BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
BPCL 30SEP2025 290 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
||||||||||||||||
21 Sept | 329.55 | 31.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
14 Sept | 318.00 | 30.6 | -1.4 | 33.70 | 1 | -1 | 31 | |||||||||
17 Aug | 318.05 | 26.5 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 290 expiring on 30SEP2025
Delta for 290 CE is 0.00
Historical price for 290 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 31.5, 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
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 30.6, which was -1.4 lower than the previous day. The implied volatity was 33.70, the open interest changed by -1 which decreased total open position to 31
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 26.5, 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 290 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 329.55 | 0.1 | -0.05 | 35.22 | 23 | -10 | 210 |
14 Sept | 318.00 | 0.35 | -0.1 | 26.35 | 34 | -7 | 268 |
17 Aug | 318.05 | 2.1 | 0.15 | 27.13 | 30 | 11 | 34 |
For Bharat Petroleum Corp Lt - strike price 290 expiring on 30SEP2025
Delta for 290 PE is -0.01
Historical price for 290 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.22, the open interest changed by -10 which decreased total open position to 210
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 26.35, the open interest changed by -7 which decreased total open position to 268
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 27.13, the open interest changed by 11 which increased total open position to 34