BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 355 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.07
Theta: -0.08
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 0.35 | -10.25 | 25.11 | 10 | 7 | 7 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 318.00 | 10.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 318.05 | 10.6 | 0 | 7.67 | 0 | 0 | 0 | |||||||||
For Bharat Petroleum Corp Lt - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.06
Historical price for 355 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.35, which was -10.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 7 which increased total open position to 7
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 10.6, 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 10.6, which was 0 lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
| BPCL 30SEP2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 45.25 | -0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 318.00 | 45.25 | -0.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 318.05 | 32.7 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 355 expiring on 30SEP2025
Delta for 355 PE is 0.00
Historical price for 355 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 45.25, which was -0.05 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 14 Sept BPCL was trading at 318.00. The strike last trading price was 45.25, which was -0.05 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 32.7, 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
