CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.60
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 217.3 | -159.60 | 36.36 | 12 | 0 | 5 | |||
| 19 Dec | 3357.65 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 3526.30 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 3543.95 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3671.40 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 3599.90 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3611.60 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3604.50 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3526.20 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3509.15 | 376.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 3465.00 | 376.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 3456.70 | 376.9 | -23.10 | - | 4 | 3 | 5 | |||
| 4 Dec | 3545.30 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 3512.30 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 3430.00 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 3483.70 | 400 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 28 Nov | 3481.25 | 400 | -392.90 | - | 2 | 0 | 0 | |||
| 27 Nov | 3500.70 | 792.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 3463.20 | 792.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 3535.85 | 792.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 3319.40 | 792.9 | 792.90 | - | 0 | 0 | 0 | |||
| 30 Oct | 3511.50 | 0 | 0.00 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3591.00 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3100 expiring on 26DEC2024
Delta for 3100 CE is 0.93
Historical price for 3100 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 217.3, which was -159.60 lower than the previous day. The implied volatity was 36.36, the open interest changed by 0 which decreased total open position to 5
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 376.9, 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 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 376.9, 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 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 376.9, 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 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 376.9, 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 376.9, 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 376.9, 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 376.9, 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 376.9, 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 376.9, 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 376.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 376.9, which was -23.10 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 400, 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 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 400, 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 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 400, 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 400, 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 400, which was -392.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 792.9, 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 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 792.9, 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 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 792.9, 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 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 792.9, which was 792.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct CUMMINSIND was trading at 3511.50. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CUMMINSIND was trading at 3541.40. 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 21 Oct CUMMINSIND was trading at 3579.30. 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 7 Oct CUMMINSIND was trading at 3591.00. 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 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.60
Theta: -1.75
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 5.25 | -3.50 | 36.43 | 6,021 | 90 | 292 |
| 19 Dec | 3357.65 | 8.75 | 7.45 | 45.55 | 428 | 58 | 200 |
| 18 Dec | 3526.30 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 3543.95 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 3671.40 | 1.3 | 0.05 | 47.28 | 35 | 0 | 142 |
| 13 Dec | 3599.90 | 1.25 | -0.55 | 37.95 | 2 | 0 | 142 |
| 12 Dec | 3611.60 | 1.8 | -0.20 | 38.16 | 47 | -41 | 142 |
| 11 Dec | 3604.50 | 2 | -2.60 | 37.43 | 58 | -8 | 187 |
| 10 Dec | 3526.20 | 4.6 | 0.00 | 0.00 | 0 | -11 | 0 |
| 9 Dec | 3509.15 | 4.6 | -1.40 | 34.66 | 28 | -8 | 198 |
| 6 Dec | 3465.00 | 6 | -2.10 | 31.41 | 70 | -13 | 206 |
| 5 Dec | 3456.70 | 8.1 | 2.05 | 32.84 | 349 | 21 | 219 |
| 4 Dec | 3545.30 | 6.05 | -1.40 | 34.53 | 182 | -20 | 198 |
| 3 Dec | 3512.30 | 7.45 | -5.30 | 34.61 | 219 | -38 | 220 |
| 2 Dec | 3430.00 | 12.75 | 0.75 | 32.85 | 248 | 169 | 260 |
| 29 Nov | 3483.70 | 12 | -4.00 | 33.26 | 101 | 43 | 91 |
| 28 Nov | 3481.25 | 16 | 2.40 | 35.48 | 4 | 2 | 47 |
| 27 Nov | 3500.70 | 13.6 | -3.50 | 34.24 | 55 | 38 | 44 |
| 26 Nov | 3463.20 | 17.1 | -0.35 | 34.06 | 8 | 0 | 5 |
| 25 Nov | 3535.85 | 17.45 | -29.40 | 37.96 | 4 | 4 | 4 |
| 22 Nov | 3319.40 | 46.85 | 4.05 | 35.68 | 4 | 3 | 3 |
| 30 Oct | 3511.50 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3474.25 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3419.10 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3370.15 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 42.8 | 42.80 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3591.00 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3100 expiring on 26DEC2024
Delta for 3100 PE is -0.07
Historical price for 3100 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 5.25, which was -3.50 lower than the previous day. The implied volatity was 36.43, the open interest changed by 90 which increased total open position to 292
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 8.75, which was 7.45 higher than the previous day. The implied volatity was 45.55, the open interest changed by 58 which increased total open position to 200
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 1.3, 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 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 1.3, 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 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 47.28, the open interest changed by 0 which decreased total open position to 142
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 37.95, the open interest changed by 0 which decreased total open position to 142
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 38.16, the open interest changed by -41 which decreased total open position to 142
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 2, which was -2.60 lower than the previous day. The implied volatity was 37.43, the open interest changed by -8 which decreased total open position to 187
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 4.6, which was -1.40 lower than the previous day. The implied volatity was 34.66, the open interest changed by -8 which decreased total open position to 198
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 6, which was -2.10 lower than the previous day. The implied volatity was 31.41, the open interest changed by -13 which decreased total open position to 206
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 8.1, which was 2.05 higher than the previous day. The implied volatity was 32.84, the open interest changed by 21 which increased total open position to 219
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 6.05, which was -1.40 lower than the previous day. The implied volatity was 34.53, the open interest changed by -20 which decreased total open position to 198
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 7.45, which was -5.30 lower than the previous day. The implied volatity was 34.61, the open interest changed by -38 which decreased total open position to 220
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 12.75, which was 0.75 higher than the previous day. The implied volatity was 32.85, the open interest changed by 169 which increased total open position to 260
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 12, which was -4.00 lower than the previous day. The implied volatity was 33.26, the open interest changed by 43 which increased total open position to 91
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 16, which was 2.40 higher than the previous day. The implied volatity was 35.48, the open interest changed by 2 which increased total open position to 47
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 13.6, which was -3.50 lower than the previous day. The implied volatity was 34.24, the open interest changed by 38 which increased total open position to 44
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 17.1, which was -0.35 lower than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 5
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 17.45, which was -29.40 lower than the previous day. The implied volatity was 37.96, the open interest changed by 4 which increased total open position to 4
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 46.85, which was 4.05 higher than the previous day. The implied volatity was 35.68, the open interest changed by 3 which increased total open position to 3
On 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 42.8, 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 29 Oct CUMMINSIND was trading at 3474.25. The strike last trading price was 42.8, 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 42.8, 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 42.8, 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 42.8, which was 42.80 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CUMMINSIND was trading at 3541.40. 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 21 Oct CUMMINSIND was trading at 3579.30. 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 7 Oct CUMMINSIND was trading at 3591.00. 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
