COPPER
Copper
Historical option data for COPPER
21 Nov 2024 11:40 PM IST
| COPPER 19DEC2024 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.87
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 0.00 | 12.51 | 0.86 | 19.44 | 0.074 | 26 | 48 | |||
| 20 Nov | 0.00 | 11.65 | 0.65 | 18.70 | 0.014 | 19 | 22 | |||
| 19 Nov | 0.00 | 11 | 18.08 | 0.003 | 3 | 3 | ||||
For Copper - strike price 820 expiring on 19DEC2024
Delta for 820 CE is 0.41
Historical price for 820 CE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 12.51, which was 0.86 higher than the previous day. The implied volatity was 19.44, the open interest changed by 26 which increased total open position to 48
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 11.65, which was 0.65 higher than the previous day. The implied volatity was 18.70, the open interest changed by 19 which increased total open position to 22
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 18.08, the open interest changed by 3 which increased total open position to 3
| COPPER 19DEC2024 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
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 | 23.08 | -0.99 | 18.66 | 0.008 | 4 | 37 |
| 20 Nov | 0.00 | 24.07 | -0.93 | 18.61 | 0.007 | 7 | 33 |
| 19 Nov | 0.00 | 25 | 18.69 | 0.012 | 26 | 26 | |
For Copper - strike price 820 expiring on 19DEC2024
Delta for 820 PE is -0.59
Historical price for 820 PE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 23.08, which was -0.99 lower than the previous day. The implied volatity was 18.66, the open interest changed by 4 which increased total open position to 37
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 24.07, which was -0.93 lower than the previous day. The implied volatity was 18.61, the open interest changed by 7 which increased total open position to 33
On 19 Nov COPPER was trading at 0.00. The strike last trading price was 25, which was lower than the previous day. The implied volatity was 18.69, the open interest changed by 26 which increased total open position to 26
