CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 366 | -9.50 | - | 1 | 0 | 8 | |||
| 19 Dec | 3357.65 | 375.5 | -154.50 | 53.05 | 1 | 0 | 8 | |||
| 18 Dec | 3526.30 | 530 | -91.10 | 56.08 | 1 | 0 | 7 | |||
| 17 Dec | 3543.95 | 621.1 | 70.25 | - | 2 | 1 | 6 | |||
| 16 Dec | 3671.40 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 3599.90 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3611.60 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3604.50 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3526.20 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3509.15 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3465.00 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3456.70 | 550.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Dec | 3545.30 | 550.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 3512.30 | 550.85 | 50.85 | 40.72 | 1 | 0 | 4 | |||
| 2 Dec | 3430.00 | 500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 3483.70 | 500 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 28 Nov | 3481.25 | 500 | 0.00 | - | 2 | 1 | 3 | |||
| 27 Nov | 3500.70 | 500 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 26 Nov | 3463.20 | 500 | -378.10 | 36.82 | 2 | 0 | 0 | |||
| 22 Nov | 3319.40 | 878.1 | 878.10 | - | 0 | 0 | 0 | |||
| 29 Oct | 3474.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3419.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3370.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3000 expiring on 26DEC2024
Delta for 3000 CE is -
Historical price for 3000 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 366, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 375.5, which was -154.50 lower than the previous day. The implied volatity was 53.05, the open interest changed by 0 which decreased total open position to 8
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 530, which was -91.10 lower than the previous day. The implied volatity was 56.08, the open interest changed by 0 which decreased total open position to 7
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 621.1, which was 70.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 550.85, 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 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 550.85, 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 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 550.85, 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 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 550.85, 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 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 550.85, 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 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 550.85, 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 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 550.85, 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 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 550.85, 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 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 550.85, 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 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 550.85, which was 50.85 higher than the previous day. The implied volatity was 40.72, the open interest changed by 0 which decreased total open position to 4
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 500, 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 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 500, which was -378.10 lower than the previous day. The implied volatity was 36.82, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 878.1, which was 878.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct CUMMINSIND was trading at 3474.25. 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 28 Oct CUMMINSIND was trading at 3419.10. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CUMMINSIND was trading at 3419.90. 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 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.39
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 3.6 | -1.55 | 46.09 | 4,219 | -220 | 614 |
| 19 Dec | 3357.65 | 5.15 | 3.65 | 52.12 | 1,713 | 411 | 545 |
| 18 Dec | 3526.30 | 1.5 | 0.50 | 51.61 | 6 | -5 | 135 |
| 17 Dec | 3543.95 | 1 | -0.25 | 46.00 | 18 | -2 | 148 |
| 16 Dec | 3671.40 | 1.25 | -0.40 | - | 28 | -2 | 150 |
| 13 Dec | 3599.90 | 1.65 | 0.35 | 46.61 | 17 | 3 | 152 |
| 12 Dec | 3611.60 | 1.3 | -0.45 | 43.07 | 15 | 1 | 159 |
| 11 Dec | 3604.50 | 1.75 | -1.30 | 43.36 | 11 | 7 | 157 |
| 10 Dec | 3526.20 | 3.05 | 0.00 | 0.00 | 0 | 7 | 0 |
| 9 Dec | 3509.15 | 3.05 | -0.55 | 38.93 | 16 | 6 | 149 |
| 6 Dec | 3465.00 | 3.6 | -1.70 | 34.97 | 6 | 3 | 142 |
| 5 Dec | 3456.70 | 5.3 | 1.20 | 36.63 | 116 | 47 | 139 |
| 4 Dec | 3545.30 | 4.1 | -0.80 | 38.20 | 55 | 35 | 91 |
| 3 Dec | 3512.30 | 4.9 | -2.10 | 37.98 | 113 | -23 | 60 |
| 2 Dec | 3430.00 | 7 | 0.70 | 34.93 | 62 | 37 | 82 |
| 29 Nov | 3483.70 | 6.3 | -4.70 | 34.65 | 61 | 21 | 42 |
| 28 Nov | 3481.25 | 11 | -1.50 | 38.63 | 21 | 7 | 11 |
| 27 Nov | 3500.70 | 12.5 | 6.90 | 40.02 | 3 | 1 | 3 |
| 26 Nov | 3463.20 | 5.6 | -25.90 | 31.60 | 2 | -1 | 1 |
| 22 Nov | 3319.40 | 31.5 | 1.70 | 37.80 | 2 | 1 | 1 |
| 29 Oct | 3474.25 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3419.10 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3370.15 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 29.8 | 29.80 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3000 expiring on 26DEC2024
Delta for 3000 PE is -0.04
Historical price for 3000 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was 46.09, the open interest changed by -220 which decreased total open position to 614
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 5.15, which was 3.65 higher than the previous day. The implied volatity was 52.12, the open interest changed by 411 which increased total open position to 545
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 51.61, the open interest changed by -5 which decreased total open position to 135
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 46.00, the open interest changed by -2 which decreased total open position to 148
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 150
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 46.61, the open interest changed by 3 which increased total open position to 152
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 43.07, the open interest changed by 1 which increased total open position to 159
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 1.75, which was -1.30 lower than the previous day. The implied volatity was 43.36, the open interest changed by 7 which increased total open position to 157
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 38.93, the open interest changed by 6 which increased total open position to 149
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 3.6, which was -1.70 lower than the previous day. The implied volatity was 34.97, the open interest changed by 3 which increased total open position to 142
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 5.3, which was 1.20 higher than the previous day. The implied volatity was 36.63, the open interest changed by 47 which increased total open position to 139
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 4.1, which was -0.80 lower than the previous day. The implied volatity was 38.20, the open interest changed by 35 which increased total open position to 91
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 4.9, which was -2.10 lower than the previous day. The implied volatity was 37.98, the open interest changed by -23 which decreased total open position to 60
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 7, which was 0.70 higher than the previous day. The implied volatity was 34.93, the open interest changed by 37 which increased total open position to 82
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 6.3, which was -4.70 lower than the previous day. The implied volatity was 34.65, the open interest changed by 21 which increased total open position to 42
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 11, which was -1.50 lower than the previous day. The implied volatity was 38.63, the open interest changed by 7 which increased total open position to 11
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 12.5, which was 6.90 higher than the previous day. The implied volatity was 40.02, the open interest changed by 1 which increased total open position to 3
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 5.6, which was -25.90 lower than the previous day. The implied volatity was 31.60, the open interest changed by -1 which decreased total open position to 1
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 31.5, which was 1.70 higher than the previous day. The implied volatity was 37.80, the open interest changed by 1 which increased total open position to 1
On 29 Oct CUMMINSIND was trading at 3474.25. The strike last trading price was 29.8, 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 28 Oct CUMMINSIND was trading at 3419.10. The strike last trading price was 29.8, 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 25 Oct CUMMINSIND was trading at 3370.15. The strike last trading price was 29.8, 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 29.8, which was 29.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CUMMINSIND was trading at 3419.90. 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
