BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
17 Aug 2025 12:56 AM IST
| BPCL 30SEP2025 320 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.45
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 318.05 | 11 | -3.35 | 21.86 | 109 | 61 | 76 | |||||||||
For Bharat Petroleum Corp Lt - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.55
Historical price for 320 CE is as follows
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 11, which was -3.35 lower than the previous day. The implied volatity was 21.86, the open interest changed by 61 which increased total open position to 76
| BPCL 30SEP2025 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.45
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 318.05 | 11.35 | 1.8 | 27.67 | 56 | 28 | 41 |
For Bharat Petroleum Corp Lt - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -0.45
Historical price for 320 PE is as follows
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 11.35, which was 1.8 higher than the previous day. The implied volatity was 27.67, the open interest changed by 28 which increased total open position to 41
