BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 280 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 50.75 | 7.75 | - | 9 | -7 | 58 | |||||||||
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| 14 Sept | 318.00 | 34.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 280 expiring on 30SEP2025
Delta for 280 CE is -
Historical price for 280 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 50.75, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 58
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 34.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BPCL 30SEP2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 0.1 | 0 | 43.21 | 28 | -18 | 179 |
| 14 Sept | 318.00 | 0.25 | 0.05 | 31.90 | 2 | -2 | 223 |
For Bharat Petroleum Corp Lt - strike price 280 expiring on 30SEP2025
Delta for 280 PE is -0.01
Historical price for 280 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 43.21, the open interest changed by -18 which decreased total open position to 179
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 31.90, the open interest changed by -2 which decreased total open position to 223
