BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Sep 2025 04:12 PM IST
| BPCL 30SEP2025 370 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 329.55 | 0.15 | 0 | 31.50 | 133 | 19 | 128 | |||||||||
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| 14 Sept | 318.00 | 0.2 | 0.05 | 32.60 | 6 | -2 | 117 | |||||||||
For Bharat Petroleum Corp Lt - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.02
Historical price for 370 CE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 31.50, the open interest changed by 19 which increased total open position to 128
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 32.60, the open interest changed by -2 which decreased total open position to 117
| BPCL 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 329.55 | 36 | -12.45 | - | 1 | -1 | 17 |
| 14 Sept | 318.00 | 48.45 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Petroleum Corp Lt - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -
Historical price for 370 PE is as follows
On 21 Sept BPCL was trading at 329.55. The strike last trading price was 36, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 14 Sept BPCL was trading at 318.00. The strike last trading price was 48.45, 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
