BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
24 Feb 2026 04:12 PM IST
| BPCL 30-MAR-2026 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.43
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 374.45 | 15.85 | 1.05 | 24.81 | 409 | 31 | 418 | |||||||||
| 23 Feb | 372.10 | 14.9 | 3.6 | 24.14 | 507 | 69 | 387 | |||||||||
| 20 Feb | 366.30 | 11.2 | -0.65 | 25.03 | 165 | 66 | 319 | |||||||||
| 19 Feb | 367.65 | 11.35 | -7.8 | 23.96 | 129 | 10 | 253 | |||||||||
| 18 Feb | 380.90 | 19.15 | 2.65 | 20.72 | 45 | 0 | 243 | |||||||||
| 17 Feb | 374.95 | 16.5 | -0.55 | 22.93 | 60 | 9 | 242 | |||||||||
| 16 Feb | 374.35 | 17 | -0.8 | 23.64 | 248 | 206 | 233 | |||||||||
| 13 Feb | 374.10 | 18 | -2.75 | 25.32 | 16 | 2 | 26 | |||||||||
| 12 Feb | 377.70 | 21 | -5.25 | 26.31 | 2 | 0 | 23 | |||||||||
| 11 Feb | 387.60 | 26.25 | 1.25 | 20.67 | 2 | 0 | 22 | |||||||||
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| 10 Feb | 386.35 | 25 | -0.5 | 23.98 | 2 | 0 | 23 | |||||||||
| 9 Feb | 388.30 | 25.5 | 3 | - | 0 | 0 | 23 | |||||||||
| 6 Feb | 386.35 | 25.5 | 3 | 23.66 | 1 | 0 | 23 | |||||||||
| 5 Feb | 382.05 | 22.5 | -1.4 | 21.76 | 1 | 0 | 23 | |||||||||
| 4 Feb | 382.45 | 23.9 | 5.15 | 23.65 | 3 | 0 | 23 | |||||||||
| 3 Feb | 373.45 | 18.2 | 5.6 | 24.44 | 23 | 2 | 24 | |||||||||
| 2 Feb | 366.70 | 12.6 | -0.4 | 19.52 | 10 | 0 | 21 | |||||||||
| 1 Feb | 359.45 | 15 | 3 | - | 0 | 0 | 14 | |||||||||
| 30 Jan | 364.50 | 15 | 3 | 25.31 | 13 | 12 | 13 | |||||||||
| 29 Jan | 366.95 | 12 | -1 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 362.35 | 12 | -1 | - | 0 | 0 | 1 | |||||||||
| 27 Jan | 357.40 | 12 | -1 | 25.91 | 1 | 0 | 1 | |||||||||
| 23 Jan | 349.15 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 22 Jan | 354.15 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 21 Jan | 351.95 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 20 Jan | 355.20 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 19 Jan | 361.25 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 16 Jan | 363.20 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 356.90 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 13 Jan | 355.10 | 13 | -12.95 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 358.75 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 9 Jan | 354.15 | 13 | -12.95 | - | 0 | 0 | 1 | |||||||||
| 8 Jan | 354.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 368.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 370.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 377.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 381.45 | 25.95 | - | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 381.50 | 25.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 384.00 | 25.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 370 expiring on 30MAR2026
Delta for 370 CE is 0.63
Historical price for 370 CE is as follows
On 24 Feb BPCL was trading at 374.45. The strike last trading price was 15.85, which was 1.05 higher than the previous day. The implied volatity was 24.81, the open interest changed by 31 which increased total open position to 418
On 23 Feb BPCL was trading at 372.10. The strike last trading price was 14.9, which was 3.6 higher than the previous day. The implied volatity was 24.14, the open interest changed by 69 which increased total open position to 387
On 20 Feb BPCL was trading at 366.30. The strike last trading price was 11.2, which was -0.65 lower than the previous day. The implied volatity was 25.03, the open interest changed by 66 which increased total open position to 319
On 19 Feb BPCL was trading at 367.65. The strike last trading price was 11.35, which was -7.8 lower than the previous day. The implied volatity was 23.96, the open interest changed by 10 which increased total open position to 253
On 18 Feb BPCL was trading at 380.90. The strike last trading price was 19.15, which was 2.65 higher than the previous day. The implied volatity was 20.72, the open interest changed by 0 which decreased total open position to 243
On 17 Feb BPCL was trading at 374.95. The strike last trading price was 16.5, which was -0.55 lower than the previous day. The implied volatity was 22.93, the open interest changed by 9 which increased total open position to 242
On 16 Feb BPCL was trading at 374.35. The strike last trading price was 17, which was -0.8 lower than the previous day. The implied volatity was 23.64, the open interest changed by 206 which increased total open position to 233
On 13 Feb BPCL was trading at 374.10. The strike last trading price was 18, which was -2.75 lower than the previous day. The implied volatity was 25.32, the open interest changed by 2 which increased total open position to 26
On 12 Feb BPCL was trading at 377.70. The strike last trading price was 21, which was -5.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 23
On 11 Feb BPCL was trading at 387.60. The strike last trading price was 26.25, which was 1.25 higher than the previous day. The implied volatity was 20.67, the open interest changed by 0 which decreased total open position to 22
On 10 Feb BPCL was trading at 386.35. The strike last trading price was 25, which was -0.5 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 23
