BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
| BLUESTARCO 30SEP2025 1880 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.55
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1963.80 | 91.65 | 6.3 | 20.12 | 4 | -1 | 35 | |||||||||
| 14 Sept | 1884.90 | 49.15 | -1.25 | 25.37 | 94 | 18 | 60 | |||||||||
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| 17 Aug | 1785.20 | 85.25 | 0 | 3.27 | 0 | 0 | 0 | |||||||||
For Blue Star Limited - strike price 1880 expiring on 30SEP2025
Delta for 1880 CE is 0.91
Historical price for 1880 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 91.65, which was 6.3 higher than the previous day. The implied volatity was 20.12, the open interest changed by -1 which decreased total open position to 35
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 49.15, which was -1.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 18 which increased total open position to 60
On 17 Aug BLUESTARCO was trading at 1785.20. The strike last trading price was 85.25, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
| BLUESTARCO 30SEP2025 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.83
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1963.80 | 8.1 | -5.45 | 27.52 | 72 | 18 | 107 |
| 14 Sept | 1884.90 | 44.5 | -2.1 | 30.58 | 43 | 5 | 72 |
| 17 Aug | 1785.20 | 274.25 | 0 | - | 0 | 0 | 0 |
For Blue Star Limited - strike price 1880 expiring on 30SEP2025
Delta for 1880 PE is -0.16
Historical price for 1880 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 8.1, which was -5.45 lower than the previous day. The implied volatity was 27.52, the open interest changed by 18 which increased total open position to 107
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 44.5, which was -2.1 lower than the previous day. The implied volatity was 30.58, the open interest changed by 5 which increased total open position to 72
On 17 Aug BLUESTARCO was trading at 1785.20. The strike last trading price was 274.25, 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
