BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
04 Mar 2026 04:12 PM IST
| BPCL 30-MAR-2026 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.37
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 356.40 | 10.05 | -8.75 | 35.47 | 765 | 140 | 283 | |||||||||
| 2 Mar | 374.80 | 19.15 | -6.45 | 26.72 | 216 | 52 | 140 | |||||||||
| 27 Feb | 385.40 | 25.6 | -1 | 24.21 | 9 | -4 | 89 | |||||||||
| 26 Feb | 386.00 | 27.45 | 5.55 | 26.67 | 19 | 5 | 90 | |||||||||
| 25 Feb | 381.05 | 21.9 | 2.7 | 20.96 | 60 | 21 | 85 | |||||||||
| 24 Feb | 374.45 | 19.2 | 1.35 | 25.3 | 98 | 36 | 61 | |||||||||
| 23 Feb | 372.10 | 17.9 | 3 | 23.96 | 69 | -7 | 26 | |||||||||
| 20 Feb | 366.30 | 15 | -1.6 | 27.87 | 89 | 19 | 24 | |||||||||
| 19 Feb | 367.65 | 16.6 | -8.25 | 29.72 | 3 | 2 | 4 | |||||||||
| 18 Feb | 380.90 | 24.85 | 7.85 | 25.28 | 1 | 0 | 2 | |||||||||
| 17 Feb | 374.95 | 17 | 2.85 | 16.04 | 1 | 0 | 1 | |||||||||
| 16 Feb | 374.35 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 374.10 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 377.70 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
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| 11 Feb | 387.60 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 386.35 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 388.30 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 386.35 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 382.05 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 382.45 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 373.45 | 14.15 | 0.95 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 366.70 | 14.15 | 0.95 | 17.59 | 5 | 1 | 1 | |||||||||
| 1 Feb | 359.45 | 17.2 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 30 Jan | 364.50 | 17.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 366.95 | 17.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 362.35 | 17.2 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 365 expiring on 30MAR2026
Delta for 365 CE is 0.43
Historical price for 365 CE is as follows
On 4 Mar BPCL was trading at 356.40. The strike last trading price was 10.05, which was -8.75 lower than the previous day. The implied volatity was 35.47, the open interest changed by 140 which increased total open position to 283
On 2 Mar BPCL was trading at 374.80. The strike last trading price was 19.15, which was -6.45 lower than the previous day. The implied volatity was 26.72, the open interest changed by 52 which increased total open position to 140
On 27 Feb BPCL was trading at 385.40. The strike last trading price was 25.6, which was -1 lower than the previous day. The implied volatity was 24.21, the open interest changed by -4 which decreased total open position to 89
On 26 Feb BPCL was trading at 386.00. The strike last trading price was 27.45, which was 5.55 higher than the previous day. The implied volatity was 26.67, the open interest changed by 5 which increased total open position to 90
On 25 Feb BPCL was trading at 381.05. The strike last trading price was 21.9, which was 2.7 higher than the previous day. The implied volatity was 20.96, the open interest changed by 21 which increased total open position to 85
On 24 Feb BPCL was trading at 374.45. The strike last trading price was 19.2, which was 1.35 higher than the previous day. The implied volatity was 25.3, the open interest changed by 36 which increased total open position to 61
On 23 Feb BPCL was trading at 372.10. The strike last trading price was 17.9, which was 3 higher than the previous day. The implied volatity was 23.96, the open interest changed by -7 which decreased total open position to 26
On 20 Feb BPCL was trading at 366.30. The strike last trading price was 15, which was -1.6 lower than the previous day. The implied volatity was 27.87, the open interest changed by 19 which increased total open position to 24
On 19 Feb BPCL was trading at 367.65. The strike last trading price was 16.6, which was -8.25 lower than the previous day. The implied volatity was 29.72, the open interest changed by 2 which increased total open position to 4
On 18 Feb BPCL was trading at 380.90. The strike last trading price was 24.85, which was 7.85 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 2
On 17 Feb BPCL was trading at 374.95. The strike last trading price was 17, which was 2.85 higher than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 1
On 16 Feb BPCL was trading at 374.35. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb BPCL was trading at 374.10. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb BPCL was trading at 377.70. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb BPCL was trading at 387.60. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb BPCL was trading at 386.35. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb BPCL was trading at 388.30. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 14.15, which was 0.95 higher than the previous day. The implied volatity was 17.59, the open interest changed by 1 which increased total open position to 1
On 1 Feb BPCL was trading at 359.45. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BPCL was trading at 364.50. The strike last trading price was 17.2, 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 Jan BPCL was trading at 366.95. The strike last trading price was 17.2, 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 Jan BPCL was trading at 362.35. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
