BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 28OCT2025 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.42
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 329.55 | 11.85 | 2.8 | 23.16 | 377 | 69 | 150 | |||||||||
| 14 Sept | 318.00 | 6.5 | -0.9 | 21.68 | 11 | 2 | 32 | |||||||||
For Bharat Petroleum Corp Lt - strike price 330 expiring on 28OCT2025
Delta for 330 CE is 0.57
Historical price for 330 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 11.85, which was 2.8 higher than the previous day. The implied volatity was 23.16, the open interest changed by 69 which increased total open position to 150
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 6.5, which was -0.9 lower than the previous day. The implied volatity was 21.68, the open interest changed by 2 which increased total open position to 32
| BPCL 28OCT2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.42
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 8.5 | -2.25 | 23.89 | 173 | 62 | 91 |
| 14 Sept | 318.00 | 15.1 | 1.35 | 23.57 | 5 | 1 | 23 |
For Bharat Petroleum Corp Lt - strike price 330 expiring on 28OCT2025
Delta for 330 PE is -0.43
Historical price for 330 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 8.5, which was -2.25 lower than the previous day. The implied volatity was 23.89, the open interest changed by 62 which increased total open position to 91
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 15.1, which was 1.35 higher than the previous day. The implied volatity was 23.57, the open interest changed by 1 which increased total open position to 23
