CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 1.60
Theta: -7.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 3312.90 | 119.8 | -9.35 | 50.75 | 5 | 2 | 10 | |||
| 19 Dec | 3357.65 | 129.15 | -250.85 | 25.15 | 2 | 0 | 6 | |||
| 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 | 0 | 0 | |||
| 13 Dec | 3599.90 | 380 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3611.60 | 380 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3604.50 | 380 | 114.35 | 43.21 | 2 | 0 | 6 | |||
| 10 Dec | 3526.20 | 265.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3509.15 | 265.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3465.00 | 265.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 3456.70 | 265.65 | -48.55 | 36.77 | 4 | 0 | 3 | |||
| 4 Dec | 3545.30 | 314.2 | -67.50 | 25.30 | 3 | 0 | 0 | |||
| 3 Dec | 3512.30 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3430.00 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3483.70 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 3481.25 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3500.70 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 3463.20 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 3535.85 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 3319.40 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 3282.25 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 3301.25 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 381.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 381.7 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3250 expiring on 26DEC2024
Delta for 3250 CE is 0.63
Historical price for 3250 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 119.8, which was -9.35 lower than the previous day. The implied volatity was 50.75, the open interest changed by 2 which increased total open position to 10
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 129.15, which was -250.85 lower than the previous day. The implied volatity was 25.15, the open interest changed by 0 which decreased total open position to 6
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 0 which decreased total open position to 0
On 13 Dec CUMMINSIND was trading at 3599.90. 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 12 Dec CUMMINSIND was trading at 3611.60. 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 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 380, which was 114.35 higher than the previous day. The implied volatity was 43.21, the open interest changed by 0 which decreased total open position to 6
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 265.65, 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 265.65, 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 265.65, 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 265.65, which was -48.55 lower than the previous day. The implied volatity was 36.77, 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 314.2, which was -67.50 lower than the previous day. The implied volatity was 25.30, 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 381.7, 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 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 381.7, 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 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 381.7, 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 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 381.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 26DEC2024 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 1.48
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 24.55 | 0.95 | 29.61 | 2,128 | 44 | 195 |
| 19 Dec | 3357.65 | 23.6 | 20.35 | 36.91 | 868 | 95 | 138 |
| 18 Dec | 3526.30 | 3.25 | -1.55 | 33.78 | 165 | -10 | 43 |
| 17 Dec | 3543.95 | 4.8 | 2.50 | 33.98 | 47 | 8 | 44 |
| 16 Dec | 3671.40 | 2.3 | -1.65 | 38.44 | 58 | 2 | 36 |
| 13 Dec | 3599.90 | 3.95 | 0.15 | 33.78 | 215 | -9 | 35 |
| 12 Dec | 3611.60 | 3.8 | -0.80 | 31.85 | 27 | -4 | 45 |
| 11 Dec | 3604.50 | 4.6 | -7.40 | 31.92 | 92 | -3 | 50 |
| 10 Dec | 3526.20 | 12 | -1.80 | 32.98 | 111 | -30 | 46 |
| 9 Dec | 3509.15 | 13.8 | -7.30 | 31.47 | 25 | -9 | 77 |
| 6 Dec | 3465.00 | 21.1 | -3.90 | 30.20 | 47 | 2 | 86 |
| 5 Dec | 3456.70 | 25 | 8.50 | 31.44 | 121 | 37 | 83 |
| 4 Dec | 3545.30 | 16.5 | -2.20 | 32.15 | 44 | 2 | 44 |
| 3 Dec | 3512.30 | 18.7 | -9.05 | 31.85 | 27 | 13 | 43 |
| 2 Dec | 3430.00 | 27.75 | 0.00 | 0.00 | 0 | 10 | 0 |
| 29 Nov | 3483.70 | 27.75 | -1.95 | 30.57 | 17 | 9 | 29 |
| 28 Nov | 3481.25 | 29.7 | -0.50 | 31.10 | 10 | 7 | 17 |
| 27 Nov | 3500.70 | 30.2 | -64.80 | 31.83 | 10 | 0 | 0 |
| 26 Nov | 3463.20 | 95 | 0.00 | 6.35 | 0 | 0 | 0 |
| 25 Nov | 3535.85 | 95 | 0.00 | 7.97 | 0 | 0 | 0 |
| 22 Nov | 3319.40 | 95 | 0.00 | 2.82 | 0 | 0 | 0 |
| 21 Nov | 3282.25 | 95 | 0.00 | 1.57 | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 95 | 0.00 | 1.96 | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 95 | 0.00 | 1.96 | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 95 | 0.00 | 3.37 | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 95 | 0.00 | 2.58 | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 95 | 0.00 | 2.77 | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 95 | 0.00 | 8.51 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 95 | 6.04 | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3250 expiring on 26DEC2024
Delta for 3250 PE is -0.30
Historical price for 3250 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 24.55, which was 0.95 higher than the previous day. The implied volatity was 29.61, the open interest changed by 44 which increased total open position to 195
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 23.6, which was 20.35 higher than the previous day. The implied volatity was 36.91, the open interest changed by 95 which increased total open position to 138
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 3.25, which was -1.55 lower than the previous day. The implied volatity was 33.78, the open interest changed by -10 which decreased total open position to 43
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 4.8, which was 2.50 higher than the previous day. The implied volatity was 33.98, the open interest changed by 8 which increased total open position to 44
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 2.3, which was -1.65 lower than the previous day. The implied volatity was 38.44, the open interest changed by 2 which increased total open position to 36
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 3.95, which was 0.15 higher than the previous day. The implied volatity was 33.78, the open interest changed by -9 which decreased total open position to 35
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 3.8, which was -0.80 lower than the previous day. The implied volatity was 31.85, the open interest changed by -4 which decreased total open position to 45
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 4.6, which was -7.40 lower than the previous day. The implied volatity was 31.92, the open interest changed by -3 which decreased total open position to 50
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 12, which was -1.80 lower than the previous day. The implied volatity was 32.98, the open interest changed by -30 which decreased total open position to 46
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 13.8, which was -7.30 lower than the previous day. The implied volatity was 31.47, the open interest changed by -9 which decreased total open position to 77
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 21.1, which was -3.90 lower than the previous day. The implied volatity was 30.20, the open interest changed by 2 which increased total open position to 86
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 25, which was 8.50 higher than the previous day. The implied volatity was 31.44, the open interest changed by 37 which increased total open position to 83
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 16.5, which was -2.20 lower than the previous day. The implied volatity was 32.15, the open interest changed by 2 which increased total open position to 44
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 18.7, which was -9.05 lower than the previous day. The implied volatity was 31.85, the open interest changed by 13 which increased total open position to 43
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 27.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 27.75, which was -1.95 lower than the previous day. The implied volatity was 30.57, the open interest changed by 9 which increased total open position to 29
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 29.7, which was -0.50 lower than the previous day. The implied volatity was 31.10, the open interest changed by 7 which increased total open position to 17
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 30.2, which was -64.80 lower than the previous day. The implied volatity was 31.83, 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 95, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 95, which was 0.00 lower than the previous day. The implied volatity was 7.97, 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 95, which was 0.00 lower than the previous day. The implied volatity was 2.82, 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 95, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 95, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 95, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 95, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 95, which was 0.00 lower than the previous day. The implied volatity was 2.58, 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 95, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 95, which was 0.00 lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 95, which was lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
