CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 1.34
Theta: -5.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 212.7 | -1.90 | 55.32 | 2 | 0 | 11 | |||
| 20 Nov | 3301.25 | 214.6 | 0.00 | 38.45 | 2.5 | 1 | 11 | |||
| 19 Nov | 3301.25 | 214.6 | -35.45 | 38.45 | 2.5 | 1 | 11 | |||
| 18 Nov | 3352.55 | 250.05 | 11.05 | - | 4 | 2 | 10 | |||
| 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 | |||
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| 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 0.78
Historical price for 3100 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 212.7, which was -1.90 lower than the previous day. The implied volatity was 55.32, the open interest changed by 0 which decreased total open position to 22
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 214.6, which was 0.00 lower than the previous day. The implied volatity was 38.45, the open interest changed by 2 which increased total open position to 22
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 214.6, which was -35.45 lower than the previous day. The implied volatity was 38.45, the open interest changed by 2 which increased total open position to 22
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 250.05, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 20
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.90
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3282.25 | 9.55 | -3.95 | 35.33 | 69 | 17 | 150.5 |
| 20 Nov | 3301.25 | 13.5 | 0.00 | 37.17 | 115.5 | 0 | 129 |
| 19 Nov | 3301.25 | 13.5 | 4.65 | 37.17 | 115.5 | -4.5 | 129 |
| 18 Nov | 3352.55 | 8.85 | -4.75 | 37.39 | 65.5 | 0 | 134 |
| 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 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 9.55, which was -3.95 lower than the previous day. The implied volatity was 35.33, the open interest changed by 34 which increased total open position to 301
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 258
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 13.5, which was 4.65 higher than the previous day. The implied volatity was 37.17, the open interest changed by -9 which decreased total open position to 258
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 8.85, which was -4.75 lower than the previous day. The implied volatity was 37.39, the open interest changed by 0 which decreased total open position to 268
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
