BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
BLUESTARCO 28OCT2025 1900 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.81
Vega: 1.73
Theta: -0.77
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 1963.80 | 97.05 | -12.95 | 15.97 | 11 | -4 | 20 | |||||||||
|
||||||||||||||||
14 Sept | 1884.90 | 70.75 | -7.25 | 25.09 | 11 | 5 | 18 |
For Blue Star Limited - strike price 1900 expiring on 28OCT2025
Delta for 1900 CE is 0.81
Historical price for 1900 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 97.05, which was -12.95 lower than the previous day. The implied volatity was 15.97, the open interest changed by -4 which decreased total open position to 20
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 70.75, which was -7.25 lower than the previous day. The implied volatity was 25.09, the open interest changed by 5 which increased total open position to 18
BLUESTARCO 28OCT2025 1900 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.32
Vega: 2.31
Theta: -0.83
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1963.80 | 50.05 | -86 | 34.48 | 1 | 1 | 0 |
14 Sept | 1884.90 | 136.05 | 0 | 0.37 | 0 | 0 | 0 |
For Blue Star Limited - strike price 1900 expiring on 28OCT2025
Delta for 1900 PE is -0.32
Historical price for 1900 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 50.05, which was -86 lower than the previous day. The implied volatity was 34.48, the open interest changed by 1 which increased total open position to 0
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 136.05, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0