[--[65.84.65.76]--]

BPCL

Bharat Petroleum Corp Lt
365.9 -4.10 (-1.11%)
L: 364.8 H: 371.45

Back to Option Chain


Historical option data for BPCL

24 Dec 2025 04:11 PM IST
BPCL 27-JAN-2026 370 CE
Delta: 0.49
Vega: 0.44
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 365.90 9.85 -2.4 23.79 544 172 636
23 Dec 370.00 11.6 -0.8 21.78 939 189 463
22 Dec 369.90 12.75 3.2 23.12 222 12 258
19 Dec 365.95 9.65 0.4 21.24 58 2 246
18 Dec 363.35 9.2 -2.2 21.57 72 2 244
17 Dec 368.35 11.15 -0.3 20.48 153 -9 244
16 Dec 368.15 11.45 -0.55 20.29 326 190 253
15 Dec 367.00 11.9 1.7 22.64 36 25 63
12 Dec 365.05 10.5 4.5 20.66 41 23 37
11 Dec 351.30 6 -2 22.63 6 1 13
10 Dec 355.15 8 0.4 23.47 6 4 10
9 Dec 355.05 7.6 -2.4 22.32 1 0 5
8 Dec 357.55 10 0.15 - 0 0 5
5 Dec 360.30 10 0.15 21.72 3 1 3
4 Dec 356.00 9.65 -1.35 - 0 0 0
3 Dec 358.40 9.65 -1.35 - 0 1 0
2 Dec 358.75 9.65 -1.35 21.58 6 2 3
1 Dec 354.00 11 -12.75 - 0 1 0
28 Nov 359.10 11 -12.75 22.66 1 0 0
27 Nov 364.70 23.75 0 - 0 0 0
26 Nov 367.65 23.75 0 - 0 0 0
25 Nov 355.85 23.75 0 1.64 0 0 0
24 Nov 359.65 23.75 0 0.68 0 0 0
21 Nov 364.55 23.75 0 - 0 0 0
20 Nov 365.05 23.75 0 - 0 0 0
19 Nov 365.65 23.75 0 - 0 0 0
18 Nov 371.85 23.75 0 - 0 0 0
14 Nov 371.15 23.75 0 - 0 0 0
12 Nov 375.45 23.75 0 - 0 0 0
11 Nov 374.15 23.75 0 - 0 0 0
10 Nov 365.15 23.75 0 - 0 0 0
6 Nov 367.95 13.35 0 - 0 0 0
4 Nov 372.95 13.35 0 - 0 0 0
3 Nov 367.30 13.35 0 - 0 0 0
30 Oct 357.60 13.35 0 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 370 expiring on 27JAN2026

Delta for 370 CE is 0.49

Historical price for 370 CE is as follows

On 24 Dec BPCL was trading at 365.90. The strike last trading price was 9.85, which was -2.4 lower than the previous day. The implied volatity was 23.79, the open interest changed by 172 which increased total open position to 636


On 23 Dec BPCL was trading at 370.00. The strike last trading price was 11.6, which was -0.8 lower than the previous day. The implied volatity was 21.78, the open interest changed by 189 which increased total open position to 463


On 22 Dec BPCL was trading at 369.90. The strike last trading price was 12.75, which was 3.2 higher than the previous day. The implied volatity was 23.12, the open interest changed by 12 which increased total open position to 258


On 19 Dec BPCL was trading at 365.95. The strike last trading price was 9.65, which was 0.4 higher than the previous day. The implied volatity was 21.24, the open interest changed by 2 which increased total open position to 246


On 18 Dec BPCL was trading at 363.35. The strike last trading price was 9.2, which was -2.2 lower than the previous day. The implied volatity was 21.57, the open interest changed by 2 which increased total open position to 244


On 17 Dec BPCL was trading at 368.35. The strike last trading price was 11.15, which was -0.3 lower than the previous day. The implied volatity was 20.48, the open interest changed by -9 which decreased total open position to 244


On 16 Dec BPCL was trading at 368.15. The strike last trading price was 11.45, which was -0.55 lower than the previous day. The implied volatity was 20.29, the open interest changed by 190 which increased total open position to 253


On 15 Dec BPCL was trading at 367.00. The strike last trading price was 11.9, which was 1.7 higher than the previous day. The implied volatity was 22.64, the open interest changed by 25 which increased total open position to 63


