BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
15 Dec 2025 04:12 PM IST
| BPCL 30-DEC-2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.29
Theta: -0.26
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 367.00 | 8.05 | 0.55 | 21.32 | 3,863 | -45 | 651 | |||||||||
| 12 Dec | 365.05 | 7.65 | 4.8 | 20.82 | 2,200 | -50 | 693 | |||||||||
| 11 Dec | 351.30 | 2.8 | -1.35 | 22.00 | 465 | 28 | 741 | |||||||||
| 10 Dec | 355.15 | 4.25 | 0.1 | 22.64 | 860 | 4 | 713 | |||||||||
| 9 Dec | 355.05 | 4.15 | -0.85 | 21.79 | 654 | 16 | 712 | |||||||||
| 8 Dec | 357.55 | 4.8 | -2 | 20.83 | 1,055 | 55 | 696 | |||||||||
| 5 Dec | 360.30 | 6.85 | 1.6 | 20.70 | 955 | 167 | 645 | |||||||||
| 4 Dec | 356.00 | 5 | -1.25 | 21.20 | 283 | 19 | 478 | |||||||||
| 3 Dec | 358.40 | 6.2 | -0.6 | 20.42 | 284 | 19 | 459 | |||||||||
| 2 Dec | 358.75 | 6.7 | 1.3 | 20.71 | 513 | -5 | 440 | |||||||||
| 1 Dec | 354.00 | 5.35 | -2.65 | 22.10 | 536 | 49 | 446 | |||||||||
| 28 Nov | 359.10 | 8 | -2.4 | 21.72 | 335 | 72 | 398 | |||||||||
| 27 Nov | 364.70 | 10.7 | -1.15 | 20.83 | 639 | 98 | 324 | |||||||||
| 26 Nov | 367.65 | 11.65 | 5.35 | 18.59 | 914 | 66 | 225 | |||||||||
| 25 Nov | 355.85 | 6.2 | -2.7 | 19.83 | 281 | 35 | 159 | |||||||||
| 24 Nov | 359.65 | 9.5 | -2.45 | 20.55 | 170 | 49 | 124 | |||||||||
| 21 Nov | 364.55 | 12 | -1.85 | 20.25 | 107 | 22 | 74 | |||||||||
| 20 Nov | 365.05 | 13.8 | 0.8 | 23.38 | 43 | 25 | 48 | |||||||||
| 19 Nov | 365.65 | 13 | -7.4 | 22.40 | 1 | 0 | 24 | |||||||||
| 18 Nov | 371.85 | 20.4 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 374.25 | 20.4 | -0.1 | 24.68 | 1 | 0 | 24 | |||||||||
| 14 Nov | 371.15 | 20.5 | -0.6 | 27.58 | 1 | 0 | 24 | |||||||||
|
|
||||||||||||||||
| 13 Nov | 374.95 | 21.1 | 0.55 | - | 0 | -1 | 0 | |||||||||
| 12 Nov | 375.45 | 21.1 | 0.55 | 23.79 | 4 | -1 | 24 | |||||||||
| 11 Nov | 374.15 | 20.55 | -0.4 | 23.41 | 29 | 15 | 15 | |||||||||
| 10 Nov | 365.15 | 20.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 367.95 | 18.5 | 6.7 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 372.95 | 18.5 | 6.7 | 18.91 | 1 | 0 | 1 | |||||||||
| 3 Nov | 367.30 | 11.8 | 1 | - | 0 | 1 | 0 | |||||||||
| 31 Oct | 356.80 | 11.8 | 1 | - | 1 | 0 | 0 | |||||||||
| 30 Oct | 357.60 | 10.8 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 29 Oct | 348.10 | 10.8 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 365 expiring on 30DEC2025
Delta for 365 CE is 0.59
Historical price for 365 CE is as follows
On 15 Dec BPCL was trading at 367.00. The strike last trading price was 8.05, which was 0.55 higher than the previous day. The implied volatity was 21.32, the open interest changed by -45 which decreased total open position to 651
On 12 Dec BPCL was trading at 365.05. The strike last trading price was 7.65, which was 4.8 higher than the previous day. The implied volatity was 20.82, the open interest changed by -50 which decreased total open position to 693
On 11 Dec BPCL was trading at 351.30. The strike last trading price was 2.8, which was -1.35 lower than the previous day. The implied volatity was 22.00, the open interest changed by 28 which increased total open position to 741
On 10 Dec BPCL was trading at 355.15. The strike last trading price was 4.25, which was 0.1 higher than the previous day. The implied volatity was 22.64, the open interest changed by 4 which increased total open position to 713
On 9 Dec BPCL was trading at 355.05. The strike last trading price was 4.15, which was -0.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by 16 which increased total open position to 712
On 8 Dec BPCL was trading at 357.55. The strike last trading price was 4.8, which was -2 lower than the previous day. The implied volatity was 20.83, the open interest changed by 55 which increased total open position to 696
On 5 Dec BPCL was trading at 360.30. The strike last trading price was 6.85, which was 1.6 higher than the previous day. The implied volatity was 20.70, the open interest changed by 167 which increased total open position to 645
On 4 Dec BPCL was trading at 356.00. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was 21.20, the open interest changed by 19 which increased total open position to 478
