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[--[65.84.65.76]--]
CUMMINSIND
Cummins India Ltd

3329.8 3.75 (0.11%)

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Historical option data for CUMMINSIND

14 Nov 2024 04:10 PM IST
CUMMINSIND 28NOV2024 3100 CE
Delta: 0.92
Vega: 0.94
Theta: -1.66
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3329.80 239 -4.35 26.50 2 0.5 8
13 Nov 3326.05 243.35 -135.05 17.37 5.5 -1.5 7
12 Nov 3480.35 378.4 -70.20 - 5 2 8
11 Nov 3601.95 448.6 0.00 0.00 0 0 0
8 Nov 3655.35 448.6 0.00 0.00 0 0 0
7 Nov 3554.55 448.6 0.00 0.00 0 1.5 0
6 Nov 3611.65 448.6 -0.65 - 1.5 0 4.5
5 Nov 3484.45 449.25 0.00 0.00 0 1.5 0
4 Nov 3475.75 449.25 6.25 44.44 6.5 2.5 5.5
1 Nov 3499.75 443 0.00 0.00 0 2 0
31 Oct 3500.60 443 -85.00 - 2 0 1
30 Oct 3511.50 528 0.00 - 0 0 0
29 Oct 3474.25 528 0.00 - 0 0 0
28 Oct 3419.10 528 0.00 - 0 0 0
25 Oct 3370.15 528 0.00 - 0 0 0
24 Oct 3397.10 528 0.00 - 0 0 0
23 Oct 3419.90 528 - 0 1 0


For Cummins India Ltd - strike price 3100 expiring on 28NOV2024

Delta for 3100 CE is 0.92

Historical price for 3100 CE is as follows

On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 239, which was -4.35 lower than the previous day. The implied volatity was 26.50, the open interest changed by 1 which increased total open position to 16


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 243.35, which was -135.05 lower than the previous day. The implied volatity was 17.37, the open interest changed by -3 which decreased total open position to 14


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 378.4, which was -70.20 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 16


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 448.6, 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 448.6, 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 448.6, 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 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 448.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 449.25, 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 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 449.25, which was 6.25 higher than the previous day. The implied volatity was 44.44, the open interest changed by 5 which increased total open position to 11


On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 443, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 443, which was -85.00 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 528, 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 528, 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 528, 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 528, 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 528, 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 528, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CUMMINSIND 28NOV2024 3100 PE
Delta: -0.12
Vega: 1.33
Theta: -1.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3329.80 13.6 -1.05 33.07 237 5.5 134
13 Nov 3326.05 14.65 7.90 33.60 146.5 -16.5 128
12 Nov 3480.35 6.75 3.75 36.52 125.5 22.5 144.5
11 Nov 3601.95 3 -0.25 37.56 48.5 0 122
8 Nov 3655.35 3.25 -17.90 37.27 398 -22 122
7 Nov 3554.55 21.15 12.90 47.85 155 25.5 142
6 Nov 3611.65 8.25 -24.60 40.50 214 -11 118
5 Nov 3484.45 32.85 -6.75 48.13 73 16.5 129
4 Nov 3475.75 39.6 -5.65 52.49 70.5 20 112.5
1 Nov 3499.75 45.25 0.30 52.10 1 0 92
31 Oct 3500.60 44.95 4.55 - 61 40 92
30 Oct 3511.50 40.4 -5.45 - 26 11 51
29 Oct 3474.25 45.85 -5.15 - 8 3 40
28 Oct 3419.10 51 1.40 - 56 2 36
25 Oct 3370.15 49.6 3.90 - 5 -2 34
24 Oct 3397.10 45.7 1.70 - 16 9 36
23 Oct 3419.90 44 - 27 26 26


For Cummins India Ltd - strike price 3100 expiring on 28NOV2024

Delta for 3100 PE is -0.12

Historical price for 3100 PE is as follows

On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 13.6, which was -1.05 lower than the previous day. The implied volatity was 33.07, the open interest changed by 11 which increased total open position to 268


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 14.65, which was 7.90 higher than the previous day. The implied volatity was 33.60, the open interest changed by -33 which decreased total open position to 256


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 6.75, which was 3.75 higher than the previous day. The implied volatity was 36.52, the open interest changed by 45 which increased total open position to 289


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 37.56, the open interest changed by 0 which decreased total open position to 244


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 3.25, which was -17.90 lower than the previous day. The implied volatity was 37.27, the open interest changed by -44 which decreased total open position to 244


On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 21.15, which was 12.90 higher than the previous day. The implied volatity was 47.85, the open interest changed by 51 which increased total open position to 284


On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 8.25, which was -24.60 lower than the previous day. The implied volatity was 40.50, the open interest changed by -22 which decreased total open position to 236


On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 32.85, which was -6.75 lower than the previous day. The implied volatity was 48.13, the open interest changed by 33 which increased total open position to 258


On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 39.6, which was -5.65 lower than the previous day. The implied volatity was 52.49, the open interest changed by 40 which increased total open position to 225


On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 45.25, which was 0.30 higher than the previous day. The implied volatity was 52.10, the open interest changed by 0 which decreased total open position to 184


On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 44.95, which was 4.55 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 40.4, which was -5.45 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 45.85, which was -5.15 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 51, which was 1.40 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 49.6, which was 3.90 higher 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 45.7, which was 1.70 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 44, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to