BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.13
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 1 | 0.45 | 22.52 | 2,512 | 426 | 895 | |||||||||
| 14 Sept | 318.00 | 0.6 | -0.2 | 23.93 | 201 | 112 | 379 | |||||||||
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| 17 Aug | 318.05 | 13.95 | 0 | 5.55 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 345 expiring on 30SEP2025
Delta for 345 CE is 0.15
Historical price for 345 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 22.52, the open interest changed by 426 which increased total open position to 895
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 23.93, the open interest changed by 112 which increased total open position to 379
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
| BPCL 30SEP2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.15
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 15.2 | -4.1 | 25.24 | 63 | -6 | 47 |
| 14 Sept | 318.00 | 26.4 | 2.15 | 29.05 | 1 | 1 | 44 |
| 17 Aug | 318.05 | 26.15 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 345 expiring on 30SEP2025
Delta for 345 PE is -0.82
Historical price for 345 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 15.2, which was -4.1 lower than the previous day. The implied volatity was 25.24, the open interest changed by -6 which decreased total open position to 47
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 26.4, which was 2.15 higher than the previous day. The implied volatity was 29.05, the open interest changed by 1 which increased total open position to 44
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 26.15, 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
