BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
| BLUESTARCO 30SEP2025 1920 CE | ||||||||||||||||
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Delta: 0.73
Vega: 1.13
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1963.80 | 63.5 | 1.6 | 24.99 | 12 | -3 | 130 | |||||||||
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| 14 Sept | 1884.90 | 31 | -4.2 | 25.57 | 23 | -14 | 107 | |||||||||
For Blue Star Limited - strike price 1920 expiring on 30SEP2025
Delta for 1920 CE is 0.73
Historical price for 1920 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 63.5, which was 1.6 higher than the previous day. The implied volatity was 24.99, the open interest changed by -3 which decreased total open position to 130
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 31, which was -4.2 lower than the previous day. The implied volatity was 25.57, the open interest changed by -14 which decreased total open position to 107
| BLUESTARCO 30SEP2025 1920 PE | |||||||
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Delta: -0.29
Vega: 1.17
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1963.80 | 17.75 | -6.25 | 27.70 | 29 | 2 | 68 |
| 14 Sept | 1884.90 | 62.9 | -6.3 | 28.84 | 6 | -5 | 50 |
For Blue Star Limited - strike price 1920 expiring on 30SEP2025
Delta for 1920 PE is -0.29
Historical price for 1920 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 17.75, which was -6.25 lower than the previous day. The implied volatity was 27.70, the open interest changed by 2 which increased total open position to 68
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 62.9, which was -6.3 lower than the previous day. The implied volatity was 28.84, the open interest changed by -5 which decreased total open position to 50
