 101 | 268 | |||||||||
| 28 Nov | 359.10 | 9.35 | -2.55 | 22.19 | 187 | 37 | 168 | |||||||||
| 27 Nov | 364.70 | 12 | -1.3 | 20.60 | 150 | 17 | 129 | |||||||||
| 26 Nov | 367.65 | 13 | 5.8 | 18.09 | 198 | 21 | 112 | |||||||||
| 25 Nov | 355.85 | 7.3 | -3.15 | 20.04 | 130 | 33 | 92 | |||||||||
| 24 Nov | 359.65 | 10.2 | -3.15 | 19.26 | 31 | 7 | 59 | |||||||||
| 21 Nov | 364.55 | 13.35 | -1.4 | 20.06 | 26 | 17 | 51 | |||||||||
| 20 Nov | 365.05 | 15.25 | 0 | 23.47 | 14 | 9 | 33 | |||||||||
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| 19 Nov | 365.65 | 15.25 | -4.75 | 24.23 | 4 | 2 | 24 | |||||||||
| 18 Nov | 371.85 | 20 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 374.25 | 20 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 371.15 | 20 | 0 | 23.31 | 2 | -1 | 21 | |||||||||
| 13 Nov | 374.95 | 20 | -0.8 | 17.14 | 2 | 0 | 22 | |||||||||
| 12 Nov | 375.45 | 20.8 | -1.1 | 18.83 | 2 | -1 | 22 | |||||||||
| 11 Nov | 374.15 | 21.9 | 5.05 | 22.77 | 4 | 3 | 23 | |||||||||
| 10 Nov | 365.15 | 16.85 | -0.1 | 23.40 | 4 | -1 | 20 | |||||||||
| 7 Nov | 367.15 | 16.95 | 2.55 | 20.78 | 5 | 0 | 22 | |||||||||
For Bharat Petroleum Corp Lt - strike price 362.5 expiring on 30DEC2025
Delta for 362.5 CE is 0.50
Historical price for 362.5 CE is as follows
On 5 Dec BPCL was trading at 359.25. The strike last trading price was 7.75, which was 1.55 higher than the previous day. The implied volatity was 21.44, the open interest changed by -27 which decreased total open position to 175
On 4 Dec BPCL was trading at 356.00. The strike last trading price was 5.8, which was -1.6 lower than the previous day. The implied volatity was 20.86, the open interest changed by 10 which increased total open position to 203
On 3 Dec BPCL was trading at 358.40. The strike last trading price was 7.2, which was -0.6 lower than the previous day. The implied volatity was 20.20, the open interest changed by -26 which decreased total open position to 191
On 2 Dec BPCL was trading at 358.75. The strike last trading price was 7.7, which was 1.2 higher than the previous day. The implied volatity was 20.42, the open interest changed by -50 which decreased total open position to 218
On 1 Dec BPCL was trading at 354.00. The strike last trading price was 6.45, which was -2.7 lower than the previous day. The implied volatity was 22.61, the open interest changed by 101 which increased total open position to 268
On 28 Nov BPCL was trading at 359.10. The strike last trading price was 9.35, which was -2.55 lower than the previous day. The implied volatity was 22.19, the open interest changed by 37 which increased total open position to 168
On 27 Nov BPCL was trading at 364.70. The strike last trading price was 12, which was -1.3 lower than the previous day. The implied volatity was 20.60, the open interest changed by 17 which increased total open position to 129
On 26 Nov BPCL was trading at 367.65. The strike last trading price was 13, which was 5.8 higher than the previous day. The implied volatity was 18.09, the open interest changed by 21 which increased total open position to 112
On 25 Nov BPCL was trading at 355.85. The strike last trading price was 7.3, which was -3.15 lower than the previous day. The implied volatity was 20.04, the open interest changed by 33 which increased total open position to 92
On 24 Nov BPCL was trading at 359.65. The strike last trading price was 10.2, which was -3.15 lower than the previous day. The implied volatity was 19.26, the open interest changed by 7 which increased total open position to 59
On 21 Nov BPCL was trading at 364.55. The strike last trading price was 13.35, which was -1.4 lower than the previous day. The implied volatity was 20.06, the open interest changed by 17 which increased total open position to 51
On 20 Nov BPCL was trading at 365.05. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 23.47, the open interest changed by 9 which increased total open position to 33
