BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.06
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 31.5 | 4.9 | 35.51 | 100 | -19 | 89 | |||||||||
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| 14 Sept | 318.00 | 20.4 | -2.1 | 22.78 | 70 | 38 | 137 | |||||||||
| 17 Aug | 318.05 | 26.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.95
Historical price for 300 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 31.5, which was 4.9 higher than the previous day. The implied volatity was 35.51, the open interest changed by -19 which decreased total open position to 89
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 20.4, which was -2.1 lower than the previous day. The implied volatity was 22.78, the open interest changed by 38 which increased total open position to 137
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 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.04
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 | -0.05 | 30.49 | 258 | -86 | 298 |
| 14 Sept | 318.00 | 0.9 | -0.05 | 23.76 | 162 | -7 | 412 |
| 17 Aug | 318.05 | 3.95 | 0.6 | 27.10 | 99 | 60 | 94 |
For Bharat Petroleum Corp Lt - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -0.03
Historical price for 300 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 30.49, the open interest changed by -86 which decreased total open position to 298
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 23.76, the open interest changed by -7 which decreased total open position to 412
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 3.95, which was 0.6 higher than the previous day. The implied volatity was 27.10, the open interest changed by 60 which increased total open position to 94
