BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
| BLUESTARCO 30SEP2025 1940 CE | ||||||||||||||||
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Delta: 0.64
Vega: 1.27
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1963.80 | 50.25 | -0.65 | 25.07 | 54 | -6 | 117 | |||||||||
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| 14 Sept | 1884.90 | 25.5 | -3.1 | 26.61 | 35 | -5 | 117 | |||||||||
For Blue Star Limited - strike price 1940 expiring on 30SEP2025
Delta for 1940 CE is 0.64
Historical price for 1940 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 50.25, which was -0.65 lower than the previous day. The implied volatity was 25.07, the open interest changed by -6 which decreased total open position to 117
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 25.5, which was -3.1 lower than the previous day. The implied volatity was 26.61, the open interest changed by -5 which decreased total open position to 117
| BLUESTARCO 30SEP2025 1940 PE | |||||||
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Delta: -0.37
Vega: 1.28
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1963.80 | 24.2 | -7.2 | 27.33 | 44 | -10 | 94 |
| 14 Sept | 1884.90 | 81.9 | 2.9 | 32.92 | 7 | -4 | 68 |
For Blue Star Limited - strike price 1940 expiring on 30SEP2025
Delta for 1940 PE is -0.37
Historical price for 1940 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 24.2, which was -7.2 lower than the previous day. The implied volatity was 27.33, the open interest changed by -10 which decreased total open position to 94
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 81.9, which was 2.9 higher than the previous day. The implied volatity was 32.92, the open interest changed by -4 which decreased total open position to 68