On 19 Nov BPCL was trading at 365.65. The strike last trading price was 15.25, which was -4.75 lower than the previous day. The implied volatity was 24.23, the open interest changed by 2 which increased total open position to 24
On 18 Nov BPCL was trading at 371.85. The strike last trading price was 20, 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 20, 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 20, which was 0 lower than the previous day. The implied volatity was 23.31, the open interest changed by -1 which decreased total open position to 21
On 13 Nov BPCL was trading at 374.95. The strike last trading price was 20, which was -0.8 lower than the previous day. The implied volatity was 17.14, the open interest changed by 0 which decreased total open position to 22
On 12 Nov BPCL was trading at 375.45. The strike last trading price was 20.8, which was -1.1 lower than the previous day. The implied volatity was 18.83, the open interest changed by -1 which decreased total open position to 22
On 11 Nov BPCL was trading at 374.15. The strike last trading price was 21.9, which was 5.05 higher than the previous day. The implied volatity was 22.77, the open interest changed by 3 which increased total open position to 23
On 10 Nov BPCL was trading at 365.15. The strike last trading price was 16.85, which was -0.1 lower than the previous day. The implied volatity was 23.40, the open interest changed by -1 which decreased total open position to 20
On 7 Nov BPCL was trading at 367.15. The strike last trading price was 16.95, which was 2.55 higher than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 22
| BPCL 30DEC2025 362.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.38
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 359.25 | 8.25 | -2.85 | 21.12 | 80 | -10 | 192 |
| 4 Dec | 356.00 | 11.35 | 0.9 | 23.08 | 110 | -1 | 203 |
| 3 Dec | 358.40 | 10.05 | -0.5 | 23.99 | 86 | -24 | 206 |
| 2 Dec | 358.75 | 10.35 | -2 | 25.01 | 96 | -34 | 231 |
| 1 Dec | 354.00 | 12.2 | 2.1 | 22.40 | 407 | 158 | 266 |
| 28 Nov | 359.10 | 10 | 2.55 | 23.41 | 134 | 8 | 108 |
| 27 Nov | 364.70 | 7.2 | 0.6 | 22.41 | 201 | -18 | 100 |
| 26 Nov | 367.65 | 6.65 | -5.5 | 23.45 | 292 | 13 | 118 |
| 25 Nov | 355.85 | 12.3 | 2.25 | 23.95 | 85 | -4 | 105 |
| 24 Nov | 359.65 | 9.6 | 1 | 24.30 | 59 | 19 | 111 |
| 21 Nov | 364.55 | 8.6 | 0.5 | 24.89 | 11 | 2 | 92 |
| 20 Nov | 365.05 | 8.1 | -0.15 | 23.80 | 8 | -4 | 88 |
| 19 Nov | 365.65 | 8.6 | 1.85 | 23.91 | 13 | 2 | 92 |
| 18 Nov | 371.85 | 6.75 | 0.7 | 24.53 | 77 | 42 | 90 |
| 17 Nov | 374.25 | 6.05 | -1.15 | 24.90 | 40 | -3 | 40 |
| 14 Nov | 371.15 | 7.2 | 0.2 | 24.89 | 30 | -2 | 45 |
| 13 Nov | 374.95 | 7 | 0 | 26.53 | 24 | 12 | 48 |
| 12 Nov | 375.45 | 7 | -0.7 | 26.32 | 26 | -10 | 37 |
| 11 Nov | 374.15 | 7.7 | -2.8 | 26.69 | 18 | 1 | 47 |
| 10 Nov | 365.15 | 10.5 | 0.5 | 26.45 | 12 | 7 | 46 |
| 7 Nov | 367.15 | 10 | -3.5 | 26.06 | 7 | 2 | 39 |
For Bharat Petroleum Corp Lt - strike price 362.5 expiring on 30DEC2025
Delta for 362.5 PE is -0.50
Historical price for 362.5 PE is as follows
On 5 Dec BPCL was trading at 359.25. The strike last trading price was 8.25, which was -2.85 lower than the previous day. The implied volatity was 21.12, the open interest changed by -10 which decreased total open position to 192
On 4 Dec BPCL was trading at 356.00. The strike last trading price was 11.35, which was 0.9 higher than the previous day. The implied volatity was 23.08, the open interest changed by -1 which decreased total open position to 203
On 3 Dec BPCL was trading at 358.40. The strike last trading price was 10.05, which was -0.5 lower than the previous day. The implied volatity was 23.99, the open interest changed by -24 which decreased total open position to 206
On 2 Dec BPCL was trading at 358.75. The strike last trading price was 10.35, which was -2 lower than the previous day. The implied volatity was 25.01, the open interest changed by -34 which decreased total open position to 231
