COPPER
Copper
Historical option data for COPPER
21 Nov 2024 11:40 PM IST
| COPPER 19DEC2024 800 CE | ||||||||||
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Delta: 0.59
Vega: 0.87
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 21.84 | 1.48 | 19.17 | 0.016 | 5 | 30 | |||
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| 20 Nov | 0.00 | 20.36 | -0.47 | 18.00 | 0.005 | 5 | 7 | |||
| 19 Nov | 0.00 | 20.83 | 18.82 | 0.008 | 2 | 2 | ||||
For Copper - strike price 800 expiring on 19DEC2024
Delta for 800 CE is 0.59
Historical price for 800 CE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 21.84, which was 1.48 higher than the previous day. The implied volatity was 19.17, the open interest changed by 5 which increased total open position to 30
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 20.36, which was -0.47 lower than the previous day. The implied volatity was 18.00, the open interest changed by 5 which increased total open position to 7
On 19 Nov COPPER was trading at 0.00. The strike last trading price was 20.83, which was lower than the previous day. The implied volatity was 18.82, the open interest changed by 2 which increased total open position to 2
| COPPER 19DEC2024 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.87
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 12.66 | -1.30 | 18.68 | 0.042 | 5 | 56 |
| 20 Nov | 0.00 | 13.96 | -0.14 | 19.23 | 0.019 | 26 | 49 |
| 19 Nov | 0.00 | 14.1 | 18.62 | 0.011 | 23 | 23 | |
For Copper - strike price 800 expiring on 19DEC2024
Delta for 800 PE is -0.41
Historical price for 800 PE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 12.66, which was -1.30 lower than the previous day. The implied volatity was 18.68, the open interest changed by 5 which increased total open position to 56
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 13.96, which was -0.14 lower than the previous day. The implied volatity was 19.23, the open interest changed by 26 which increased total open position to 49
On 19 Nov COPPER was trading at 0.00. The strike last trading price was 14.1, which was lower than the previous day. The implied volatity was 18.62, the open interest changed by 23 which increased total open position to 23