On 3 Dec BPCL was trading at 358.40. The strike last trading price was 6.2, which was -0.6 lower than the previous day. The implied volatity was 20.42, the open interest changed by 19 which increased total open position to 459
On 2 Dec BPCL was trading at 358.75. The strike last trading price was 6.7, which was 1.3 higher than the previous day. The implied volatity was 20.71, the open interest changed by -5 which decreased total open position to 440
On 1 Dec BPCL was trading at 354.00. The strike last trading price was 5.35, which was -2.65 lower than the previous day. The implied volatity was 22.10, the open interest changed by 49 which increased total open position to 446
On 28 Nov BPCL was trading at 359.10. The strike last trading price was 8, which was -2.4 lower than the previous day. The implied volatity was 21.72, the open interest changed by 72 which increased total open position to 398
On 27 Nov BPCL was trading at 364.70. The strike last trading price was 10.7, which was -1.15 lower than the previous day. The implied volatity was 20.83, the open interest changed by 98 which increased total open position to 324
On 26 Nov BPCL was trading at 367.65. The strike last trading price was 11.65, which was 5.35 higher than the previous day. The implied volatity was 18.59, the open interest changed by 66 which increased total open position to 225
On 25 Nov BPCL was trading at 355.85. The strike last trading price was 6.2, which was -2.7 lower than the previous day. The implied volatity was 19.83, the open interest changed by 35 which increased total open position to 159
On 24 Nov BPCL was trading at 359.65. The strike last trading price was 9.5, which was -2.45 lower than the previous day. The implied volatity was 20.55, the open interest changed by 49 which increased total open position to 124
On 21 Nov BPCL was trading at 364.55. The strike last trading price was 12, which was -1.85 lower than the previous day. The implied volatity was 20.25, the open interest changed by 22 which increased total open position to 74
On 20 Nov BPCL was trading at 365.05. The strike last trading price was 13.8, which was 0.8 higher than the previous day. The implied volatity was 23.38, the open interest changed by 25 which increased total open position to 48
On 19 Nov BPCL was trading at 365.65. The strike last trading price was 13, which was -7.4 lower than the previous day. The implied volatity was 22.40, the open interest changed by 0 which decreased total open position to 24
On 18 Nov BPCL was trading at 371.85. The strike last trading price was 20.4, which was -0.1 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 20.4, which was -0.1 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 24
On 14 Nov BPCL was trading at 371.15. The strike last trading price was 20.5, which was -0.6 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 24
On 13 Nov BPCL was trading at 374.95. The strike last trading price was 21.1, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Nov BPCL was trading at 375.45. The strike last trading price was 21.1, which was 0.55 higher than the previous day. The implied volatity was 23.79, the open interest changed by -1 which decreased total open position to 24
On 11 Nov BPCL was trading at 374.15. The strike last trading price was 20.55, which was -0.4 lower than the previous day. The implied volatity was 23.41, the open interest changed by 15 which increased total open position to 15
On 10 Nov BPCL was trading at 365.15. The strike last trading price was 20.95, 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 18.5, which was 6.7 higher 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 18.5, which was 6.7 higher than the previous day. The implied volatity was 18.91, the open interest changed by 0 which decreased total open position to 1
On 3 Nov BPCL was trading at 367.30. The strike last trading price was 11.8, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct BPCL was trading at 356.80. The strike last trading price was 11.8, which was 1 higher 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 10.8, which was 0 lower than the previous day. The implied volatity was 0.22, 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 10.8, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| BPCL 30DEC2025 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.29
