BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.04
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 0.2 | 0.05 | 26.12 | 700 | 4 | 279 | |||||||||
| 14 Sept | 318.00 | 0.25 | -0.05 | 28.46 | 28 | 16 | 295 | |||||||||
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| 17 Aug | 318.05 | 1.9 | -0.95 | 26.47 | 5 | 4 | 5 | |||||||||
For Bharat Petroleum Corp Lt - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.03
Historical price for 360 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 26.12, the open interest changed by 4 which increased total open position to 279
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.46, the open interest changed by 16 which increased total open position to 295
On 17 Aug BPCL was trading at 318.05. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 26.47, the open interest changed by 4 which increased total open position to 5
| BPCL 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.08
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 29.3 | -7.2 | 31.71 | 46 | 21 | 35 |
| 14 Sept | 318.00 | 41 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 318.05 | 39.65 | 0 | - | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.93
Historical price for 360 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 29.3, which was -7.2 lower than the previous day. The implied volatity was 31.71, the open interest changed by 21 which increased total open position to 35
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 41, 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 39.65, 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
