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

3312.9 -44.75 (-1.33%)

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Historical option data for CUMMINSIND

20 Dec 2024 04:10 PM IST
CUMMINSIND 26DEC2024 3200 CE
Delta: 0.84
Vega: 1.05
Theta: -3.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3312.90 122.8 -57.70 28.09 20 5 12
19 Dec 3357.65 180.5 -199.50 33.69 13 3 7
18 Dec 3526.30 380 0.00 0.00 0 0 0
17 Dec 3543.95 380 0.00 0.00 0 0 0
16 Dec 3671.40 380 0.00 0.00 0 1 0
13 Dec 3599.90 380 80.00 - 4 0 3
12 Dec 3611.60 300 0.00 0.00 0 0 0
11 Dec 3604.50 300 0.00 0.00 0 0 0
10 Dec 3526.20 300 0.00 0.00 0 0 0
9 Dec 3509.15 300 0.00 0.00 0 0 0
6 Dec 3465.00 300 0.00 0.00 0 0 0
5 Dec 3456.70 300 11.40 34.16 1 0 3
4 Dec 3545.30 288.6 0.00 0.00 0 0 0
3 Dec 3512.30 288.6 0.00 0.00 0 3 0
2 Dec 3430.00 288.6 -422.95 36.02 4 3 3
29 Nov 3483.70 711.55 0.00 - 0 0 0
28 Nov 3481.25 711.55 0.00 - 0 0 0
27 Nov 3500.70 711.55 0.00 - 0 0 0
26 Nov 3463.20 711.55 0.00 - 0 0 0
25 Nov 3535.85 711.55 0.00 - 0 0 0
22 Nov 3319.40 711.55 0.00 - 0 0 0
21 Nov 3282.25 711.55 0.00 - 0 0 0
20 Nov 3301.25 711.55 0.00 - 0 0 0
19 Nov 3301.25 711.55 0.00 - 0 0 0
18 Nov 3352.55 711.55 0.00 - 0 0 0
14 Nov 3329.80 711.55 0.00 - 0 0 0
13 Nov 3326.05 711.55 0.00 - 0 0 0
8 Nov 3655.35 711.55 711.55 - 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
17 Oct 3692.00 0 0.00 - 0 0 0
15 Oct 3669.05 0 0.00 - 0 0 0
14 Oct 3667.80 0 0.00 - 0 0 0
11 Oct 3614.15 0 0.00 - 0 0 0
7 Oct 3591.00 0 0.00 - 0 0 0
4 Oct 3623.50 0 0.00 - 0 0 0
3 Oct 3682.65 0 - 0 0 0


For Cummins India Ltd - strike price 3200 expiring on 26DEC2024

Delta for 3200 CE is 0.84

Historical price for 3200 CE is as follows

On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 122.8, which was -57.70 lower than the previous day. The implied volatity was 28.09, the open interest changed by 5 which increased total open position to 12


On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 180.5, which was -199.50 lower than the previous day. The implied volatity was 33.69, the open interest changed by 3 which increased total open position to 7


On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 380, 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 380, 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 380, 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 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 380, which was 80.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 300, 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 300, 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 300, 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 300, 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 300, 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 300, which was 11.40 higher than the previous day. The implied volatity was 34.16, the open interest changed by 0 which decreased total open position to 3


On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 288.6, 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 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 288.6, 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 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 288.6, which was -422.95 lower than the previous day. The implied volatity was 36.02, the open interest changed by 3 which increased total open position to 3


On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 711.55, 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 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 711.55, 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 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 711.55, 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 711.55, 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 711.55, 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 711.55, 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 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 711.55, 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 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 711.55, 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 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 711.55, 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 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 711.55, 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 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 711.55, 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 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 711.55, 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 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 711.55, which was 711.55 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 17 Oct CUMMINSIND was trading at 3692.00. 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 15 Oct CUMMINSIND was trading at 3669.05. 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 14 Oct CUMMINSIND was trading at 3667.80. 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 11 Oct CUMMINSIND was trading at 3614.15. 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 7 Oct CUMMINSIND was trading at 3591.00. 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 4 Oct CUMMINSIND was trading at 3623.50. 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 3 Oct CUMMINSIND was trading at 3682.65. 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 3200 PE
Delta: -0.19
Vega: 1.14
Theta: -2.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3312.90 13.7 -1.55 30.97 7,717 91 441
19 Dec 3357.65 15.25 12.65 38.47 1,658 121 344
18 Dec 3526.30 2.6 -0.45 37.21 105 -12 223
17 Dec 3543.95 3.05 1.05 35.63 81 -7 244
16 Dec 3671.40 2 -0.55 42.22 41 -8 253
13 Dec 3599.90 2.55 -0.45 34.85 71 -25 262
12 Dec 3611.60 3 -0.35 34.10 64 -18 288
11 Dec 3604.50 3.35 -4.30 33.57 246 -41 314
10 Dec 3526.20 7.65 -1.95 33.32 222 1 350
9 Dec 3509.15 9.6 -4.00 32.49 141 -20 351
6 Dec 3465.00 13.6 -3.35 30.18 227 1 370
5 Dec 3456.70 16.95 5.40 31.56 468 66 371
4 Dec 3545.30 11.55 -2.40 32.67 157 14 306
3 Dec 3512.30 13.95 -10.70 32.83 495 -27 291
2 Dec 3430.00 24.65 3.00 31.64 143 78 322
29 Nov 3483.70 21.65 -1.35 31.72 122 16 242
28 Nov 3481.25 23 -0.70 32.05 134 50 226
27 Nov 3500.70 23.7 -5.50 32.81 168 60 177
26 Nov 3463.20 29.2 2.25 32.65 119 27 116
25 Nov 3535.85 26.95 -39.35 36.01 115 66 89
22 Nov 3319.40 66.3 -13.70 32.85 29 16 39
21 Nov 3282.25 80 5.90 31.54 27 4 23
20 Nov 3301.25 74.1 0.00 30.89 15 11 18
19 Nov 3301.25 74.1 11.05 30.89 15 10 18
18 Nov 3352.55 63.05 3.05 32.52 11 3 8
14 Nov 3329.80 60 2.00 28.07 1 0 4
13 Nov 3326.05 58 38.00 27.95 1 0 4
8 Nov 3655.35 20 -39.65 31.25 5 4 4
30 Oct 3511.50 59.65 0.00 - 0 0 0
29 Oct 3474.25 59.65 0.00 - 0 0 0
28 Oct 3419.10 59.65 0.00 - 0 0 0
25 Oct 3370.15 59.65 0.00 - 0 0 0
24 Oct 3397.10 59.65 0.00 - 0 0 0
23 Oct 3419.90 59.65 0.00 - 0 0 0
22 Oct 3541.40 59.65 0.00 - 0 0 0
21 Oct 3579.30 59.65 0.00 - 0 0 0
17 Oct 3692.00 59.65 0.00 - 0 0 0
15 Oct 3669.05 59.65 0.00 - 0 0 0
14 Oct 3667.80 59.65 0.00 - 0 0 0
11 Oct 3614.15 59.65 59.65 - 0 0 0
7 Oct 3591.00 0 0.00 - 0 0 0
4 Oct 3623.50 0 0.00 - 0 0 0
3 Oct 3682.65 0 - 0 0 0


