BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
BLUESTARCO 30SEP2025 1900 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.99
Theta: -1.60
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 1963.80 | 80 | 4 | 26.56 | 33 | -7 | 124 | |||||||||
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14 Sept | 1884.90 | 37.95 | -3.85 | 24.64 | 121 | -19 | 166 |
For Blue Star Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is 0.79
Historical price for 1900 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 80, which was 4 higher than the previous day. The implied volatity was 26.56, the open interest changed by -7 which decreased total open position to 124
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 37.95, which was -3.85 lower than the previous day. The implied volatity was 24.64, the open interest changed by -19 which decreased total open position to 166
BLUESTARCO 30SEP2025 1900 PE | |||||||
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Delta: -0.21
Vega: 0.99
Theta: -1.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1963.80 | 11.25 | -5.55 | 26.62 | 97 | -10 | 235 |
14 Sept | 1884.90 | 55.2 | -1.8 | 30.99 | 72 | -20 | 209 |
For Blue Star Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.21
Historical price for 1900 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 11.25, which was -5.55 lower than the previous day. The implied volatity was 26.62, the open interest changed by -10 which decreased total open position to 235
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 55.2, which was -1.8 lower than the previous day. The implied volatity was 30.99, the open interest changed by -20 which decreased total open position to 209