On 12 Dec BPCL was trading at 365.05. The strike last trading price was 10.5, which was 4.5 higher than the previous day. The implied volatity was 20.66, the open interest changed by 23 which increased total open position to 37


On 11 Dec BPCL was trading at 351.30. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 22.63, the open interest changed by 1 which increased total open position to 13


On 10 Dec BPCL was trading at 355.15. The strike last trading price was 8, which was 0.4 higher than the previous day. The implied volatity was 23.47, the open interest changed by 4 which increased total open position to 10


On 9 Dec BPCL was trading at 355.05. The strike last trading price was 7.6, which was -2.4 lower than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 5


On 8 Dec BPCL was trading at 357.55. The strike last trading price was 10, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec BPCL was trading at 360.30. The strike last trading price was 10, which was 0.15 higher than the previous day. The implied volatity was 21.72, the open interest changed by 1 which increased total open position to 3


On 4 Dec BPCL was trading at 356.00. The strike last trading price was 9.65, which was -1.35 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 9.65, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec BPCL was trading at 358.75. The strike last trading price was 9.65, which was -1.35 lower than the previous day. The implied volatity was 21.58, the open interest changed by 2 which increased total open position to 3


On 1 Dec BPCL was trading at 354.00. The strike last trading price was 11, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov BPCL was trading at 359.10. The strike last trading price was 11, which was -12.75 lower than the previous day. The implied volatity was 22.66, 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 23.75, 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 23.75, 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 25 Nov BPCL was trading at 355.85. The strike last trading price was 23.75, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 24 Nov BPCL was trading at 359.65. The strike last trading price was 23.75, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BPCL was trading at 364.55. The strike last trading price was 23.75, 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 20 Nov BPCL was trading at 365.05. The strike last trading price was 23.75, 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 19 Nov BPCL was trading at 365.65. The strike last trading price was 23.75, 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 18 Nov BPCL was trading at 371.85. The strike last trading price was 23.75, 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 14 Nov BPCL was trading at 371.15. The strike last trading price was 23.75, 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 Nov BPCL was trading at 375.45. The strike last trading price was 23.75, 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 Nov BPCL was trading at 374.15. The strike last trading price was 23.75, 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 Nov BPCL was trading at 365.15. The strike last trading price was 23.75, 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 13.35, 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 4 Nov BPCL was trading at 372.95. The strike last trading price was 13.35, 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 Nov BPCL was trading at 367.30. The strike last trading price was 13.35, 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 30 Oct BPCL was trading at 357.60. The strike last trading price was 13.35, 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


BPCL 27JAN2026 370 PE
Delta: -0.51
Vega: 0.44
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 365.90 11.6 2.05 24.31 130 55 263
23 Dec 370.00 10 1.05 25.39 262 134 209
22 Dec 369.90 8.9 -3.1 23.30 95 19 78
19 Dec 365.95 11.95 -1.65 24.04 22 6 58
18 Dec 363.35 13.6 1.75 25.60 13 5 53
17 Dec 368.35 12 -0.1 26.59 30 13 47
16 Dec 368.15 12.1 -0.8 26.93 40 19 34
15 Dec 367.00 12.9 -1.8 26.80 2 1 15
12 Dec 365.05 14.7 -5.2 28.08 13 8 12
11 Dec 351.30 19.9 4.9 22.93 1 0 3
10 Dec 355.15 15 -6.75 - 0 0 3
9 Dec 355.05 15 -6.75 - 0 0 0
8 Dec 357.55 15 -6.75 - 0 0 3
5 Dec 360.30 15 -6.75 - 0 0 0
4 Dec 356.00 15 -6.75 - 0 0 0
3 Dec 358.40 15 -6.75 - 0 0 0
2 Dec 358.75 15 -6.75 - 0 0 0
1 Dec 354.00 15 -6.75 - 0 0 0
28 Nov 359.10 15 -6.75 - 0 0 0
27 Nov 364.70 15 -6.75 - 0 3 0
26 Nov 367.65 15 -6.75 28.11 3 1 1
25 Nov 355.85 21.75 0 - 0 0 0
24 Nov 359.65 21.75 0 - 0 0 0
21 Nov 364.55 21.75 0 0.43 0 0 0
20 Nov 365.05 21.75 0 - 0 0 0
19 Nov 365.65 21.75 0 0.42 0 0 0
18 Nov 371.85 21.75 0 1.66 0 0 0
14 Nov 371.15 21.75 0 - 0 0 0
12 Nov 375.45 21.75 0 2.24 0 0 0
11 Nov 374.15 21.75 0 2.07 0 0 0
10 Nov 365.15 21.75 0 0.69 0 0 0
6 Nov 367.95 37.1 0 - 0 0 0
4 Nov 372.95 37.1 0 1.90 0 0 0
3 Nov 367.30 37.1 0 1.13 0 0 0
30 Oct 357.60 37.1 0 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 370 expiring on 27JAN2026

