BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.16
Theta: -0.25
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 12.75 | 3.95 | 24.46 | 1,084 | -131 | 606 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 318.00 | 5.7 | -1.55 | 20.70 | 1,385 | 236 | 901 | |||||||||
| 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 0.80
Historical price for 320 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 12.75, which was 3.95 higher than the previous day. The implied volatity was 24.46, the open interest changed by -131 which decreased total open position to 606
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 5.7, which was -1.55 lower than the previous day. The implied volatity was 20.70, the open interest changed by 236 which increased total open position to 901
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: -0.18
Vega: 0.15
Theta: -0.13
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 1.25 | -1.25 | 21.99 | 2,495 | 141 | 1,055 |
| 14 Sept | 318.00 | 6 | 0.45 | 20.79 | 973 | 64 | 530 |
| 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 -0.18
Historical price for 320 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 1.25, which was -1.25 lower than the previous day. The implied volatity was 21.99, the open interest changed by 141 which increased total open position to 1055
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 20.79, the open interest changed by 64 which increased total open position to 530
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
