BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
| BLUESTARCO 30SEP2025 1980 CE | ||||||||||||||||
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Delta: 0.46
Vega: 1.35
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1963.80 | 31.3 | -0.9 | 26.78 | 153 | 4 | 192 | |||||||||
| 14 Sept | 1884.90 | 15.3 | -2.75 | 27.05 | 24 | -5 | 131 | |||||||||
For Blue Star Limited - strike price 1980 expiring on 30SEP2025
Delta for 1980 CE is 0.46
Historical price for 1980 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 31.3, which was -0.9 lower than the previous day. The implied volatity was 26.78, the open interest changed by 4 which increased total open position to 192
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 15.3, which was -2.75 lower than the previous day. The implied volatity was 27.05, the open interest changed by -5 which decreased total open position to 131
| BLUESTARCO 30SEP2025 1980 PE | |||||||
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Delta: -0.53
Vega: 1.36
Theta: -1.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1963.80 | 46.5 | -7.45 | 29.93 | 11 | 2 | 39 |
| 14 Sept | 1884.90 | 91.4 | 0 | 0.00 | 0 | 0 | 0 |
For Blue Star Limited - strike price 1980 expiring on 30SEP2025
Delta for 1980 PE is -0.53
Historical price for 1980 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 46.5, which was -7.45 lower than the previous day. The implied volatity was 29.93, the open interest changed by 2 which increased total open position to 39
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 91.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