For Cummins India Ltd - strike price 3200 expiring on 26DEC2024

Delta for 3200 PE is -0.19

Historical price for 3200 PE is as follows

On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 13.7, which was -1.55 lower than the previous day. The implied volatity was 30.97, the open interest changed by 91 which increased total open position to 441


On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 15.25, which was 12.65 higher than the previous day. The implied volatity was 38.47, the open interest changed by 121 which increased total open position to 344


On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 37.21, the open interest changed by -12 which decreased total open position to 223


On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 3.05, which was 1.05 higher than the previous day. The implied volatity was 35.63, the open interest changed by -7 which decreased total open position to 244


On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 42.22, the open interest changed by -8 which decreased total open position to 253


On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 34.85, the open interest changed by -25 which decreased total open position to 262


On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 34.10, the open interest changed by -18 which decreased total open position to 288


On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 3.35, which was -4.30 lower than the previous day. The implied volatity was 33.57, the open interest changed by -41 which decreased total open position to 314


On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 7.65, which was -1.95 lower than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 350


On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 9.6, which was -4.00 lower than the previous day. The implied volatity was 32.49, the open interest changed by -20 which decreased total open position to 351


On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 13.6, which was -3.35 lower than the previous day. The implied volatity was 30.18, the open interest changed by 1 which increased total open position to 370


On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 16.95, which was 5.40 higher than the previous day. The implied volatity was 31.56, the open interest changed by 66 which increased total open position to 371


On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 11.55, which was -2.40 lower than the previous day. The implied volatity was 32.67, the open interest changed by 14 which increased total open position to 306


On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 13.95, which was -10.70 lower than the previous day. The implied volatity was 32.83, the open interest changed by -27 which decreased total open position to 291


On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 24.65, which was 3.00 higher than the previous day. The implied volatity was 31.64, the open interest changed by 78 which increased total open position to 322


On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 21.65, which was -1.35 lower than the previous day. The implied volatity was 31.72, the open interest changed by 16 which increased total open position to 242


On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 23, which was -0.70 lower than the previous day. The implied volatity was 32.05, the open interest changed by 50 which increased total open position to 226


On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 23.7, which was -5.50 lower than the previous day. The implied volatity was 32.81, the open interest changed by 60 which increased total open position to 177


On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 29.2, which was 2.25 higher than the previous day. The implied volatity was 32.65, the open interest changed by 27 which increased total open position to 116


On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 26.95, which was -39.35 lower than the previous day. The implied volatity was 36.01, the open interest changed by 66 which increased total open position to 89


On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 66.3, which was -13.70 lower than the previous day. The implied volatity was 32.85, the open interest changed by 16 which increased total open position to 39


On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 80, which was 5.90 higher than the previous day. The implied volatity was 31.54, the open interest changed by 4 which increased total open position to 23


On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 74.1, which was 0.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by 11 which increased total open position to 18


On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 74.1, which was 11.05 higher than the previous day. The implied volatity was 30.89, the open interest changed by 10 which increased total open position to 18


On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 63.05, which was 3.05 higher than the previous day. The implied volatity was 32.52, the open interest changed by 3 which increased total open position to 8


On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 60, which was 2.00 higher than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 4


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 58, which was 38.00 higher than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 4


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 20, which was -39.65 lower than the previous day. The implied volatity was 31.25, the open interest changed by 4 which increased total open position to 4


On 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 59.65, 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 59.65, 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 59.65, 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 59.65, 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 59.65, 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 59.65, 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 59.65, 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 59.65, 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 17 Oct CUMMINSIND was trading at 3692.00. The strike last trading price was 59.65, 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 15 Oct CUMMINSIND was trading at 3669.05. The strike last trading price was 59.65, 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 14 Oct CUMMINSIND was trading at 3667.80. The strike last trading price was 59.65, 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 11 Oct CUMMINSIND was trading at 3614.15. The strike last trading price was 59.65, which was 59.65 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct CUMMINSIND was trading at 3623.50. 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 3 Oct CUMMINSIND was trading at 3682.65. 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