BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.23
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 5.75 | 2.2 | 22.00 | 10,841 | -257 | 1,142 | |||||||||
| 14 Sept | 318.00 | 2.3 | -0.85 | 21.29 | 1,588 | 17 | 806 | |||||||||
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| 17 Aug | 318.05 | 7.1 | -1.95 | 22.87 | 55 | 6 | 40 | |||||||||
For Bharat Petroleum Corp Lt - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.55
Historical price for 330 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 5.75, which was 2.2 higher than the previous day. The implied volatity was 22.00, the open interest changed by -257 which decreased total open position to 1142
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 21.29, the open interest changed by 17 which increased total open position to 806
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 7.1, which was -1.95 lower than the previous day. The implied volatity was 22.87, the open interest changed by 6 which increased total open position to 40
| BPCL 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.23
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 4.05 | -3.1 | 20.15 | 3,649 | 189 | 660 |
| 14 Sept | 318.00 | 12.55 | 1 | 21.40 | 113 | 14 | 424 |
| 17 Aug | 318.05 | 16.95 | 1.75 | 27.54 | 10 | 9 | 18 |
For Bharat Petroleum Corp Lt - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.45
Historical price for 330 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 4.05, which was -3.1 lower than the previous day. The implied volatity was 20.15, the open interest changed by 189 which increased total open position to 660
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 12.55, which was 1 higher than the previous day. The implied volatity was 21.40, the open interest changed by 14 which increased total open position to 424
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 16.95, which was 1.75 higher than the previous day. The implied volatity was 27.54, the open interest changed by 9 which increased total open position to 18
