BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
07 Jan 2026 12:56 PM IST
| BPCL 27-JAN-2026 365 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.33
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 Jan | 368.50 | 11.8 | -2 | 25.72 | 58 | 5 | 112 | |||||||||
| 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 | |||||||||
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| 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 368.50. The strike last trading price was 11.8, which was -2 lower than the previous day. The implied volatity was 25.72, the open interest changed by 5 which increased total open position to 112
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.33
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 Jan | 368.50 | 7.6 | 1.15 | 29.48 | 604 | 118 | 440 |
| 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 368.50. The strike last trading price was 7.6, which was 1.15 higher than the previous day. The implied volatity was 29.48, the open interest changed by 118 which increased total open position to 440
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































































































































































































































