BPCL BHARAT PETROLEUM CORP LT

BHARAT PETROLEUM CORP LT — on this desk since 2 Jan 2006.

Results meeting in 7 days Fri 23 Oct 2026, as the company announced it to NSE

implied move
3.8%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.26%
the future traded 0.26% above the share
option prices
38
dearer than 38 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—44.1805,92525088,875−1,9750.01—
————25519,75000.01—
—34.24017,7752603,16,000−27,6500.15long unwinding
—29.3307,9002652,84,400−5,9250.13long unwinding
—24.52045,4252706,33,975−73,0750.50long unwinding
—19.9109,8752755,29,300−80,9750.75long unwinding
short covering15.60−21,7252,13,300280wall14,81,250−2,05,4001.35long unwinding
short covering11.55−51,3503,69,3252858,67,025+15,8002.25short build-up
short covering8.10−3,73,2758,01,85029011,49,450+2,92,3003.75short build-up
short covering5.30−15,80013,05,475295at the money6,83,350+1,65,9006.00short build-up
long build-up3.30+57,27532,03,450wall30014,49,650−3,9508.85long unwinding
short covering2.05−1,75,77513,15,3503055,53,000−3,95012.60long unwinding
short covering1.25−96,77521,34,9753105,82,625017.05—
short covering0.80−69,1257,11,0003153,73,275−19,75021.44long unwinding
short covering0.55−88,87514,53,6003204,62,150−15,80026.07long unwinding
short covering0.18−5,9252,31,07532517,775030.87—
—0.25−43,4505,51,0253301,22,450−1,97535.76long unwinding
short covering0.04−1,9751,04,6753357,900040.70—
short covering0.05−11,8505,05,60034049,375045.67—
—0.0101,24,4253451,975050.65—

The options were priced for a move of about 3.8% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 357 of 711 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.26% above the share.

Not in the F&O ban this session; open interest stood at 28% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.8% by 27 Oct; over the sessions the desk holds it ranged 1.5–9.5%.

Option prices were dearer than 38 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong build3.8%0.26%
Wed 14 Octlong build4.0%-0.03%
Tue 13 Octlong build4.2%0.07%
Mon 12 Octshort build4.4%0.69%
Fri 9 Octlong build4.5%-0.05%
Thu 8 Octshort build5.2%-0.05%
Wed 7 Octshort build4.9%0.15%
Tue 6 Octlong build5.0%0.37%
Mon 5 Octshort build5.4%0.56%
Thu 1 Octshort build5.4%0.60%
Wed 30 Seplong build5.1%0.40%
Tue 29 Sepshort build5.5%1.02%
Mon 28 Sepshort build5.8%0.33%
Fri 25 Seplong build1.9%0.36%
Thu 24 Sepshort build2.2%0.18%
Wed 23 Sepshort cover2.2%-0.17%
Tue 22 Seplong build2.5%0.05%
Mon 21 Sepshort cover2.6%0.19%
Fri 18 Sepshort cover3.1%-0.57%
Thu 17 Sepshort cover3.5%0.33%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.