BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
06 Feb 2026 04:12 PM IST
| BPCL 24-FEB-2026 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.21
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 386.35 | 23.45 | 1.85 | 27.3 | 36 | -23 | 258 | |||||||||
| 5 Feb | 382.05 | 21.6 | -0.9 | 29.74 | 45 | -25 | 282 | |||||||||
| 4 Feb | 382.45 | 22.65 | 6.25 | 30.74 | 212 | -29 | 309 | |||||||||
| 3 Feb | 373.45 | 16.05 | 3.7 | 30.44 | 2,011 | 42 | 347 | |||||||||
| 2 Feb | 366.70 | 12.7 | 6.3 | 29.06 | 1,874 | 105 | 306 | |||||||||
| 1 Feb | 359.45 | 9.5 | -3.3 | 31.16 | 697 | -49 | 262 | |||||||||
| 30 Jan | 364.50 | 12.05 | -2.4 | 29.06 | 833 | 91 | 318 | |||||||||
| 29 Jan | 366.95 | 14.6 | 2.6 | 30.74 | 1,079 | -20 | 230 | |||||||||
| 28 Jan | 362.35 | 12.35 | 2.8 | 29.97 | 1,277 | 57 | 249 | |||||||||
| 27 Jan | 357.40 | 9.45 | 2.8 | 28.45 | 701 | -28 | 192 | |||||||||
| 23 Jan | 349.15 | 6.6 | -0.85 | 27.78 | 700 | 127 | 218 | |||||||||
| 22 Jan | 354.15 | 7.4 | 1.35 | 25.22 | 99 | -7 | 90 | |||||||||
| 21 Jan | 351.95 | 5.8 | -1.6 | 22.64 | 264 | 43 | 89 | |||||||||
| 20 Jan | 355.20 | 7.05 | -3.6 | 23.39 | 46 | 16 | 45 | |||||||||
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| 19 Jan | 361.25 | 10.5 | -2.3 | 24.89 | 34 | 25 | 28 | |||||||||
| 16 Jan | 363.20 | 12.8 | -9.8 | 24.21 | 5 | 3 | 3 | |||||||||
| 14 Jan | 356.90 | 22.6 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 13 Jan | 355.10 | 22.6 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 12 Jan | 358.75 | 22.6 | 0 | 0.48 | 0 | 0 | 0 | |||||||||
| 9 Jan | 354.15 | 22.6 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 8 Jan | 354.55 | 22.6 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
| 7 Jan | 368.20 | 22.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 370.80 | 22.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 377.90 | 22.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 381.45 | 22.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 381.50 | 22.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 384.00 | 22.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 365 expiring on 24FEB2026
Delta for 365 CE is 0.83
Historical price for 365 CE is as follows
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 23.45, which was 1.85 higher than the previous day. The implied volatity was 27.3, the open interest changed by -23 which decreased total open position to 258
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 21.6, which was -0.9 lower than the previous day. The implied volatity was 29.74, the open interest changed by -25 which decreased total open position to 282
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 22.65, which was 6.25 higher than the previous day. The implied volatity was 30.74, the open interest changed by -29 which decreased total open position to 309
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 16.05, which was 3.7 higher than the previous day. The implied volatity was 30.44, the open interest changed by 42 which increased total open position to 347
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 12.7, which was 6.3 higher than the previous day. The implied volatity was 29.06, the open interest changed by 105 which increased total open position to 306
On 1 Feb BPCL was trading at 359.45. The strike last trading price was 9.5, which was -3.3 lower than the previous day. The implied volatity was 31.16, the open interest changed by -49 which decreased total open position to 262
On 30 Jan BPCL was trading at 364.50. The strike last trading price was 12.05, which was -2.4 lower than the previous day. The implied volatity was 29.06, the open interest changed by 91 which increased total open position to 318
On 29 Jan BPCL was trading at 366.95. The strike last trading price was 14.6, which was 2.6 higher than the previous day. The implied volatity was 30.74, the open interest changed by -20 which decreased total open position to 230
On 28 Jan BPCL was trading at 362.35. The strike last trading price was 12.35, which was 2.8 higher than the previous day. The implied volatity was 29.97, the open interest changed by 57 which increased total open position to 249
On 27 Jan BPCL was trading at 357.40. The strike last trading price was 9.45, which was 2.8 higher than the previous day. The implied volatity was 28.45, the open interest changed by -28 which decreased total open position to 192
