BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 329.55 | 24.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 318.00 | 24.8 | -2.1 | 20.22 | 6 | 2 | 32 | |||||||||
| 17 Aug | 318.05 | 42.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 295 expiring on 30SEP2025
Delta for 295 CE is 0.00
Historical price for 295 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 24.95, 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 24.8, which was -2.1 lower than the previous day. The implied volatity was 20.22, the open interest changed by 2 which increased total open position to 32
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 42.45, 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 30SEP2025 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 0.2 | 0 | 34.92 | 5 | -3 | 61 |
| 14 Sept | 318.00 | 0.55 | -0.1 | 24.93 | 9 | 9 | 78 |
| 17 Aug | 318.05 | 2.4 | -3.25 | 25.38 | 1 | 1 | 4 |
For Bharat Petroleum Corp Lt - strike price 295 expiring on 30SEP2025
Delta for 295 PE is -0.03
Historical price for 295 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 34.92, the open interest changed by -3 which decreased total open position to 61
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 24.93, the open interest changed by 9 which increased total open position to 78
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 2.4, which was -3.25 lower than the previous day. The implied volatity was 25.38, the open interest changed by 1 which increased total open position to 4
