CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.46
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 283.65 | -235.75 | 39.67 | 1 | 0 | 2.5 | |||
| 20 Nov | 3301.25 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3554.55 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 3611.65 | 519.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3484.45 | 519.4 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
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| 4 Nov | 3475.75 | 519.4 | -55.60 | - | 3 | 0.5 | 2.5 | |||
| 1 Nov | 3499.75 | 575 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3500.60 | 575 | 0.00 | - | 0 | 2 | 0 | |||
| 30 Oct | 3511.50 | 575 | -252.05 | - | 2 | 1 | 1 | |||
| 29 Oct | 3474.25 | 827.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3419.10 | 827.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3370.15 | 827.05 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3000 expiring on 28NOV2024
Delta for 3000 CE is 0.95
Historical price for 3000 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 283.65, which was -235.75 lower than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 5
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 519.4, 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 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 519.4, 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 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 519.4, 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 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 519.4, 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 519.4, 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 519.4, 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 519.4, 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 519.4, 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 519.4, 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 519.4, 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 519.4, 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 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 519.4, which was -55.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 575, 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 575, 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 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 575, which was -252.05 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 827.05, 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 827.05, 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 827.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.53
Theta: -1.55
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3282.25 | 4.95 | -3.60 | 42.08 | 704 | 7 | 325.5 |
| 20 Nov | 3301.25 | 8.55 | 0.00 | 44.32 | 185.5 | -17.5 | 317.5 |
| 19 Nov | 3301.25 | 8.55 | 3.75 | 44.32 | 185.5 | -18.5 | 317.5 |
| 18 Nov | 3352.55 | 4.8 | -3.05 | 42.25 | 168 | -21 | 336 |
| 14 Nov | 3329.80 | 7.85 | 0.00 | 37.54 | 503.5 | 107.5 | 354 |
| 13 Nov | 3326.05 | 7.85 | 3.95 | 37.03 | 358.5 | 85 | 246.5 |
| 12 Nov | 3480.35 | 3.9 | 0.90 | 39.98 | 131.5 | 44 | 223.5 |
| 11 Nov | 3601.95 | 3 | 0.85 | 44.26 | 24 | 4 | 179 |
| 8 Nov | 3655.35 | 2.15 | -11.95 | 40.72 | 534 | -26 | 175 |
| 7 Nov | 3554.55 | 14.1 | 8.90 | 50.50 | 403 | 73 | 226 |
| 6 Nov | 3611.65 | 5.2 | -14.05 | 43.20 | 416 | 33 | 150.5 |
| 5 Nov | 3484.45 | 19.25 | -4.70 | 48.47 | 209.5 | -31.5 | 115 |
| 4 Nov | 3475.75 | 23.95 | -8.05 | 52.38 | 159.5 | -4.5 | 146.5 |
| 1 Nov | 3499.75 | 32 | 1.95 | 54.64 | 25 | 6 | 150 |
| 31 Oct | 3500.60 | 30.05 | 3.70 | - | 118 | 64 | 141 |
| 30 Oct | 3511.50 | 26.35 | -2.65 | - | 120 | -15 | 77 |
| 29 Oct | 3474.25 | 29 | -8.95 | - | 73 | 28 | 91 |
| 28 Oct | 3419.10 | 37.95 | 8.95 | - | 99 | 48 | 62 |
| 25 Oct | 3370.15 | 29 | - | 17 | 13 | 14 | |
For Cummins India Ltd - strike price 3000 expiring on 28NOV2024
Delta for 3000 PE is -0.06
Historical price for 3000 PE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 4.95, which was -3.60 lower than the previous day. The implied volatity was 42.08, the open interest changed by 14 which increased total open position to 651
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 44.32, the open interest changed by -35 which decreased total open position to 635
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 8.55, which was 3.75 higher than the previous day. The implied volatity was 44.32, the open interest changed by -37 which decreased total open position to 635
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 4.8, which was -3.05 lower than the previous day. The implied volatity was 42.25, the open interest changed by -42 which decreased total open position to 672
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 37.54, the open interest changed by 215 which increased total open position to 708
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 7.85, which was 3.95 higher than the previous day. The implied volatity was 37.03, the open interest changed by 170 which increased total open position to 493
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 3.9, which was 0.90 higher than the previous day. The implied volatity was 39.98, the open interest changed by 88 which increased total open position to 447
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 3, which was 0.85 higher than the previous day. The implied volatity was 44.26, the open interest changed by 8 which increased total open position to 358
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 2.15, which was -11.95 lower than the previous day. The implied volatity was 40.72, the open interest changed by -52 which decreased total open position to 350
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 14.1, which was 8.90 higher than the previous day. The implied volatity was 50.50, the open interest changed by 146 which increased total open position to 452
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 5.2, which was -14.05 lower than the previous day. The implied volatity was 43.20, the open interest changed by 66 which increased total open position to 301
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 19.25, which was -4.70 lower than the previous day. The implied volatity was 48.47, the open interest changed by -63 which decreased total open position to 230
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 23.95, which was -8.05 lower than the previous day. The implied volatity was 52.38, the open interest changed by -9 which decreased total open position to 293
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 32, which was 1.95 higher than the previous day. The implied volatity was 54.64, the open interest changed by 12 which increased total open position to 300
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 30.05, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 26.35, which was -2.65 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 29, which was -8.95 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 37.95, which was 8.95 higher 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
