BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.18
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 1.9 | 0.85 | 22.25 | 7,142 | 103 | 1,036 | |||||||||
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| 14 Sept | 318.00 | 0.85 | -0.4 | 22.40 | 564 | 13 | 662 | |||||||||
| 17 Aug | 318.05 | 4.05 | -1 | 22.72 | 28 | 7 | 31 | |||||||||
For Bharat Petroleum Corp Lt - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.25
Historical price for 340 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 1.9, which was 0.85 higher than the previous day. The implied volatity was 22.25, the open interest changed by 103 which increased total open position to 1036
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 22.40, the open interest changed by 13 which increased total open position to 662
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 4.05, which was -1 lower than the previous day. The implied volatity was 22.72, the open interest changed by 7 which increased total open position to 31
| BPCL 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.17
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 10.25 | -4.5 | 19.57 | 393 | 35 | 110 |
| 14 Sept | 318.00 | 21.4 | 1.85 | 24.95 | 10 | 0 | 74 |
| 17 Aug | 318.05 | 20.35 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.78
Historical price for 340 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 10.25, which was -4.5 lower than the previous day. The implied volatity was 19.57, the open interest changed by 35 which increased total open position to 110
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 21.4, which was 1.85 higher than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 74
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 20.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