| BPCL 30MAR2026 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.37
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 356.40 | 19.7 | 10.85 | 40.81 | 700 | -54 | 253 |
| 2 Mar | 374.80 | 8.65 | 4.05 | 35.61 | 873 | 182 | 310 |
| 27 Feb | 385.40 | 4.65 | 0.55 | 29.94 | 106 | -4 | 128 |
| 26 Feb | 386.00 | 3.9 | -1.35 | 28.02 | 189 | -1 | 134 |
| 25 Feb | 381.05 | 5.3 | -1.95 | 28.4 | 167 | 41 | 135 |
| 24 Feb | 374.45 | 7.15 | -1.15 | 28.34 | 92 | 7 | 94 |
| 23 Feb | 372.10 | 8.15 | -2.85 | 29.29 | 80 | 16 | 87 |
| 20 Feb | 366.30 | 11.2 | -0.15 | 27.83 | 99 | 34 | 71 |
| 19 Feb | 367.65 | 12.35 | 4.65 | 30.85 | 46 | 16 | 41 |
| 18 Feb | 380.90 | 7.7 | -0.95 | - | 0 | 0 | 25 |
| 17 Feb | 374.95 | 7.7 | -0.95 | 27.79 | 7 | 2 | 24 |
| 16 Feb | 374.35 | 8.65 | -2.45 | 29.43 | 22 | 5 | 6 |
| 13 Feb | 374.10 | 11.1 | -15.8 | - | 0 | 0 | 1 |
| 12 Feb | 377.70 | 11.1 | -15.8 | - | 0 | 0 | 1 |
| 11 Feb | 387.60 | 11.1 | -15.8 | - | 0 | 0 | 1 |
| 10 Feb | 386.35 | 11.1 | -15.8 | - | 0 | 0 | 1 |
| 9 Feb | 388.30 | 11.1 | -15.8 | - | 0 | 0 | 1 |
| 6 Feb | 386.35 | 11.1 | -15.8 | - | 0 | 0 | 1 |
| 5 Feb | 382.05 | 11.1 | -15.8 | - | 0 | 0 | 1 |
| 4 Feb | 382.45 | 11.1 | -15.8 | 35.72 | 1 | 0 | 0 |
| 3 Feb | 373.45 | 26.9 | 0 | 2.79 | 0 | 0 | 0 |
| 2 Feb | 366.70 | 26.9 | 0 | 1.72 | 0 | 0 | 0 |
| 1 Feb | 359.45 | 20.95 | 0 | 0.05 | 0 | 0 | 0 |
| 30 Jan | 364.50 | 20.95 | 0 | 1.26 | 0 | 0 | 0 |
| 29 Jan | 366.95 | 20.95 | 0 | 1.72 | 0 | 0 | 0 |
| 28 Jan | 362.35 | 20.95 | 0 | 0.91 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 365 expiring on 30MAR2026
Delta for 365 PE is -0.56
Historical price for 365 PE is as follows
On 4 Mar BPCL was trading at 356.40. The strike last trading price was 19.7, which was 10.85 higher than the previous day. The implied volatity was 40.81, the open interest changed by -54 which decreased total open position to 253
On 2 Mar BPCL was trading at 374.80. The strike last trading price was 8.65, which was 4.05 higher than the previous day. The implied volatity was 35.61, the open interest changed by 182 which increased total open position to 310
On 27 Feb BPCL was trading at 385.40. The strike last trading price was 4.65, which was 0.55 higher than the previous day. The implied volatity was 29.94, the open interest changed by -4 which decreased total open position to 128
On 26 Feb BPCL was trading at 386.00. The strike last trading price was 3.9, which was -1.35 lower than the previous day. The implied volatity was 28.02, the open interest changed by -1 which decreased total open position to 134
On 25 Feb BPCL was trading at 381.05. The strike last trading price was 5.3, which was -1.95 lower than the previous day. The implied volatity was 28.4, the open interest changed by 41 which increased total open position to 135
On 24 Feb BPCL was trading at 374.45. The strike last trading price was 7.15, which was -1.15 lower than the previous day. The implied volatity was 28.34, the open interest changed by 7 which increased total open position to 94
On 23 Feb BPCL was trading at 372.10. The strike last trading price was 8.15, which was -2.85 lower than the previous day. The implied volatity was 29.29, the open interest changed by 16 which increased total open position to 87
On 20 Feb BPCL was trading at 366.30. The strike last trading price was 11.2, which was -0.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by 34 which increased total open position to 71
On 19 Feb BPCL was trading at 367.65. The strike last trading price was 12.35, which was 4.65 higher than the previous day. The implied volatity was 30.85, the open interest changed by 16 which increased total open position to 41
On 18 Feb BPCL was trading at 380.90. The strike last trading price was 7.7, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 17 Feb BPCL was trading at 374.95. The strike last trading price was 7.7, which was -0.95 lower than the previous day. The implied volatity was 27.79, the open interest changed by 2 which increased total open position to 24
On 16 Feb BPCL was trading at 374.35. The strike last trading price was 8.65, which was -2.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 5 which increased total open position to 6
On 13 Feb BPCL was trading at 374.10. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb BPCL was trading at 377.70. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb BPCL was trading at 387.60. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb BPCL was trading at 386.35. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb BPCL was trading at 388.30. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 11.1, which was -15.8 lower than the previous day. The implied volatity was 35.72, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 26.9, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 26.9, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BPCL was trading at 359.45. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BPCL was trading at 364.50. The strike last trading price was 20.95, 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 29 Jan BPCL was trading at 366.95. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BPCL was trading at 362.35. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
