CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
14 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 2.07
Theta: -3.05
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 14 Nov | 3329.80 | 166.2 | 3.05 | 32.69 | 135.5 | 115 | 120 | |||
| 13 Nov | 3326.05 | 163.15 | -290.80 | 26.31 | 6.5 | 0.5 | 4.5 | |||
| 12 Nov | 3480.35 | 453.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 453.95 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 8 Nov | 3655.35 | 453.95 | 28.95 | - | 5.5 | 1 | 3.5 | |||
| 7 Nov | 3554.55 | 425 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 6 Nov | 3611.65 | 425 | 90.10 | 28.78 | 0.5 | 0 | 3 | |||
| 5 Nov | 3484.45 | 334.9 | -95.10 | 41.80 | 2 | 1.5 | 2.5 | |||
| 4 Nov | 3475.75 | 430 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 3499.75 | 430 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3500.60 | 430 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3511.50 | 430 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3474.25 | 430 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3419.10 | 430 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3370.15 | 430 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 430 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 430 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 3541.40 | 430 | 430.00 | - | 1 | 0 | 0 | |||
| 9 Sept | 3671.45 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3200 expiring on 28NOV2024
Delta for 3200 CE is 0.75
Historical price for 3200 CE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 166.2, which was 3.05 higher than the previous day. The implied volatity was 32.69, the open interest changed by 230 which increased total open position to 240
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 163.15, which was -290.80 lower than the previous day. The implied volatity was 26.31, the open interest changed by 1 which increased total open position to 9
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 453.95, 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 453.95, 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 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 453.95, which was 28.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 425, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 425, which was 90.10 higher than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 6
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 334.9, which was -95.10 lower than the previous day. The implied volatity was 41.80, the open interest changed by 3 which increased total open position to 5
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 430, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 430, 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 430, 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 430, 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 430, 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 430, 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 430, 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 430, 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 430, 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 430, which was 430.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept CUMMINSIND was trading at 3671.45. 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 28NOV2024 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 1.98
Theta: -1.89
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3329.80 | 26.9 | -2.75 | 29.73 | 703.5 | 68.5 | 212 |
| 13 Nov | 3326.05 | 29.65 | 17.20 | 31.17 | 469 | -51 | 140 |
| 12 Nov | 3480.35 | 12.45 | 6.55 | 33.45 | 342.5 | 5.5 | 191.5 |
| 11 Nov | 3601.95 | 5.9 | 0.25 | 35.24 | 221 | -3.5 | 187 |
| 8 Nov | 3655.35 | 5.65 | -27.45 | 34.58 | 1,034.5 | 14 | 199 |
| 7 Nov | 3554.55 | 33.1 | 18.75 | 46.02 | 355 | 53.5 | 183.5 |
| 6 Nov | 3611.65 | 14.35 | -35.75 | 38.70 | 411 | -16 | 129.5 |
| 5 Nov | 3484.45 | 50.1 | -3.75 | 46.68 | 111.5 | 36.5 | 143.5 |
| 4 Nov | 3475.75 | 53.85 | -11.15 | 49.56 | 91 | 32.5 | 107 |
| 1 Nov | 3499.75 | 65 | -0.40 | 51.68 | 4 | 0.5 | 75.5 |
| 31 Oct | 3500.60 | 65.4 | 2.45 | - | 82 | 25 | 79 |
| 30 Oct | 3511.50 | 62.95 | 0.95 | - | 49 | 16 | 54 |
| 29 Oct | 3474.25 | 62 | -21.00 | - | 67 | 9 | 40 |
| 28 Oct | 3419.10 | 83 | 2.00 | - | 25 | 3 | 26 |
| 25 Oct | 3370.15 | 81 | 6.45 | - | 6 | -2 | 23 |
| 24 Oct | 3397.10 | 74.55 | -0.45 | - | 6 | 2 | 25 |
| 23 Oct | 3419.90 | 75 | 42.00 | - | 24 | 20 | 21 |
| 22 Oct | 3541.40 | 33 | -40.40 | - | 0 | 1 | 0 |
| 9 Sept | 3671.45 | 73.4 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3200 expiring on 28NOV2024
Delta for 3200 PE is -0.23
Historical price for 3200 PE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 26.9, which was -2.75 lower than the previous day. The implied volatity was 29.73, the open interest changed by 137 which increased total open position to 424
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 29.65, which was 17.20 higher than the previous day. The implied volatity was 31.17, the open interest changed by -102 which decreased total open position to 280
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 12.45, which was 6.55 higher than the previous day. The implied volatity was 33.45, the open interest changed by 11 which increased total open position to 383
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 5.9, which was 0.25 higher than the previous day. The implied volatity was 35.24, the open interest changed by -7 which decreased total open position to 374
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 5.65, which was -27.45 lower than the previous day. The implied volatity was 34.58, the open interest changed by 28 which increased total open position to 398
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 33.1, which was 18.75 higher than the previous day. The implied volatity was 46.02, the open interest changed by 107 which increased total open position to 367
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 14.35, which was -35.75 lower than the previous day. The implied volatity was 38.70, the open interest changed by -32 which decreased total open position to 259
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 50.1, which was -3.75 lower than the previous day. The implied volatity was 46.68, the open interest changed by 73 which increased total open position to 287
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 53.85, which was -11.15 lower than the previous day. The implied volatity was 49.56, the open interest changed by 65 which increased total open position to 214
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 65, which was -0.40 lower than the previous day. The implied volatity was 51.68, the open interest changed by 1 which increased total open position to 151
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 65.4, which was 2.45 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 62.95, which was 0.95 higher 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 62, which was -21.00 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 83, which was 2.00 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 81, which was 6.45 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 74.55, which was -0.45 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 75, which was 42.00 higher 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 33, which was -40.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept CUMMINSIND was trading at 3671.45. The strike last trading price was 73.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