On 1 Dec BPCL was trading at 354.00. The strike last trading price was 12.2, which was 2.1 higher than the previous day. The implied volatity was 22.40, the open interest changed by 158 which increased total open position to 266
On 28 Nov BPCL was trading at 359.10. The strike last trading price was 10, which was 2.55 higher than the previous day. The implied volatity was 23.41, the open interest changed by 8 which increased total open position to 108
On 27 Nov BPCL was trading at 364.70. The strike last trading price was 7.2, which was 0.6 higher than the previous day. The implied volatity was 22.41, the open interest changed by -18 which decreased total open position to 100
On 26 Nov BPCL was trading at 367.65. The strike last trading price was 6.65, which was -5.5 lower than the previous day. The implied volatity was 23.45, the open interest changed by 13 which increased total open position to 118
On 25 Nov BPCL was trading at 355.85. The strike last trading price was 12.3, which was 2.25 higher than the previous day. The implied volatity was 23.95, the open interest changed by -4 which decreased total open position to 105
On 24 Nov BPCL was trading at 359.65. The strike last trading price was 9.6, which was 1 higher than the previous day. The implied volatity was 24.30, the open interest changed by 19 which increased total open position to 111
On 21 Nov BPCL was trading at 364.55. The strike last trading price was 8.6, which was 0.5 higher than the previous day. The implied volatity was 24.89, the open interest changed by 2 which increased total open position to 92
On 20 Nov BPCL was trading at 365.05. The strike last trading price was 8.1, which was -0.15 lower than the previous day. The implied volatity was 23.80, the open interest changed by -4 which decreased total open position to 88
On 19 Nov BPCL was trading at 365.65. The strike last trading price was 8.6, which was 1.85 higher than the previous day. The implied volatity was 23.91, the open interest changed by 2 which increased total open position to 92
On 18 Nov BPCL was trading at 371.85. The strike last trading price was 6.75, which was 0.7 higher than the previous day. The implied volatity was 24.53, the open interest changed by 42 which increased total open position to 90
On 17 Nov BPCL was trading at 374.25. The strike last trading price was 6.05, which was -1.15 lower than the previous day. The implied volatity was 24.90, the open interest changed by -3 which decreased total open position to 40
On 14 Nov BPCL was trading at 371.15. The strike last trading price was 7.2, which was 0.2 higher than the previous day. The implied volatity was 24.89, the open interest changed by -2 which decreased total open position to 45
On 13 Nov BPCL was trading at 374.95. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 26.53, the open interest changed by 12 which increased total open position to 48
On 12 Nov BPCL was trading at 375.45. The strike last trading price was 7, which was -0.7 lower than the previous day. The implied volatity was 26.32, the open interest changed by -10 which decreased total open position to 37
On 11 Nov BPCL was trading at 374.15. The strike last trading price was 7.7, which was -2.8 lower than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 47
On 10 Nov BPCL was trading at 365.15. The strike last trading price was 10.5, which was 0.5 higher than the previous day. The implied volatity was 26.45, the open interest changed by 7 which increased total open position to 46
On 7 Nov BPCL was trading at 367.15. The strike last trading price was 10, which was -3.5 lower than the previous day. The implied volatity was 26.06, the open interest changed by 2 which increased total open position to 39































































































































































































































