[--[65.84.65.76]--]

BPCL

Bharat Petroleum Corp Lt
368.85 -1.95 (-0.53%)
L: 367.45 H: 373.4

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Historical option data for BPCL

07 Jan 2026 01:31 PM IST
BPCL 27-JAN-2026 365 CE
Delta: 0.61
Vega: 0.33
Theta: -0.27
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
7 Jan 368.70 11.95 -1.85 25.73 60 7 114
6 Jan 370.80 12.9 -5.65 25.41 357 36 106
5 Jan 377.90 18.55 -3.3 25.80 27 -4 70
2 Jan 381.45 21.85 -2.7 - 0 0 74
1 Jan 381.50 21.85 -2.7 25.02 30 0 75
31 Dec 384.00 24.2 10.25 25.67 131 -9 77
30 Dec 369.50 13.95 -0.95 25.01 88 -7 88
29 Dec 371.60 14.45 2.2 22.67 159 34 95
26 Dec 366.00 12.35 0.05 23.55 105 42 60
24 Dec 365.90 12.25 -3.75 23.61 22 2 15
23 Dec 370.00 16 0.9 25.35 3 0 12
22 Dec 369.90 15.35 4.45 22.49 22 0 11
19 Dec 365.95 10.9 -1.1 18.46 6 5 10
18 Dec 363.35 12 -2 22.40 4 3 4
17 Dec 368.35 14 -3 - 0 0 1
16 Dec 368.15 14 -3 19.76 1 0 0
15 Dec 367.00 17 0 - 0 0 0
12 Dec 365.05 17 0 - 0 0 0
11 Dec 351.30 17 0 2.19 0 0 0
10 Dec 355.15 17 0 1.26 0 0 0
9 Dec 355.05 17 0 1.21 0 0 0
8 Dec 357.55 17 0 0.79 0 0 0
5 Dec 360.30 17 0 - 0 0 0
4 Dec 356.00 17 0 1.13 0 0 0
3 Dec 358.40 17 0 0.36 0 0 0
2 Dec 358.75 17 0 0.16 0 0 0
1 Dec 354.00 17 0 1.42 0 0 0
28 Nov 359.10 17 0 - 0 0 0
27 Nov 364.70 17 0 - 0 0 0
26 Nov 367.65 17 0 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 365 expiring on 27JAN2026

Delta for 365 CE is 0.61

Historical price for 365 CE is as follows

On 7 Jan BPCL was trading at 368.70. The strike last trading price was 11.95, which was -1.85 lower than the previous day. The implied volatity was 25.73, the open interest changed by 7 which increased total open position to 114


On 6 Jan BPCL was trading at 370.80. The strike last trading price was 12.9, which was -5.65 lower than the previous day. The implied volatity was 25.41, the open interest changed by 36 which increased total open position to 106


On 5 Jan BPCL was trading at 377.90. The strike last trading price was 18.55, which was -3.3 lower than the previous day. The implied volatity was 25.80, the open interest changed by -4 which decreased total open position to 70


On 2 Jan BPCL was trading at 381.45. The strike last trading price was 21.85, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74


On 1 Jan BPCL was trading at 381.50. The strike last trading price was 21.85, which was -2.7 lower than the previous day. The implied volatity was 25.02, the open interest changed by 0 which decreased total open position to 75


On 31 Dec BPCL was trading at 384.00. The strike last trading price was 24.2, which was 10.25 higher than the previous day. The implied volatity was 25.67, the open interest changed by -9 which decreased total open position to 77


On 30 Dec BPCL was trading at 369.50. The strike last trading price was 13.95, which was -0.95 lower than the previous day. The implied volatity was 25.01, the open interest changed by -7 which decreased total open position to 88


On 29 Dec BPCL was trading at 371.60. The strike last trading price was 14.45, which was 2.2 higher than the previous day. The implied volatity was 22.67, the open interest changed by 34 which increased total open position to 95


On 26 Dec BPCL was trading at 366.00. The strike last trading price was 12.35, which was 0.05 higher than the previous day. The implied volatity was 23.55, the open interest changed by 42 which increased total open position to 60


