Historical option data for BLUESTARCO
29 Jun 2026 10:50 AM IST
| BLUESTARCO 28-Jul-2026 (27d) 1640 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.02
Theta: -0.99
Gamma: 0.00301
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1634.10 | 53.35 | -6.6 (-11.01%) | 28.47 | 36 | 6 | 36 | |||||||||
| 25 Jun | 1637.20 | 58.35 | -266 (-82.01%) | 28.68 | 39 | 30 | 30 | |||||||||
| 24 Jun | 1652.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jun | 1661.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Blue Star Limited - strike price 1640 expiring on 28JUL2026
Delta for 1640 CE is 0.52
Historical price for 1640 CE is as follows
On 29 Jun BLUESTARCO was trading at 1634.10. The strike last trading price was 53.35, which was -6.6 lower than the previous day. The implied volatity was 28.47, the open interest changed by 6 which increased total open position to 36
On 25 Jun BLUESTARCO was trading at 1637.20. The strike last trading price was 58.35, which was -266 lower than the previous day. The implied volatity was 28.68, the open interest changed by 30 which increased total open position to 30
On 24 Jun BLUESTARCO was trading at 1652.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jun BLUESTARCO was trading at 1661.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BLUESTARCO 28-Jul-2026 (27d) 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.02
Theta: -1.15
Gamma: 0.00207
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1634.10 | 76 | 2 (2.70%) | 41.32 | 62 | 57 | 110 |
| 25 Jun | 1637.20 | 73 | 6 (8.96%) | 37.93 | 52 | 23 | 35 |
| 24 Jun | 1652.80 | 67 | -6 (-8.22%) | 38.94 | 13 | 11 | 12 |
| 23 Jun | 1661.90 | 73 | 24 (48.98%) | 42.33 | 1 | 0 | 0 |
For Blue Star Limited - strike price 1640 expiring on 28JUL2026
Delta for 1640 PE is -0.47
Historical price for 1640 PE is as follows
On 29 Jun BLUESTARCO was trading at 1634.10. The strike last trading price was 76, which was 2 higher than the previous day. The implied volatity was 41.32, the open interest changed by 57 which increased total open position to 110
On 25 Jun BLUESTARCO was trading at 1637.20. The strike last trading price was 73, which was 6 higher than the previous day. The implied volatity was 37.93, the open interest changed by 23 which increased total open position to 35
On 24 Jun BLUESTARCO was trading at 1652.80. The strike last trading price was 67, which was -6 lower than the previous day. The implied volatity was 38.94, the open interest changed by 11 which increased total open position to 12
On 23 Jun BLUESTARCO was trading at 1661.90. The strike last trading price was 73, which was 24 higher than the previous day. The implied volatity was 42.33, the open interest changed by 0 which decreased total open position to 0
