BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.01
Theta: -0.09
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 26.1 | 4.45 | 19.96 | 5 | 2 | 55 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 318.00 | 15.75 | -2.4 | 20.49 | 24 | -3 | 37 | |||||||||
| 17 Aug | 318.05 | 35.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 305 expiring on 30SEP2025
Delta for 305 CE is 0.99
Historical price for 305 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 26.1, which was 4.45 higher than the previous day. The implied volatity was 19.96, the open interest changed by 2 which increased total open position to 55
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 15.75, which was -2.4 lower than the previous day. The implied volatity was 20.49, the open interest changed by -3 which decreased total open position to 37
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 35.15, 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 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.05
Theta: -0.06
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 0.3 | -0.15 | 28.24 | 833 | -371 | 207 |
| 14 Sept | 318.00 | 1.45 | -0.05 | 22.56 | 336 | 131 | 354 |
| 17 Aug | 318.05 | 5 | 0.25 | 26.33 | 2 | 0 | 5 |
For Bharat Petroleum Corp Lt - strike price 305 expiring on 30SEP2025
Delta for 305 PE is -0.04
Historical price for 305 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 28.24, the open interest changed by -371 which decreased total open position to 207
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 22.56, the open interest changed by 131 which increased total open position to 354
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 5