On 23 Jan BPCL was trading at 349.15. The strike last trading price was 6.6, which was -0.85 lower than the previous day. The implied volatity was 27.78, the open interest changed by 127 which increased total open position to 218
On 22 Jan BPCL was trading at 354.15. The strike last trading price was 7.4, which was 1.35 higher than the previous day. The implied volatity was 25.22, the open interest changed by -7 which decreased total open position to 90
On 21 Jan BPCL was trading at 351.95. The strike last trading price was 5.8, which was -1.6 lower than the previous day. The implied volatity was 22.64, the open interest changed by 43 which increased total open position to 89
On 20 Jan BPCL was trading at 355.20. The strike last trading price was 7.05, which was -3.6 lower than the previous day. The implied volatity was 23.39, the open interest changed by 16 which increased total open position to 45
On 19 Jan BPCL was trading at 361.25. The strike last trading price was 10.5, which was -2.3 lower than the previous day. The implied volatity was 24.89, the open interest changed by 25 which increased total open position to 28
On 16 Jan BPCL was trading at 363.20. The strike last trading price was 12.8, which was -9.8 lower than the previous day. The implied volatity was 24.21, the open interest changed by 3 which increased total open position to 3
On 14 Jan BPCL was trading at 356.90. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BPCL was trading at 355.10. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BPCL was trading at 358.75. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BPCL was trading at 354.15. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BPCL was trading at 354.55. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BPCL was trading at 368.20. The strike last trading price was 22.6, 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 6 Jan BPCL was trading at 370.80. The strike last trading price was 22.6, 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 5 Jan BPCL was trading at 377.90. The strike last trading price was 22.6, 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 2 Jan BPCL was trading at 381.45. The strike last trading price was 22.6, 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 1 Jan BPCL was trading at 381.50. The strike last trading price was 22.6, 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 31 Dec BPCL was trading at 384.00. The strike last trading price was 22.6, 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
| BPCL 24FEB2026 365 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.2
Vega: 0.24
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 386.35 | 3 | -1.2 | 31.28 | 215 | 13 | 249 |
| 5 Feb | 382.05 | 4.25 | -0.3 | 32.53 | 342 | -62 | 251 |
| 4 Feb | 382.45 | 4.45 | -2.15 | 33.08 | 342 | 25 | 313 |
| 3 Feb | 373.45 | 6.85 | -2.2 | 31.02 | 880 | 75 | 297 |
| 2 Feb | 366.70 | 8.65 | -13.35 | 29.89 | 473 | 147 | 220 |
| 1 Feb | 359.45 | 15.4 | 2.75 | 37.28 | 441 | -26 | 142 |
| 30 Jan | 364.50 | 12.85 | 1.75 | 36.44 | 487 | 32 | 167 |
| 29 Jan | 366.95 | 10.95 | -1.55 | 34.24 | 402 | 46 | 133 |
| 28 Jan | 362.35 | 12 | -2.85 | 31.85 | 235 | 43 | 86 |
| 27 Jan | 357.40 | 14.85 | -6.95 | 32.1 | 28 | 5 | 46 |
| 23 Jan | 349.15 | 21.8 | 3.6 | 35.64 | 35 | 13 | 40 |
| 22 Jan | 354.15 | 18.2 | -3.35 | 32.64 | 14 | 12 | 25 |
| 21 Jan | 351.95 | 21.55 | 4.8 | 37.66 | 15 | 10 | 11 |
| 20 Jan | 355.20 | 16.75 | 2.05 | 28.74 | 5 | 1 | 1 |
| 19 Jan | 361.25 | 14.7 | 0 | 0.06 | 0 | 0 | 0 |
| 16 Jan | 363.20 | 14.7 | 0 | 0.76 | 0 | 0 | 0 |
| 14 Jan | 356.90 | 14.7 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 355.10 | 14.7 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 358.75 | 14.7 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 354.15 | 14.7 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 354.55 | 14.7 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 368.20 | 14.7 | 0 | 1.86 | 0 | 0 | 0 |
| 6 Jan | 370.80 | 14.7 | 0 | 2.27 | 0 | 0 | 0 |
| 5 Jan | 377.90 | 14.7 | 0 | 3.9 | 0 | 0 | 0 |
| 2 Jan | 381.45 | 14.7 | 0 | 4.6 | 0 | 0 | 0 |
| 1 Jan | 381.50 | 14.7 | 0 | 4.44 | 0 | 0 | 0 |
| 31 Dec | 384.00 | 14.7 | 0 | 4.97 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 365 expiring on 24FEB2026
Delta for 365 PE is -0.2
Historical price for 365 PE is as follows
