BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
BLUESTARCO 30SEP2025 2000 CE | ||||||||||||||||
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Delta: 0.39
Vega: 1.31
Theta: -1.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 1963.80 | 24.65 | 0.4 | 26.96 | 417 | -62 | 420 | |||||||||
14 Sept | 1884.90 | 12.55 | -2.15 | 28.04 | 322 | -25 | 789 |
For Blue Star Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.39
Historical price for 2000 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 24.65, which was 0.4 higher than the previous day. The implied volatity was 26.96, the open interest changed by -62 which decreased total open position to 420
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 12.55, which was -2.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by -25 which decreased total open position to 789
BLUESTARCO 30SEP2025 2000 PE | |||||||
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Delta: -0.61
Vega: 1.31
Theta: -1.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1963.80 | 58.6 | -6.85 | 30.17 | 25 | -4 | 61 |
14 Sept | 1884.90 | 128.6 | -0.45 | 35.85 | 99 | -32 | 94 |
For Blue Star Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.61
Historical price for 2000 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 58.6, which was -6.85 lower than the previous day. The implied volatity was 30.17, the open interest changed by -4 which decreased total open position to 61
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 128.6, which was -0.45 lower than the previous day. The implied volatity was 35.85, the open interest changed by -32 which decreased total open position to 94