On 24 Dec BPCL was trading at 365.90. The strike last trading price was 12.25, which was -3.75 lower than the previous day. The implied volatity was 23.61, the open interest changed by 2 which increased total open position to 15


On 23 Dec BPCL was trading at 370.00. The strike last trading price was 16, which was 0.9 higher than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 12


On 22 Dec BPCL was trading at 369.90. The strike last trading price was 15.35, which was 4.45 higher than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 11


On 19 Dec BPCL was trading at 365.95. The strike last trading price was 10.9, which was -1.1 lower than the previous day. The implied volatity was 18.46, the open interest changed by 5 which increased total open position to 10


On 18 Dec BPCL was trading at 363.35. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 22.40, the open interest changed by 3 which increased total open position to 4


On 17 Dec BPCL was trading at 368.35. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec BPCL was trading at 368.15. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 19.76, the open interest changed by 0 which decreased total open position to 0


On 15 Dec BPCL was trading at 367.00. The strike last trading price was 17, 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 Dec BPCL was trading at 365.05. The strike last trading price was 17, 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 Dec BPCL was trading at 351.30. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BPCL was trading at 355.15. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BPCL was trading at 355.05. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 8 Dec BPCL was trading at 357.55. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BPCL was trading at 360.30. The strike last trading price was 17, 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 Dec BPCL was trading at 356.00. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BPCL was trading at 358.40. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BPCL was trading at 358.75. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.16, 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 17, which was 0 lower than the previous day. The implied volatity was 1.42, 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 17, 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 27 Nov BPCL was trading at 364.70. The strike last trading price was 17, 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 26 Nov BPCL was trading at 367.65. The strike last trading price was 17, 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 27JAN2026 365 PE
Delta: -0.40
Vega: 0.33
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
7 Jan 368.70 7.35 0.9 29.05 631 127 449
6 Jan 370.80 6.85 2.8 28.52 2,238 103 327
5 Jan 377.90 4.25 1.05 27.44 581 60 225
2 Jan 381.45 3.15 -0.15 25.39 118 19 165
1 Jan 381.50 3.35 0.15 25.33 189 7 147
31 Dec 384.00 3.15 -3.8 25.98 581 -8 141
30 Dec 369.50 6.9 -0.2 24.73 191 -7 150
29 Dec 371.60 7.4 -1.45 27.40 232 50 156
26 Dec 366.00 8.85 0.15 25.16 112 25 106
24 Dec 365.90 8.85 1.15 23.69 100 14 79
23 Dec 370.00 7.7 0.8 25.08 85 35 65
22 Dec 369.90 6.8 -3.8 23.26 40 18 24
19 Dec 365.95 10.6 0.1 - 0 0 6
18 Dec 363.35 10.6 0.1 24.76 4 0 6
17 Dec 368.35 10.5 -0.5 28.23 7 5 6
16 Dec 368.15 11 -11.35 28.97 1 0 0
15 Dec 367.00 22.35 0 1.58 0 0 0
12 Dec 365.05 22.35 0 1.37 0 0 0
11 Dec 351.30 22.35 0 - 0 0 0
10 Dec 355.15 22.35 0 - 0 0 0
9 Dec 355.05 22.35 0 - 0 0 0
8 Dec 357.55 22.35 0 - 0 0 0
5 Dec 360.30 22.35 0 0.19 0 0 0
4 Dec 356.00 22.35 0 - 0 0 0
3 Dec 358.40 22.35 0 - 0 0 0
2 Dec 358.75 22.35 0 - 0 0 0
1 Dec 354.00 22.35 0 - 0 0 0
28 Nov 359.10 22.35 0 0.04 0 0 0
27 Nov 364.70 22.35 0 1.35 0 0 0
26 Nov 367.65 22.35 0 1.70 0 0 0