Delta for 370 PE is -0.51

Historical price for 370 PE is as follows

On 24 Dec BPCL was trading at 365.90. The strike last trading price was 11.6, which was 2.05 higher than the previous day. The implied volatity was 24.31, the open interest changed by 55 which increased total open position to 263


On 23 Dec BPCL was trading at 370.00. The strike last trading price was 10, which was 1.05 higher than the previous day. The implied volatity was 25.39, the open interest changed by 134 which increased total open position to 209


On 22 Dec BPCL was trading at 369.90. The strike last trading price was 8.9, which was -3.1 lower than the previous day. The implied volatity was 23.30, the open interest changed by 19 which increased total open position to 78


On 19 Dec BPCL was trading at 365.95. The strike last trading price was 11.95, which was -1.65 lower than the previous day. The implied volatity was 24.04, the open interest changed by 6 which increased total open position to 58


On 18 Dec BPCL was trading at 363.35. The strike last trading price was 13.6, which was 1.75 higher than the previous day. The implied volatity was 25.60, the open interest changed by 5 which increased total open position to 53


On 17 Dec BPCL was trading at 368.35. The strike last trading price was 12, which was -0.1 lower than the previous day. The implied volatity was 26.59, the open interest changed by 13 which increased total open position to 47


On 16 Dec BPCL was trading at 368.15. The strike last trading price was 12.1, which was -0.8 lower than the previous day. The implied volatity was 26.93, the open interest changed by 19 which increased total open position to 34


On 15 Dec BPCL was trading at 367.00. The strike last trading price was 12.9, which was -1.8 lower than the previous day. The implied volatity was 26.80, the open interest changed by 1 which increased total open position to 15


On 12 Dec BPCL was trading at 365.05. The strike last trading price was 14.7, which was -5.2 lower than the previous day. The implied volatity was 28.08, the open interest changed by 8 which increased total open position to 12


On 11 Dec BPCL was trading at 351.30. The strike last trading price was 19.9, which was 4.9 higher than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 3


On 10 Dec BPCL was trading at 355.15. The strike last trading price was 15, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Dec BPCL was trading at 355.05. The strike last trading price was 15, which was -6.75 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 15, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec BPCL was trading at 360.30. The strike last trading price was 15, which was -6.75 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 15, which was -6.75 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 15, which was -6.75 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 15, which was -6.75 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 15, which was -6.75 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 15, which was -6.75 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 15, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov BPCL was trading at 367.65. The strike last trading price was 15, which was -6.75 lower than the previous day. The implied volatity was 28.11, the open interest changed by 1 which increased total open position to 1


On 25 Nov BPCL was trading at 355.85. The strike last trading price was 21.75, 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 24 Nov BPCL was trading at 359.65. The strike last trading price was 21.75, 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 21 Nov BPCL was trading at 364.55. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BPCL was trading at 365.05. The strike last trading price was 21.75, 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 19 Nov BPCL was trading at 365.65. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BPCL was trading at 371.85. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BPCL was trading at 371.15. The strike last trading price was 21.75, 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 Nov BPCL was trading at 375.45. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 2.24, 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 21.75, which was 0 lower than the previous day. The implied volatity was 2.07, 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 21.75, which was 0 lower than the previous day. The implied volatity was 0.69, 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 37.1, 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 Nov BPCL was trading at 372.95. The strike last trading price was 37.1, 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 3 Nov BPCL was trading at 367.30. The strike last trading price was 37.1, 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 30 Oct BPCL was trading at 357.60. The strike last trading price was 37.1, 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