COPPER
Copper
Historical option data for COPPER
21 Nov 2024 11:40 PM IST
| COPPER 19DEC2024 830 CE | ||||||||||
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Delta: 0.32
Vega: 0.81
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 8.82 | -0.05 | 19.16 | 0.036 | 37 | 55 | |||
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| 20 Nov | 0.00 | 8.87 | 19.38 | 0.008 | 18 | 18 | ||||
For Copper - strike price 830 expiring on 19DEC2024
Delta for 830 CE is 0.32
Historical price for 830 CE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 8.82, which was -0.05 lower than the previous day. The implied volatity was 19.16, the open interest changed by 37 which increased total open position to 55
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 8.87, which was lower than the previous day. The implied volatity was 19.38, the open interest changed by 18 which increased total open position to 18
| COPPER 19DEC2024 830 PE | |||||||
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Delta: -0.71
Vega: 0.77
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 27.52 | -2.47 | 15.93 | 0 | 1 | 6 |
| 20 Nov | 0.00 | 29.99 | 17.67 | 0.002 | 5 | 5 | |
For Copper - strike price 830 expiring on 19DEC2024
Delta for 830 PE is -0.71
Historical price for 830 PE is as follows
On 21 Nov COPPER was trading at 0.00. The strike last trading price was 27.52, which was -2.47 lower than the previous day. The implied volatity was 15.93, the open interest changed by 1 which increased total open position to 6
On 20 Nov COPPER was trading at 0.00. The strike last trading price was 29.99, which was lower than the previous day. The implied volatity was 17.67, the open interest changed by 5 which increased total open position to 5