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 3, which was -1.2 lower than the previous day. The implied volatity was 31.28, the open interest changed by 13 which increased total open position to 249
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 4.25, which was -0.3 lower than the previous day. The implied volatity was 32.53, the open interest changed by -62 which decreased total open position to 251
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 4.45, which was -2.15 lower than the previous day. The implied volatity was 33.08, the open interest changed by 25 which increased total open position to 313
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 6.85, which was -2.2 lower than the previous day. The implied volatity was 31.02, the open interest changed by 75 which increased total open position to 297
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 8.65, which was -13.35 lower than the previous day. The implied volatity was 29.89, the open interest changed by 147 which increased total open position to 220
On 1 Feb BPCL was trading at 359.45. The strike last trading price was 15.4, which was 2.75 higher than the previous day. The implied volatity was 37.28, the open interest changed by -26 which decreased total open position to 142
On 30 Jan BPCL was trading at 364.50. The strike last trading price was 12.85, which was 1.75 higher than the previous day. The implied volatity was 36.44, the open interest changed by 32 which increased total open position to 167
On 29 Jan BPCL was trading at 366.95. The strike last trading price was 10.95, which was -1.55 lower than the previous day. The implied volatity was 34.24, the open interest changed by 46 which increased total open position to 133
On 28 Jan BPCL was trading at 362.35. The strike last trading price was 12, which was -2.85 lower than the previous day. The implied volatity was 31.85, the open interest changed by 43 which increased total open position to 86
On 27 Jan BPCL was trading at 357.40. The strike last trading price was 14.85, which was -6.95 lower than the previous day. The implied volatity was 32.1, the open interest changed by 5 which increased total open position to 46
On 23 Jan BPCL was trading at 349.15. The strike last trading price was 21.8, which was 3.6 higher than the previous day. The implied volatity was 35.64, the open interest changed by 13 which increased total open position to 40
On 22 Jan BPCL was trading at 354.15. The strike last trading price was 18.2, which was -3.35 lower than the previous day. The implied volatity was 32.64, the open interest changed by 12 which increased total open position to 25
On 21 Jan BPCL was trading at 351.95. The strike last trading price was 21.55, which was 4.8 higher than the previous day. The implied volatity was 37.66, the open interest changed by 10 which increased total open position to 11
On 20 Jan BPCL was trading at 355.20. The strike last trading price was 16.75, which was 2.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by 1 which increased total open position to 1
On 19 Jan BPCL was trading at 361.25. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BPCL was trading at 363.20. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BPCL was trading at 356.90. The strike last trading price was 14.7, 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 Jan BPCL was trading at 355.10. The strike last trading price was 14.7, 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 Jan BPCL was trading at 358.75. The strike last trading price was 14.7, 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 Jan BPCL was trading at 354.15. The strike last trading price was 14.7, 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 Jan BPCL was trading at 354.55. The strike last trading price was 14.7, 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 7 Jan BPCL was trading at 368.20. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BPCL was trading at 370.80. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
On 5 Jan BPCL was trading at 377.90. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 3.9, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BPCL was trading at 381.45. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BPCL was trading at 381.50. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BPCL was trading at 384.00. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