On 9 Feb BPCL was trading at 388.30. The strike last trading price was 25.5, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 25.5, which was 3 higher than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 23
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 22.5, which was -1.4 lower than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 23
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 23.9, which was 5.15 higher than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 23
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 18.2, which was 5.6 higher than the previous day. The implied volatity was 24.44, the open interest changed by 2 which increased total open position to 24
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 12.6, which was -0.4 lower than the previous day. The implied volatity was 19.52, the open interest changed by 0 which decreased total open position to 21
On 1 Feb BPCL was trading at 359.45. The strike last trading price was 15, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Jan BPCL was trading at 364.50. The strike last trading price was 15, which was 3 higher than the previous day. The implied volatity was 25.31, the open interest changed by 12 which increased total open position to 13
On 29 Jan BPCL was trading at 366.95. The strike last trading price was 12, which was -1 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 12, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Jan BPCL was trading at 357.40. The strike last trading price was 12, which was -1 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 1
On 23 Jan BPCL was trading at 349.15. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan BPCL was trading at 354.15. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Jan BPCL was trading at 351.95. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jan BPCL was trading at 355.20. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan BPCL was trading at 361.25. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan BPCL was trading at 363.20. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan BPCL was trading at 356.90. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan BPCL was trading at 355.10. The strike last trading price was 13, which was -12.95 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 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan BPCL was trading at 354.15. The strike last trading price was 13, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan BPCL was trading at 354.55. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 25.95, which was - 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 25.95, 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 31 Dec BPCL was trading at 384.00. The strike last trading price was 25.95, 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
| BPCL 30MAR2026 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.44
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 374.45 | 9.25 | -1.15 | 28.79 | 726 | 44 | 362 |
| 23 Feb | 372.10 | 10.15 | -3.2 | 29.27 | 389 | 87 | 316 |
| 20 Feb | 366.30 | 13.4 | -0.05 | 27.22 | 194 | 10 | 229 |
| 19 Feb | 367.65 | 14.6 | 7.8 | 30.43 | 367 | 101 | 228 |
| 18 Feb | 380.90 | 6.7 | -2.7 | 25.77 | 83 | 22 | 127 |
| 17 Feb | 374.95 | 9.4 | -0.5 | 27.22 | 58 | 18 | 105 |
| 16 Feb | 374.35 | 9.65 | -1.25 | 27.46 | 49 | 25 | 87 |
| 13 Feb | 374.10 | 11.1 | 1.6 | 29.17 | 35 | 10 | 61 |
| 12 Feb | 377.70 | 9.45 | 2.8 | 28.3 | 37 | -2 | 51 |
| 11 Feb | 387.60 | 6.65 | 0.25 | 28.8 | 9 | 1 | 55 |
| 10 Feb | 386.35 | 6.4 | -0.1 | 25.91 | 17 | 2 | 54 |
| 9 Feb | 388.30 | 6.5 | -1.75 | 26.59 | 35 | 12 | 53 |
| 6 Feb | 386.35 | 8.25 | -1.25 | 28.85 | 18 | 12 | 39 |
| 5 Feb | 382.05 | 9.5 | 0.15 | 29.21 | 12 | 4 | 26 |
| 4 Feb | 382.45 | 9.2 | -3 | 28.68 | 15 | 8 | 22 |
| 3 Feb | 373.45 | 12.2 | -6.3 | 27.73 | 8 | 2 | 14 |
| 2 Feb | 366.70 | 18.5 | -4.95 | 34.86 | 3 | 0 | 9 |
| 1 Feb | 359.45 | 20.95 | 0 | 0.08 | 0 | 0 | 0 |
| 30 Jan | 364.50 | 20.95 | 0 | 0.34 | 0 | 0 | 0 |
| 29 Jan | 366.95 | 20.95 | 0 | 0.7 | 0 | 0 | 0 |
| 28 Jan | 362.35 | 20.95 | 0 | 0 | 0 | 0 | 0 |
| 27 Jan | 357.40 | 20.95 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 349.15 | 20.95 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 354.15 | 20.95 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 351.95 | 20.95 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 355.20 | 20.95 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 361.25 | 20.95 | 0 | 0.04 | 0 | 0 | 0 |
| 16 Jan | 363.20 | 20.95 | 0 | 0.25 | 0 | 0 | 0 |
| 14 Jan | 356.90 | 20.95 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 355.10 | 20.95 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 358.75 | 20.95 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 354.15 | 20.95 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 354.55 | - | - | - | 0 | 0 | 0 |
| 7 Jan | 368.20 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 370.80 | - | - | - | 0 | 0 | 0 |
| 5 Jan | 377.90 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 381.45 | 20.95 | - | - | 0 | 0 | 0 |
| 1 Jan | 381.50 | 20.95 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 384.00 | 20.95 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 370 expiring on 30MAR2026
Delta for 370 PE is -0.38
Historical price for 370 PE is as follows