Theta: -0.19
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 367.00 | 5.65 | -0.8 | 24.24 | 739 | 69 | 224 |
| 12 Dec | 365.05 | 6.05 | -8.65 | 21.43 | 290 | 24 | 157 |
| 11 Dec | 351.30 | 14.7 | 2.35 | 23.11 | 17 | -8 | 132 |
| 10 Dec | 355.15 | 12 | -0.2 | 21.81 | 35 | -5 | 140 |
| 9 Dec | 355.05 | 12.2 | 0.8 | 21.93 | 21 | -4 | 146 |
| 8 Dec | 357.55 | 11.5 | 2.25 | 23.48 | 57 | 0 | 151 |
| 5 Dec | 360.30 | 9.25 | -3.75 | 21.75 | 49 | -2 | 151 |
| 4 Dec | 356.00 | 13 | 1.3 | 23.40 | 27 | -13 | 152 |
| 3 Dec | 358.40 | 11.4 | -0.45 | 23.90 | 52 | -3 | 166 |
| 2 Dec | 358.75 | 11.85 | -2.15 | 25.38 | 38 | -10 | 168 |
| 1 Dec | 354.00 | 13.9 | 2.4 | 22.74 | 54 | -2 | 179 |
| 28 Nov | 359.10 | 11.35 | 2.7 | 23.46 | 245 | -23 | 182 |
| 27 Nov | 364.70 | 8.5 | 0.8 | 22.88 | 552 | -25 | 204 |
| 26 Nov | 367.65 | 7.75 | -5.6 | 23.68 | 513 | 119 | 230 |
| 25 Nov | 355.85 | 13.15 | 1.75 | 22.58 | 51 | 2 | 111 |
| 24 Nov | 359.65 | 10.95 | 1.5 | 24.59 | 110 | 21 | 106 |
| 21 Nov | 364.55 | 9.3 | -0.15 | 24.06 | 163 | 32 | 85 |
| 20 Nov | 365.05 | 9.55 | -0.1 | 24.61 | 55 | 33 | 51 |
| 19 Nov | 365.65 | 9.85 | 2 | 24.23 | 16 | 13 | 18 |
| 18 Nov | 371.85 | 7.85 | 1.65 | 24.94 | 5 | 3 | 5 |
| 17 Nov | 374.25 | 6.2 | -0.95 | 23.42 | 8 | -2 | 1 |
| 14 Nov | 371.15 | 7.15 | -8.55 | 22.92 | 3 | 0 | 0 |
| 13 Nov | 374.95 | 15.7 | 0 | 3.17 | 0 | 0 | 0 |
| 12 Nov | 375.45 | 15.7 | 0 | 3.36 | 0 | 0 | 0 |
| 11 Nov | 374.15 | 15.7 | 0 | 3.05 | 0 | 0 | 0 |
| 10 Nov | 365.15 | 15.7 | 0 | 1.29 | 0 | 0 | 0 |
| 6 Nov | 367.95 | 31.3 | 0 | 1.90 | 0 | 0 | 0 |
| 4 Nov | 372.95 | 31.3 | 0 | 2.77 | 0 | 0 | 0 |
| 3 Nov | 367.30 | 31.3 | 0 | 1.86 | 0 | 0 | 0 |
| 31 Oct | 356.80 | 31.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 357.60 | 31.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 348.10 | 31.3 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 365 expiring on 30DEC2025
Delta for 365 PE is -0.42
Historical price for 365 PE is as follows
On 15 Dec BPCL was trading at 367.00. The strike last trading price was 5.65, which was -0.8 lower than the previous day. The implied volatity was 24.24, the open interest changed by 69 which increased total open position to 224
On 12 Dec BPCL was trading at 365.05. The strike last trading price was 6.05, which was -8.65 lower than the previous day. The implied volatity was 21.43, the open interest changed by 24 which increased total open position to 157
On 11 Dec BPCL was trading at 351.30. The strike last trading price was 14.7, which was 2.35 higher than the previous day. The implied volatity was 23.11, the open interest changed by -8 which decreased total open position to 132
On 10 Dec BPCL was trading at 355.15. The strike last trading price was 12, which was -0.2 lower than the previous day. The implied volatity was 21.81, the open interest changed by -5 which decreased total open position to 140
On 9 Dec BPCL was trading at 355.05. The strike last trading price was 12.2, which was 0.8 higher than the previous day. The implied volatity was 21.93, the open interest changed by -4 which decreased total open position to 146
On 8 Dec BPCL was trading at 357.55. The strike last trading price was 11.5, which was 2.25 higher than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 151
On 5 Dec BPCL was trading at 360.30. The strike last trading price was 9.25, which was -3.75 lower than the previous day. The implied volatity was 21.75, the open interest changed by -2 which decreased total open position to 151
On 4 Dec BPCL was trading at 356.00. The strike last trading price was 13, which was 1.3 higher than the previous day. The implied volatity was 23.40, the open interest changed by -13 which decreased total open position to 152
On 3 Dec BPCL was trading at 358.40. The strike last trading price was 11.4, which was -0.45 lower than the previous day. The implied volatity was 23.90, the open interest changed by -3 which decreased total open position to 166
