BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 335 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.22
Theta: -0.26
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 3.4 | 1.45 | 22.14 | 9,179 | 146 | 880 | |||||||||
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| 14 Sept | 318.00 | 1.35 | -0.65 | 21.49 | 698 | 61 | 581 | |||||||||
| 17 Aug | 318.05 | 18 | 0 | 3.22 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 335 expiring on 30SEP2025
Delta for 335 CE is 0.39
Historical price for 335 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 3.4, which was 1.45 higher than the previous day. The implied volatity was 22.14, the open interest changed by 146 which increased total open position to 880
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 21.49, the open interest changed by 61 which increased total open position to 581
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
| BPCL 30SEP2025 335 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.22
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 7 | -3.55 | 21.04 | 1,302 | 247 | 303 |
| 14 Sept | 318.00 | 17.05 | 1.75 | 24.14 | 9 | -4 | 45 |
| 17 Aug | 318.05 | 19.8 | 1.8 | 27.36 | 1 | 1 | 6 |
For Bharat Petroleum Corp Lt - strike price 335 expiring on 30SEP2025
Delta for 335 PE is -0.62
Historical price for 335 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 7, which was -3.55 lower than the previous day. The implied volatity was 21.04, the open interest changed by 247 which increased total open position to 303
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 17.05, which was 1.75 higher than the previous day. The implied volatity was 24.14, the open interest changed by -4 which decreased total open position to 45
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 19.8, which was 1.8 higher than the previous day. The implied volatity was 27.36, the open interest changed by 1 which increased total open position to 6