On 24 Feb BPCL was trading at 374.45. The strike last trading price was 9.25, which was -1.15 lower than the previous day. The implied volatity was 28.79, the open interest changed by 44 which increased total open position to 362
On 23 Feb BPCL was trading at 372.10. The strike last trading price was 10.15, which was -3.2 lower than the previous day. The implied volatity was 29.27, the open interest changed by 87 which increased total open position to 316
On 20 Feb BPCL was trading at 366.30. The strike last trading price was 13.4, which was -0.05 lower than the previous day. The implied volatity was 27.22, the open interest changed by 10 which increased total open position to 229
On 19 Feb BPCL was trading at 367.65. The strike last trading price was 14.6, which was 7.8 higher than the previous day. The implied volatity was 30.43, the open interest changed by 101 which increased total open position to 228
On 18 Feb BPCL was trading at 380.90. The strike last trading price was 6.7, which was -2.7 lower than the previous day. The implied volatity was 25.77, the open interest changed by 22 which increased total open position to 127
On 17 Feb BPCL was trading at 374.95. The strike last trading price was 9.4, which was -0.5 lower than the previous day. The implied volatity was 27.22, the open interest changed by 18 which increased total open position to 105
On 16 Feb BPCL was trading at 374.35. The strike last trading price was 9.65, which was -1.25 lower than the previous day. The implied volatity was 27.46, the open interest changed by 25 which increased total open position to 87
On 13 Feb BPCL was trading at 374.10. The strike last trading price was 11.1, which was 1.6 higher than the previous day. The implied volatity was 29.17, the open interest changed by 10 which increased total open position to 61
On 12 Feb BPCL was trading at 377.70. The strike last trading price was 9.45, which was 2.8 higher than the previous day. The implied volatity was 28.3, the open interest changed by -2 which decreased total open position to 51
On 11 Feb BPCL was trading at 387.60. The strike last trading price was 6.65, which was 0.25 higher than the previous day. The implied volatity was 28.8, the open interest changed by 1 which increased total open position to 55
On 10 Feb BPCL was trading at 386.35. The strike last trading price was 6.4, which was -0.1 lower than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 54
On 9 Feb BPCL was trading at 388.30. The strike last trading price was 6.5, which was -1.75 lower than the previous day. The implied volatity was 26.59, the open interest changed by 12 which increased total open position to 53
On 6 Feb BPCL was trading at 386.35. The strike last trading price was 8.25, which was -1.25 lower than the previous day. The implied volatity was 28.85, the open interest changed by 12 which increased total open position to 39
On 5 Feb BPCL was trading at 382.05. The strike last trading price was 9.5, which was 0.15 higher than the previous day. The implied volatity was 29.21, the open interest changed by 4 which increased total open position to 26
On 4 Feb BPCL was trading at 382.45. The strike last trading price was 9.2, which was -3 lower than the previous day. The implied volatity was 28.68, the open interest changed by 8 which increased total open position to 22
On 3 Feb BPCL was trading at 373.45. The strike last trading price was 12.2, which was -6.3 lower than the previous day. The implied volatity was 27.73, the open interest changed by 2 which increased total open position to 14
On 2 Feb BPCL was trading at 366.70. The strike last trading price was 18.5, which was -4.95 lower than the previous day. The implied volatity was 34.86, the open interest changed by 0 which decreased total open position to 9
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 0.08, 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 0.34, 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 0.7, 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, the open interest changed by 0 which decreased total open position to 0
On 27 Jan BPCL was trading at 357.40. 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 23 Jan BPCL was trading at 349.15. 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 22 Jan BPCL was trading at 354.15. 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 21 Jan BPCL was trading at 351.95. 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 20 Jan BPCL was trading at 355.20. 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 19 Jan BPCL was trading at 361.25. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 0.04, 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 20.95, which was 0 lower than the previous day. The implied volatity was 0.25, 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 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 13 Jan BPCL was trading at 355.10. 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 12 Jan BPCL was trading at 358.75. 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 9 Jan BPCL was trading at 354.15. 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 8 Jan BPCL was trading at 354.55. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 20.95, which was - 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 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 31 Dec BPCL was trading at 384.00. 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
