Yes, it's a lobster, and yes, it's blue

One lobster in a million is blue, and the reason is not that it has been holding its breath.

A combination of red and blue pigments in the shell of a live lobster creates a mottled camouflage of indeterminate hue that blends in with the ocean floor.
The red comes from the molecule astaxanthin, a cousin of beta carotene, which gives carrots their orange colour and is a source of vitamin A. Astaxanthin, which looks red because it absorbs blue light, also colours shrimp shells and salmon flesh.
The blue pigment in lobster shells also comes from crustacyanin, which is astaxanthin clumped together with a protein. "It's a gorgeous bluish colour, almost an ice blue color," said Dr. Harry A. Frank, a professor of chemistry at the University of Connecticut. In an article that will be published in The Journal of Physical Chemistry, Dr. Frank and colleagues at Connecticut and Bowdoin College report data explaining why astaxanthin is red, but the astaxanthin-protein compound crustacyanin is blue.
One possibility is that the protein twisted the astaxanthin. Dr. Frank said that while changing the shape of a molecule can shift its colour from red to orange, for instance, the radical change to blue results from the protein pulling astaxanthin molecules close to each other.
The close proximity of two astaxanthins changes the orbits of the electrons in the molecules, causing them to absorb red light and thus appear blue. "The blue shift is one of the largest shifts that's seen in nature," said Dr. Ronald L. Christensen, a chemistry professor at Bowdoin and another author of the paper.
In the blue lobsters, a genetic mutation has caused an overabundance of the astaxanthin-wrapping proteins, tying up all of the red astaxanthin into blue crustacyanin. Lobstermen in Maine find a blue lobster every year or two, and such rarities generally find their way to aquariums.
But a blue lobster would make an unremarkable meal. Heat breaks down the astaxanthin-wrapping protein, destroying the blue pigment. In other words, on a dinner plate, a blue lobster would probably be just like any other lobster: red.

What you didn’t know (and didn’t need to know) about lobsters…
Lobster blood is a clear fluid. When the animal is boiled, the blood turns to an opaque whitish gel. It has no discernible flavour and is perfectly safe to eat.
If a wounded lobster is hauled to the surface, it may start to bleed. Returning it to the sea bottom is the best recourse since the water pressure will help stop the bleeding.
Lobsters can regenerate legs, claws, and antennae. In fact they can amputate their own claws and legs to escape danger.
Lobsters molt (shed their shells) to grow. They secrete enzymes that soften the shell and connective shell joints. The shell spilts up the back and the creature backs out leaving it behind...including the membrane that covered the eyes. They will increase their size by about 20% at every molt.
Lobsters exhibit 'handedness'. Some animals will have the crusher claw on the right side while others will have it on the left.
Lobsters may come in a variety of colours besides the usual blue-green, including blue, yellow, red, and white. Some even come in two colours, having half of their shell one colour and the other half a totally different colour. Of these only the white ones (true albinos) don't turn red when cooked.
The nervous system of a lobster is decentralized and has been likened to that of a grasshopper.

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