BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 325 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.20
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 329.55 | 8.9 | 3.15 | 23.31 | 1,861 | -178 | 618 | |||||||||
| 14 Sept | 318.00 | 3.6 | -1.3 | 20.60 | 1,296 | 132 | 654 | |||||||||
| 17 Aug | 318.05 | 11 | -11.9 | 26.63 | 1 | 1 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 325 expiring on 30SEP2025
Delta for 325 CE is 0.69
Historical price for 325 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 8.9, which was 3.15 higher than the previous day. The implied volatity was 23.31, the open interest changed by -178 which decreased total open position to 618
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 3.6, which was -1.3 lower than the previous day. The implied volatity was 20.60, the open interest changed by 132 which increased total open position to 654
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 11, which was -11.9 lower than the previous day. The implied volatity was 26.63, the open interest changed by 1 which increased total open position to 0
| BPCL 30SEP2025 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.20
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 2.3 | -2.1 | 20.96 | 1,948 | 174 | 406 |
| 14 Sept | 318.00 | 9.05 | 0.85 | 21.35 | 143 | -16 | 161 |
| 17 Aug | 318.05 | 15.3 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 325 expiring on 30SEP2025
Delta for 325 PE is -0.30
Historical price for 325 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 2.3, which was -2.1 lower than the previous day. The implied volatity was 20.96, the open interest changed by 174 which increased total open position to 406
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 9.05, which was 0.85 higher than the previous day. The implied volatity was 21.35, the open interest changed by -16 which decreased total open position to 161
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 15.3, 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
