`
[--[65.84.65.76]--]
COPPER
Copper

824.3 6.50 (0.79%)

Back to Option Chain


Historical option data for COPPER

21 Nov 2024 11:40 PM IST
COPPER 19DEC2024 805 CE
Delta: 0.58
Vega: 0.88
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 10 10.00 8.92 0 1 1
20 Nov 0.00 0 0.00 0.00 0 0 0
19 Nov 0.00 0 0.00 0 0 0


For Copper - strike price 805 expiring on 19DEC2024

Delta for 805 CE is 0.58

Historical price for 805 CE is as follows

On 21 Nov COPPER was trading at 0.00. The strike last trading price was 10, which was 10.00 higher than the previous day. The implied volatity was 8.92, the open interest changed by 1 which increased total open position to 1


On 20 Nov COPPER was trading at 0.00. The strike last trading price was 0, which was 0.00 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 19 Nov COPPER was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


COPPER 19DEC2024 805 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 16.86 0.00 0.00 0.004 0 10
20 Nov 0.00 16.86 5.86 19.86 0.004 9 10
19 Nov 0.00 11 12.71 0 1 1


For Copper - strike price 805 expiring on 19DEC2024

Delta for 805 PE is 0.00

Historical price for 805 PE is as follows

On 21 Nov COPPER was trading at 0.00. The strike last trading price was 16.86, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10


On 20 Nov COPPER was trading at 0.00. The strike last trading price was 16.86, which was 5.86 higher than the previous day. The implied volatity was 19.86, the open interest changed by 9 which increased total open position to 10


On 19 Nov COPPER was trading at 0.00. The strike last trading price was 11, which was lower than the previous day. The implied volatity was 12.71, the open interest changed by 1 which increased total open position to 1