BLUESTARCO
Blue Star Limited
Historical option data for BLUESTARCO
21 Sep 2025 04:16 PM IST
| BLUESTARCO 30SEP2025 2040 CE | ||||||||||||||||
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Delta: 0.23
Vega: 1.04
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1963.80 | 12 | -1.8 | 26.84 | 101 | 60 | 222 | |||||||||
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| 14 Sept | 1884.90 | 7.5 | -2.15 | 28.79 | 12 | 1 | 118 | |||||||||
For Blue Star Limited - strike price 2040 expiring on 30SEP2025
Delta for 2040 CE is 0.23
Historical price for 2040 CE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 12, which was -1.8 lower than the previous day. The implied volatity was 26.84, the open interest changed by 60 which increased total open position to 222
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 7.5, which was -2.15 lower than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 118
| BLUESTARCO 30SEP2025 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1963.80 | 113.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1884.90 | 120.5 | 0 | 0.00 | 0 | 0 | 0 |
For Blue Star Limited - strike price 2040 expiring on 30SEP2025
Delta for 2040 PE is 0.00
Historical price for 2040 PE is as follows
On 21 Sept BLUESTARCO was trading at 1963.80. The strike last trading price was 113.35, 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
On 14 Sept BLUESTARCO was trading at 1884.90. The strike last trading price was 120.5, 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
