CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 541.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 3357.65 | 541.6 | -424.90 | - | 1 | 0 | 0 | |||
| 16 Dec | 3671.40 | 966.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3526.20 | 966.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3430.00 | 966.5 | 966.50 | - | 0 | 0 | 0 | |||
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| 25 Oct | 3370.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 2900 expiring on 26DEC2024
Delta for 2900 CE is 0.00
Historical price for 2900 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 541.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 541.6, which was -424.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 966.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 966.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 966.5, which was 966.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Oct CUMMINSIND was trading at 3370.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CUMMINSIND was trading at 3397.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 26DEC2024 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.27
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 2.5 | -0.90 | 54.99 | 381 | 68 | 89 |
| 19 Dec | 3357.65 | 3.4 | 1.30 | 59.37 | 23 | 17 | 19 |
| 16 Dec | 3671.40 | 2.1 | 0.40 | - | 2 | 1 | 1 |
| 10 Dec | 3526.20 | 1.7 | -3.20 | 44.68 | 2 | -1 | 1 |
| 2 Dec | 3430.00 | 4.9 | 4.90 | 38.79 | 2 | 0 | 0 |
| 25 Oct | 3370.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 2900 expiring on 26DEC2024
Delta for 2900 PE is -0.03
Historical price for 2900 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 54.99, the open interest changed by 68 which increased total open position to 89
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 3.4, which was 1.30 higher than the previous day. The implied volatity was 59.37, the open interest changed by 17 which increased total open position to 19
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 2.1, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 1.7, which was -3.20 lower than the previous day. The implied volatity was 44.68, the open interest changed by -1 which decreased total open position to 1
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 4.9, which was 4.90 higher than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 0
On 25 Oct CUMMINSIND was trading at 3370.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CUMMINSIND was trading at 3397.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
