BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
24 Dec 2025 04:11 PM IST
| BPCL 27-JAN-2026 370 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.44
Theta: -0.20
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.44
Theta: -0.10
Gamma: 0.01
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| 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































































































































































































































