COPPER
Copper
Historical option data for COPPER
21 Nov 2024 11:40 PM IST
| COPPER 19DEC2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.90
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 0.00 | 16.76 | 1.00 | 19.35 | 0.034 | -3 | 37 | |||
| 20 Nov | 0.00 | 15.76 | -0.14 | 18.60 | 0.023 | 30 | 41 | |||
| 19 Nov | 0.00 | 15.9 | 18.93 | 0.007 | 11 | 11 | ||||
For Copper - strike price 810 expiring on 19DEC2024
Delta for 810 CE is 0.50
Historical price for 810 CE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 16.76, which was 1.00 higher than the previous day. The implied volatity was 19.35, the open interest changed by -3 which decreased total open position to 37
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 15.76, which was -0.14 lower than the previous day. The implied volatity was 18.60, the open interest changed by 30 which increased total open position to 41
On 19 Nov COPPER was trading at 0.00. The strike last trading price was 15.9, which was lower than the previous day. The implied volatity was 18.93, the open interest changed by 11 which increased total open position to 11
| COPPER 19DEC2024 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.90
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 17.38 | -0.84 | 18.65 | 0.024 | 14 | 30 |
| 20 Nov | 0.00 | 18.22 | -2.78 | 18.55 | 0.006 | 9 | 16 |
| 19 Nov | 0.00 | 21 | 20.72 | 0.003 | 7 | 7 | |
For Copper - strike price 810 expiring on 19DEC2024
Delta for 810 PE is -0.50
Historical price for 810 PE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 17.38, which was -0.84 lower than the previous day. The implied volatity was 18.65, the open interest changed by 14 which increased total open position to 30
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 18.22, which was -2.78 lower than the previous day. The implied volatity was 18.55, the open interest changed by 9 which increased total open position to 16
On 19 Nov COPPER was trading at 0.00. The strike last trading price was 21, which was lower than the previous day. The implied volatity was 20.72, the open interest changed by 7 which increased total open position to 7