On 2 Dec BPCL was trading at 358.75. The strike last trading price was 11.85, which was -2.15 lower than the previous day. The implied volatity was 25.38, the open interest changed by -10 which decreased total open position to 168
On 1 Dec BPCL was trading at 354.00. The strike last trading price was 13.9, which was 2.4 higher than the previous day. The implied volatity was 22.74, the open interest changed by -2 which decreased total open position to 179
On 28 Nov BPCL was trading at 359.10. The strike last trading price was 11.35, which was 2.7 higher than the previous day. The implied volatity was 23.46, the open interest changed by -23 which decreased total open position to 182
On 27 Nov BPCL was trading at 364.70. The strike last trading price was 8.5, which was 0.8 higher than the previous day. The implied volatity was 22.88, the open interest changed by -25 which decreased total open position to 204
On 26 Nov BPCL was trading at 367.65. The strike last trading price was 7.75, which was -5.6 lower than the previous day. The implied volatity was 23.68, the open interest changed by 119 which increased total open position to 230
On 25 Nov BPCL was trading at 355.85. The strike last trading price was 13.15, which was 1.75 higher than the previous day. The implied volatity was 22.58, the open interest changed by 2 which increased total open position to 111
On 24 Nov BPCL was trading at 359.65. The strike last trading price was 10.95, which was 1.5 higher than the previous day. The implied volatity was 24.59, the open interest changed by 21 which increased total open position to 106
On 21 Nov BPCL was trading at 364.55. The strike last trading price was 9.3, which was -0.15 lower than the previous day. The implied volatity was 24.06, the open interest changed by 32 which increased total open position to 85
On 20 Nov BPCL was trading at 365.05. The strike last trading price was 9.55, which was -0.1 lower than the previous day. The implied volatity was 24.61, the open interest changed by 33 which increased total open position to 51
On 19 Nov BPCL was trading at 365.65. The strike last trading price was 9.85, which was 2 higher than the previous day. The implied volatity was 24.23, the open interest changed by 13 which increased total open position to 18
On 18 Nov BPCL was trading at 371.85. The strike last trading price was 7.85, which was 1.65 higher than the previous day. The implied volatity was 24.94, the open interest changed by 3 which increased total open position to 5
On 17 Nov BPCL was trading at 374.25. The strike last trading price was 6.2, which was -0.95 lower than the previous day. The implied volatity was 23.42, the open interest changed by -2 which decreased total open position to 1
On 14 Nov BPCL was trading at 371.15. The strike last trading price was 7.15, which was -8.55 lower than the previous day. The implied volatity was 22.92, 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 15.7, which was 0 lower than the previous day. The implied volatity was 3.17, 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 15.7, which was 0 lower than the previous day. The implied volatity was 3.36, 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 15.7, which was 0 lower than the previous day. The implied volatity was 3.05, 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 15.7, which was 0 lower than the previous day. The implied volatity was 1.29, 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 31.3, which was 0 lower than the previous day. The implied volatity was 1.90, 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 31.3, which was 0 lower than the previous day. The implied volatity was 2.77, 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 31.3, 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 31 Oct BPCL was trading at 356.80. The strike last trading price was 31.3, 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 31.3, 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 31.3, 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































































































































































































































