COPPER
Copper
798.7
1.95 (0.24%)
Option Chain for COPPER
20 Dec 2024 11:40 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
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Put
Lot Size : 2500 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 780 | -0.61 | 8.99 | 18.15 | 0.03 | 10 | 50 | -0.30 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 785 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.62 | 2 | 2 | 0.004 | 17.69 | 23.95 | 23.95 | 790 | 0.54 | 12.29 | 17.78 | 0.011 | 14 | 24 | -0.38 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 795 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.53 | 118 | 49 | 0.063 | 17.64 | 18.40 | 0.16 | 800 | -0.67 | 16.85 | 17.77 | 0.018 | 5 | 86 | -0.47 |
| 0.47 | 4 | 1 | 0.001 | 14.56 | 12.93 | -3.07 | 805 | 0.00 | 18.81 | 0.00 | 0.001 | 1 | 0 | 0.00 |
| 0.43 | 33 | 3 | 0.023 | 17.20 | 13.37 | -0.12 | 810 | 0.00 | 22.25 | 0.00 | 0.01 | 17 | 0 | 0.00 |
| 0.00 | 0 | 2 | 0.002 | 0.00 | 11.80 | 0.00 | 815 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.35 | 100 | 44 | 0.037 | 17.59 | 9.98 | -0.02 | 820 | 1.25 | 30.01 | 19.45 | 0.001 | 6 | 0 | -0.63 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 825 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.27 | 33 | 19 | 0.014 | 17.33 | 6.90 | -0.50 | 830 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 290 | 160 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
