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[--[65.84.65.76]--]
COPPER
Copper

798.7 1.95 (0.24%)

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Historical option data for COPPER

20 Dec 2024 11:40 PM IST
COPPER 24JAN2025 820 CE
Delta: 0.35
Vega: 0.92
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 9.98 -0.02 17.59 0.037 44 100
19 Dec 0.00 10 -4.44 17.87 0.036 12 56
18 Dec 0.00 14.44 0.14 17.36 0.023 40 44
17 Dec 0.00 14.3 14.30 17.61 0.002 4 4
16 Dec 0.00 0 0.00 0.00 0 0 0
12 Nov 0.00 0 0.00 0.00 0 0 0
11 Nov 0.00 0 0.00 0.00 0 0 0
8 Nov 0.00 0 0.00 0.00 0 0 0
7 Nov 0.00 0 0.00 0.00 0 0 0
6 Nov 0.00 0 0.00 0.00 0 0 0
5 Nov 0.00 0 0.00 0.00 0 0 0
4 Nov 0.00 0 0.00 0.00 0 0 0
1 Nov 0.00 0 0.00 0 0 0


For Copper - strike price 820 expiring on 24JAN2025

Delta for 820 CE is 0.35

Historical price for 820 CE is as follows

On 20 Dec COPPER was trading at 0.00. The strike last trading price was 9.98, which was -0.02 lower than the previous day. The implied volatity was 17.59, the open interest changed by 44 which increased total open position to 100


On 19 Dec COPPER was trading at 0.00. The strike last trading price was 10, which was -4.44 lower than the previous day. The implied volatity was 17.87, the open interest changed by 12 which increased total open position to 56


On 18 Dec COPPER was trading at 0.00. The strike last trading price was 14.44, which was 0.14 higher than the previous day. The implied volatity was 17.36, the open interest changed by 40 which increased total open position to 44


On 17 Dec COPPER was trading at 0.00. The strike last trading price was 14.3, which was 14.30 higher than the previous day. The implied volatity was 17.61, the open interest changed by 4 which increased total open position to 4


On 16 Dec 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 12 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 11 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 8 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 7 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 6 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 5 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 4 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 1 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 24JAN2025 820 PE
Delta: -0.63
Vega: 0.94
Theta: -0.26
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 30.01 1.25 19.45 0.001 6 0
19 Dec 0.00 28.76 6.82 16.80 0.007 6 31
18 Dec 0.00 21.94 -3.46 17.11 0.003 4 25
17 Dec 0.00 25.4 3.90 19.45 0.005 11 21
16 Dec 0.00 21.5 21.50 19.40 0.005 10 10
12 Nov 0.00 0 0.00 0.00 0 0 0
11 Nov 0.00 0 0.00 0.00 0 0 0
8 Nov 0.00 0 0.00 0.00 0 0 0
7 Nov 0.00 0 0.00 0.00 0 0 0
6 Nov 0.00 0 0.00 0.00 0 0 0
5 Nov 0.00 0 0.00 0.00 0 0 0
4 Nov 0.00 0 0.00 0.00 0 0 0
1 Nov 0.00 0 0.00 0 0 0


For Copper - strike price 820 expiring on 24JAN2025

Delta for 820 PE is -0.63

Historical price for 820 PE is as follows

On 20 Dec COPPER was trading at 0.00. The strike last trading price was 30.01, which was 1.25 higher than the previous day. The implied volatity was 19.45, the open interest changed by 6 which increased total open position to 0


On 19 Dec COPPER was trading at 0.00. The strike last trading price was 28.76, which was 6.82 higher than the previous day. The implied volatity was 16.80, the open interest changed by 6 which increased total open position to 31


On 18 Dec COPPER was trading at 0.00. The strike last trading price was 21.94, which was -3.46 lower than the previous day. The implied volatity was 17.11, the open interest changed by 4 which increased total open position to 25


On 17 Dec COPPER was trading at 0.00. The strike last trading price was 25.4, which was 3.90 higher than the previous day. The implied volatity was 19.45, the open interest changed by 11 which increased total open position to 21


On 16 Dec COPPER was trading at 0.00. The strike last trading price was 21.5, which was 21.50 higher than the previous day. The implied volatity was 19.40, the open interest changed by 10 which increased total open position to 10


On 12 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 11 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 8 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 7 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 6 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 5 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 4 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 1 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