BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.10
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 329.55 | 0.6 | 0.25 | 23.95 | 2,244 | 319 | 810 | |||||||||
| 14 Sept | 318.00 | 0.35 | -0.15 | 24.33 | 101 | -14 | 518 | |||||||||
| 17 Aug | 318.05 | 2.75 | -0.85 | 24.68 | 63 | 3 | 102 | |||||||||
For Bharat Petroleum Corp Lt - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.09
Historical price for 350 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 23.95, the open interest changed by 319 which increased total open position to 810
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 24.33, the open interest changed by -14 which decreased total open position to 518
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 24.68, the open interest changed by 3 which increased total open position to 102
| BPCL 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.12
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 19.85 | -4.05 | 28.05 | 60 | 10 | 68 |
| 14 Sept | 318.00 | 28.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 318.05 | 33.2 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.87
Historical price for 350 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 19.85, which was -4.05 lower than the previous day. The implied volatity was 28.05, the open interest changed by 10 which increased total open position to 68
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 28.15, 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
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 33.2, 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