For Bharat Petroleum Corp Lt - strike price 365 expiring on 27JAN2026

Delta for 365 PE is -0.40

Historical price for 365 PE is as follows

On 7 Jan BPCL was trading at 368.70. The strike last trading price was 7.35, which was 0.9 higher than the previous day. The implied volatity was 29.05, the open interest changed by 127 which increased total open position to 449


On 6 Jan BPCL was trading at 370.80. The strike last trading price was 6.85, which was 2.8 higher than the previous day. The implied volatity was 28.52, the open interest changed by 103 which increased total open position to 327


On 5 Jan BPCL was trading at 377.90. The strike last trading price was 4.25, which was 1.05 higher than the previous day. The implied volatity was 27.44, the open interest changed by 60 which increased total open position to 225


On 2 Jan BPCL was trading at 381.45. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 25.39, the open interest changed by 19 which increased total open position to 165


On 1 Jan BPCL was trading at 381.50. The strike last trading price was 3.35, which was 0.15 higher than the previous day. The implied volatity was 25.33, the open interest changed by 7 which increased total open position to 147


On 31 Dec BPCL was trading at 384.00. The strike last trading price was 3.15, which was -3.8 lower than the previous day. The implied volatity was 25.98, the open interest changed by -8 which decreased total open position to 141


On 30 Dec BPCL was trading at 369.50. The strike last trading price was 6.9, which was -0.2 lower than the previous day. The implied volatity was 24.73, the open interest changed by -7 which decreased total open position to 150


On 29 Dec BPCL was trading at 371.60. The strike last trading price was 7.4, which was -1.45 lower than the previous day. The implied volatity was 27.40, the open interest changed by 50 which increased total open position to 156


On 26 Dec BPCL was trading at 366.00. The strike last trading price was 8.85, which was 0.15 higher than the previous day. The implied volatity was 25.16, the open interest changed by 25 which increased total open position to 106


On 24 Dec BPCL was trading at 365.90. The strike last trading price was 8.85, which was 1.15 higher than the previous day. The implied volatity was 23.69, the open interest changed by 14 which increased total open position to 79


On 23 Dec BPCL was trading at 370.00. The strike last trading price was 7.7, which was 0.8 higher than the previous day. The implied volatity was 25.08, the open interest changed by 35 which increased total open position to 65


On 22 Dec BPCL was trading at 369.90. The strike last trading price was 6.8, which was -3.8 lower than the previous day. The implied volatity was 23.26, the open interest changed by 18 which increased total open position to 24


On 19 Dec BPCL was trading at 365.95. The strike last trading price was 10.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 18 Dec BPCL was trading at 363.35. The strike last trading price was 10.6, which was 0.1 higher than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 6


On 17 Dec BPCL was trading at 368.35. The strike last trading price was 10.5, which was -0.5 lower than the previous day. The implied volatity was 28.23, the open interest changed by 5 which increased total open position to 6


On 16 Dec BPCL was trading at 368.15. The strike last trading price was 11, which was -11.35 lower than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 0


On 15 Dec BPCL was trading at 367.00. The strike last trading price was 22.35, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BPCL was trading at 365.05. The strike last trading price was 22.35, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 11 Dec BPCL was trading at 351.30. The strike last trading price was 22.35, 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 Dec BPCL was trading at 355.15. The strike last trading price was 22.35, 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 9 Dec BPCL was trading at 355.05. The strike last trading price was 22.35, 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 8 Dec BPCL was trading at 357.55. The strike last trading price was 22.35, 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 5 Dec BPCL was trading at 360.30. The strike last trading price was 22.35, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BPCL was trading at 356.00. The strike last trading price was 22.35, 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 Dec BPCL was trading at 358.40. The strike last trading price was 22.35, 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 2 Dec BPCL was trading at 358.75. The strike last trading price was 22.35, 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 1 Dec BPCL was trading at 354.00. The strike last trading price was 22.35, 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 Nov BPCL was trading at 359.10. The strike last trading price was 22.35, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 27 Nov BPCL was trading at 364.70. The strike last trading price was 22.35, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BPCL was trading at 367.65. The strike last trading price was 22.35, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0