BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 315 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.13
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 17.25 | 4.7 | 27.36 | 508 | -108 | 237 | |||||||||
| 14 Sept | 318.00 | 8.55 | -1.75 | 21.11 | 226 | 2 | 399 | |||||||||
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| 17 Aug | 318.05 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 315 expiring on 30SEP2025
Delta for 315 CE is 0.86
Historical price for 315 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 17.25, which was 4.7 higher than the previous day. The implied volatity was 27.36, the open interest changed by -108 which decreased total open position to 237
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 8.55, which was -1.75 lower than the previous day. The implied volatity was 21.11, the open interest changed by 2 which increased total open position to 399
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 28.6, 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 315 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.11
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 0.75 | -0.65 | 23.97 | 2,037 | 213 | 756 |
| 14 Sept | 318.00 | 3.8 | 0.15 | 20.92 | 604 | -116 | 389 |
| 17 Aug | 318.05 | 11.1 | 0 | 2.03 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 315 expiring on 30SEP2025
Delta for 315 PE is -0.11
Historical price for 315 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 23.97, the open interest changed by 213 which increased total open position to 756
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 20.92, the open interest changed by -116 which decreased total open position to 389
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
