COPPER
Copper
Historical option data for COPPER
15 Oct 2025 01:10 AM IST
| COPPER 24-OCT-2025 940 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.46
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 15 Oct | 935.20 | 62 | 1.3 | 40.63 | 6 | -1 | 42 | |||||||||
| 14 Oct | 935.20 | 59 | 5.07 | - | 9 | -9 | 0 | |||||||||
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| 28 Sept | 935.20 | 19.22 | -0.16 | 18.97 | 266 | 61 | 140 | |||||||||
For Copper - strike price 940 expiring on 24OCT2025
Delta for 940 CE is 0.81
Historical price for 940 CE is as follows
On 15 Oct COPPER was trading at 935.20. The strike last trading price was 62, which was 1.3 higher than the previous day. The implied volatity was 40.63, the open interest changed by -1 which decreased total open position to 42
On 14 Oct COPPER was trading at 935.20. The strike last trading price was 59, which was 5.07 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 0
On 28 Sept COPPER was trading at 935.20. The strike last trading price was 19.22, which was -0.16 lower than the previous day. The implied volatity was 18.97, the open interest changed by 61 which increased total open position to 140
| COPPER 24OCT2025 940 PE | |||||||
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Delta: -0.13
Vega: 0.36
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Oct | 935.20 | 3.6 | -0.19 | 31.19 | 66 | -4 | 90 |
| 14 Oct | 935.20 | 5 | 2.29 | 31.77 | 53 | 0 | 94 |
| 28 Sept | 935.20 | 20.17 | 0.31 | 18.83 | 187 | 31 | 96 |
For Copper - strike price 940 expiring on 24OCT2025
Delta for 940 PE is -0.13
Historical price for 940 PE is as follows
On 15 Oct COPPER was trading at 935.20. The strike last trading price was 3.6, which was -0.19 lower than the previous day. The implied volatity was 31.19, the open interest changed by -4 which decreased total open position to 90
On 14 Oct COPPER was trading at 935.20. The strike last trading price was 5, which was 2.29 higher than the previous day. The implied volatity was 31.77, the open interest changed by 0 which decreased total open position to 94
On 28 Sept COPPER was trading at 935.20. The strike last trading price was 20.17, which was 0.31 higher than the previous day. The implied volatity was 18.83, the open interest changed by 31 which increased total open position to 96
