COPPER
Copper
Historical option data for COPPER
09 Dec 2025 12:09 PM IST
| COPPER 23-DEC-2025 1070 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.85
Theta: -0.67
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1079.00 | 24.4 | -10.37 | 23.28 | 40 | 14 | 119 | |||||||||
| 8 Dec | 1097.50 | 37.75 | 2.98 | 24.04 | 59 | -14 | 105 | |||||||||
| 5 Dec | 1093.40 | 35.48 | 0.04 | 22.62 | 268 | -70 | 119 | |||||||||
|
|
||||||||||||||||
| 4 Dec | 1073.75 | 25.61 | -0.02 | 24.14 | 617 | 7 | 189 | |||||||||
| 3 Dec | 1076.50 | 28.1 | 14.95 | 24.79 | 1,437 | 49 | 182 | |||||||||
| 2 Dec | 1047.00 | 12.62 | -2.4 | 22.15 | 435 | 46 | 133 | |||||||||
| 1 Dec | 1050.30 | 15 | 11.09 | 22.68 | 384 | 87 | 87 | |||||||||
For Copper - strike price 1070 expiring on 23DEC2025
Delta for 1070 CE is 0.57
Historical price for 1070 CE is as follows
On 9 Dec COPPER was trading at 1079.00. The strike last trading price was 24.4, which was -10.37 lower than the previous day. The implied volatity was 23.28, the open interest changed by 14 which increased total open position to 119
On 8 Dec COPPER was trading at 1097.50. The strike last trading price was 37.75, which was 2.98 higher than the previous day. The implied volatity was 24.04, the open interest changed by -14 which decreased total open position to 105
On 5 Dec COPPER was trading at 1093.40. The strike last trading price was 35.48, which was 0.04 higher than the previous day. The implied volatity was 22.62, the open interest changed by -70 which decreased total open position to 119
On 4 Dec COPPER was trading at 1073.75. The strike last trading price was 25.61, which was -0.02 lower than the previous day. The implied volatity was 24.14, the open interest changed by 7 which increased total open position to 189
On 3 Dec COPPER was trading at 1076.50. The strike last trading price was 28.1, which was 14.95 higher than the previous day. The implied volatity was 24.79, the open interest changed by 49 which increased total open position to 182
On 2 Dec COPPER was trading at 1047.00. The strike last trading price was 12.62, which was -2.4 lower than the previous day. The implied volatity was 22.15, the open interest changed by 46 which increased total open position to 133
On 1 Dec COPPER was trading at 1050.30. The strike last trading price was 15, which was 11.09 higher than the previous day. The implied volatity was 22.68, the open interest changed by 87 which increased total open position to 87
| COPPER 23DEC2025 1070 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.85
Theta: -0.64
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1079.00 | 15.2 | 4.27 | 22.10 | 113 | -3 | 184 |
| 8 Dec | 1097.50 | 10.81 | -0.12 | 24.76 | 212 | 56 | 187 |
| 5 Dec | 1093.40 | 12.2 | -0.63 | 22.76 | 442 | -9 | 131 |
| 4 Dec | 1073.75 | 21.53 | -0.19 | 23.80 | 452 | 58 | 140 |
| 3 Dec | 1076.50 | 21.32 | -7.07 | 24.02 | 390 | 82 | 82 |
| 2 Dec | 1047.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1050.30 | 0 | 0 | - | 0 | 0 | 0 |
For Copper - strike price 1070 expiring on 23DEC2025
Delta for 1070 PE is -0.42
Historical price for 1070 PE is as follows
On 9 Dec COPPER was trading at 1079.00. The strike last trading price was 15.2, which was 4.27 higher than the previous day. The implied volatity was 22.10, the open interest changed by -3 which decreased total open position to 184
On 8 Dec COPPER was trading at 1097.50. The strike last trading price was 10.81, which was -0.12 lower than the previous day. The implied volatity was 24.76, the open interest changed by 56 which increased total open position to 187
On 5 Dec COPPER was trading at 1093.40. The strike last trading price was 12.2, which was -0.63 lower than the previous day. The implied volatity was 22.76, the open interest changed by -9 which decreased total open position to 131
On 4 Dec COPPER was trading at 1073.75. The strike last trading price was 21.53, which was -0.19 lower than the previous day. The implied volatity was 23.80, the open interest changed by 58 which increased total open position to 140
On 3 Dec COPPER was trading at 1076.50. The strike last trading price was 21.32, which was -7.07 lower than the previous day. The implied volatity was 24.02, the open interest changed by 82 which increased total open position to 82
On 2 Dec COPPER was trading at 1047.00. 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 1 Dec COPPER was trading at 1050.30. 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































































































































































































































