BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
| BLUESTARCO 30SEP2025 1960 CE | ||||||||||||||||
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Delta: 0.55
Vega: 1.35
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1963.80 | 40.35 | -0.25 | 26.30 | 399 | -61 | 269 | |||||||||
| 14 Sept | 1884.90 | 19 | -4.7 | 26.23 | 42 | -16 | 165 | |||||||||
For Blue Star Limited - strike price 1960 expiring on 30SEP2025
Delta for 1960 CE is 0.55
Historical price for 1960 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 40.35, which was -0.25 lower than the previous day. The implied volatity was 26.30, the open interest changed by -61 which decreased total open position to 269
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 19, which was -4.7 lower than the previous day. The implied volatity was 26.23, the open interest changed by -16 which decreased total open position to 165
| BLUESTARCO 30SEP2025 1960 PE | |||||||
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Delta: -0.45
Vega: 1.35
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1963.80 | 34.45 | -5.7 | 28.59 | 77 | 27 | 93 |
| 14 Sept | 1884.90 | 95.5 | -0.4 | 0.00 | 0 | 0 | 0 |
For Blue Star Limited - strike price 1960 expiring on 30SEP2025
Delta for 1960 PE is -0.45
Historical price for 1960 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 34.45, which was -5.7 lower than the previous day. The implied volatity was 28.59, the open interest changed by 27 which increased total open position to 93
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 95.5, which was -0.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
