CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 3282.25 | 468.95 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 20 Nov | 3301.25 | 468.95 | 0.00 | 109.89 | 0.5 | 0.5 | 10.5 | |||
| 19 Nov | 3301.25 | 468.95 | 7.50 | 109.89 | 0.5 | 0 | 10.5 | |||
| 18 Nov | 3352.55 | 461.45 | -163.25 | 38.36 | 1 | 0 | 10 | |||
| 14 Nov | 3329.80 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3554.55 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 3611.65 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3484.45 | 624.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 624.7 | -15.30 | 31.79 | 1 | 0 | 10 | |||
| 1 Nov | 3499.75 | 640 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3500.60 | 640 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3474.25 | 640 | - | 10 | 5 | 6 | ||||
For Cummins India Ltd - strike price 2900 expiring on 28NOV2024
Delta for 2900 CE is 0.00
Historical price for 2900 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 468.95, 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 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 468.95, which was 0.00 lower than the previous day. The implied volatity was 109.89, the open interest changed by 1 which increased total open position to 21
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 468.95, which was 7.50 higher than the previous day. The implied volatity was 109.89, the open interest changed by 0 which decreased total open position to 21
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 461.45, which was -163.25 lower than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 20
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 624.7, 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 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 624.7, 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 CUMMINSIND was trading at 3480.35. The strike last trading price was 624.7, 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 CUMMINSIND was trading at 3601.95. The strike last trading price was 624.7, 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 CUMMINSIND was trading at 3655.35. The strike last trading price was 624.7, 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 CUMMINSIND was trading at 3554.55. The strike last trading price was 624.7, 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 CUMMINSIND was trading at 3611.65. The strike last trading price was 624.7, 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 CUMMINSIND was trading at 3484.45. The strike last trading price was 624.7, 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 CUMMINSIND was trading at 3475.75. The strike last trading price was 624.7, which was -15.30 lower than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 20
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 640, 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 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 640, 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 29 Oct CUMMINSIND was trading at 3474.25. The strike last trading price was 640, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.31
Theta: -1.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3282.25 | 2.55 | -1.20 | 48.02 | 81.5 | 26.5 | 123 |
| 20 Nov | 3301.25 | 3.75 | 0.00 | 47.19 | 35.5 | -20 | 95 |
| 19 Nov | 3301.25 | 3.75 | 0.70 | 47.19 | 35.5 | -21.5 | 95 |
| 18 Nov | 3352.55 | 3.05 | -1.45 | 48.07 | 28.5 | -11 | 116.5 |
| 14 Nov | 3329.80 | 4.5 | 0.00 | 41.62 | 143.5 | 32.5 | 126 |
| 13 Nov | 3326.05 | 4.5 | 3.00 | 40.89 | 45.5 | 24 | 93.5 |
| 12 Nov | 3480.35 | 1.5 | 0.25 | 41.41 | 0.5 | 0 | 84.5 |
| 11 Nov | 3601.95 | 1.25 | -0.30 | 45.07 | 16 | 3 | 85 |
| 8 Nov | 3655.35 | 1.55 | -7.40 | 44.64 | 84 | 13.5 | 82.5 |
| 7 Nov | 3554.55 | 8.95 | 4.65 | 52.69 | 53.5 | 21 | 68 |
| 6 Nov | 3611.65 | 4.3 | -7.60 | 48.01 | 71 | 42 | 47 |
| 5 Nov | 3484.45 | 11.9 | -4.10 | 50.13 | 14 | 4 | 5 |
| 4 Nov | 3475.75 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 3499.75 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 3500.60 | 16 | -10.35 | - | 0 | 1 | 0 |
| 29 Oct | 3474.25 | 26.35 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 2900 expiring on 28NOV2024
Delta for 2900 PE is -0.03
Historical price for 2900 PE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 2.55, which was -1.20 lower than the previous day. The implied volatity was 48.02, the open interest changed by 53 which increased total open position to 246
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 47.19, the open interest changed by -40 which decreased total open position to 190
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 3.75, which was 0.70 higher than the previous day. The implied volatity was 47.19, the open interest changed by -43 which decreased total open position to 190
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 3.05, which was -1.45 lower than the previous day. The implied volatity was 48.07, the open interest changed by -22 which decreased total open position to 233
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 41.62, the open interest changed by 65 which increased total open position to 252
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 4.5, which was 3.00 higher than the previous day. The implied volatity was 40.89, the open interest changed by 48 which increased total open position to 187
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 41.41, the open interest changed by 0 which decreased total open position to 169
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 45.07, the open interest changed by 6 which increased total open position to 170
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 1.55, which was -7.40 lower than the previous day. The implied volatity was 44.64, the open interest changed by 27 which increased total open position to 165
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 8.95, which was 4.65 higher than the previous day. The implied volatity was 52.69, the open interest changed by 42 which increased total open position to 136
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 4.3, which was -7.60 lower than the previous day. The implied volatity was 48.01, the open interest changed by 84 which increased total open position to 94
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 11.9, which was -4.10 lower than the previous day. The implied volatity was 50.13, the open interest changed by 8 which increased total open position to 10
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 16, 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 CUMMINSIND was trading at 3499.75. The strike last trading price was 16, 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 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 16, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CUMMINSIND was trading at 3474.25. The strike last trading price was 26.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
