BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.02
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 21.15 | 4.1 | 18.19 | 146 | -40 | 166 | |||||||||
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| 14 Sept | 318.00 | 12 | -1.9 | 21.45 | 119 | 5 | 227 | |||||||||
| 17 Aug | 318.05 | 17.1 | -2.85 | 21.68 | 1 | 0 | 15 | |||||||||
For Bharat Petroleum Corp Lt - strike price 310 expiring on 30SEP2025
Delta for 310 CE is 0.98
Historical price for 310 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 21.15, which was 4.1 higher than the previous day. The implied volatity was 18.19, the open interest changed by -40 which decreased total open position to 166
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 12, which was -1.9 lower than the previous day. The implied volatity was 21.45, the open interest changed by 5 which increased total open position to 227
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 17.1, which was -2.85 lower than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 15
| BPCL 30SEP2025 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.08
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 0.45 | -0.3 | 25.87 | 975 | -89 | 767 |
| 14 Sept | 318.00 | 2.35 | 0 | 21.56 | 710 | 224 | 712 |
| 17 Aug | 318.05 | 6.85 | 0.9 | 26.63 | 23 | 12 | 33 |
For Bharat Petroleum Corp Lt - strike price 310 expiring on 30SEP2025
Delta for 310 PE is -0.07
Historical price for 310 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 25.87, the open interest changed by -89 which decreased total open position to 767
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was 21.56, the open interest changed by 224 which increased total open position to 712
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 6.85, which was 0.9 higher than the previous day. The implied volatity was 26.63, the open interest changed by 12 which increased total open position to 33
