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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 3250 CE
Delta: 0.64
Vega: 2.43
Theta: -4.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3329.80 149.5 15.55 39.97 18.5 3.5 13
13 Nov 3326.05 133.95 -244.10 29.62 8.5 4.5 8.5
12 Nov 3480.35 378.05 79.15 86.74 1 0 3.5
11 Nov 3601.95 298.9 0.00 0.00 0 3.5 0
8 Nov 3655.35 298.9 -330.35 - 5.5 2.5 2.5
7 Nov 3554.55 629.25 0.00 - 0 0 0
6 Nov 3611.65 629.25 0.00 - 0 0 0
5 Nov 3484.45 629.25 0.00 - 0 0 0
4 Nov 3475.75 629.25 0.00 - 0 0 0
1 Nov 3499.75 629.25 0.00 - 0 0 0
31 Oct 3500.60 629.25 0.00 - 0 0 0
30 Oct 3511.50 629.25 0.00 - 0 0 0
29 Oct 3474.25 629.25 0.00 - 0 0 0
28 Oct 3419.10 629.25 0.00 - 0 0 0
25 Oct 3370.15 629.25 0.00 - 0 0 0
24 Oct 3397.10 629.25 0.00 - 0 0 0
23 Oct 3419.90 629.25 0.00 - 0 0 0
22 Oct 3541.40 629.25 - 0 0 0


For Cummins India Ltd - strike price 3250 expiring on 28NOV2024

Delta for 3250 CE is 0.64

Historical price for 3250 CE is as follows

On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 149.5, which was 15.55 higher than the previous day. The implied volatity was 39.97, the open interest changed by 7 which increased total open position to 26


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 133.95, which was -244.10 lower than the previous day. The implied volatity was 29.62, the open interest changed by 9 which increased total open position to 17


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 378.05, which was 79.15 higher than the previous day. The implied volatity was 86.74, the open interest changed by 0 which decreased total open position to 7


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 298.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 298.9, which was -330.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 629.25, 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 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 629.25, 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 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 629.25, 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 629.25, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 629.25, 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 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 629.25, 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 629.25, 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 629.25, 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 629.25, 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 629.25, 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 629.25, 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 629.25, 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 629.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CUMMINSIND 28NOV2024 3250 PE
Delta: -0.31
Vega: 2.31
Theta: -2.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3329.80 38.6 -3.90 28.44 332.5 130.5 190
13 Nov 3326.05 42.5 25.30 30.41 160 4.5 59.5
12 Nov 3480.35 17.2 10.50 32.08 81.5 -6.5 56.5
11 Nov 3601.95 6.7 0.25 32.50 96.5 -2 63
8 Nov 3655.35 6.45 -34.75 32.19 318 3 63.5
7 Nov 3554.55 41.2 23.05 45.18 63.5 20 59
6 Nov 3611.65 18.15 -58.85 37.44 143 34 39
5 Nov 3484.45 77 0.00 0.00 0 0 0
4 Nov 3475.75 77 0.00 0.00 0 0 0
1 Nov 3499.75 77 0.00 0.00 0 0 0
31 Oct 3500.60 77 0.00 - 0 1 0
30 Oct 3511.50 77 0.00 - 1 0 4
29 Oct 3474.25 77 -5.95 - 4 0 2
28 Oct 3419.10 82.95 0.00 - 0 1 0
25 Oct 3370.15 82.95 -8.35 - 1 0 1
24 Oct 3397.10 91.3 46.95 - 1 0 0
23 Oct 3419.90 44.35 0.00 - 0 0 0
22 Oct 3541.40 44.35 - 0 0 0


For Cummins India Ltd - strike price 3250 expiring on 28NOV2024

Delta for 3250 PE is -0.31

Historical price for 3250 PE is as follows

On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 38.6, which was -3.90 lower than the previous day. The implied volatity was 28.44, the open interest changed by 261 which increased total open position to 380


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 42.5, which was 25.30 higher than the previous day. The implied volatity was 30.41, the open interest changed by 9 which increased total open position to 119


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 17.2, which was 10.50 higher than the previous day. The implied volatity was 32.08, the open interest changed by -13 which decreased total open position to 113


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 6.7, which was 0.25 higher than the previous day. The implied volatity was 32.50, the open interest changed by -4 which decreased total open position to 126


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 6.45, which was -34.75 lower than the previous day. The implied volatity was 32.19, the open interest changed by 6 which increased total open position to 127


On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 41.2, which was 23.05 higher than the previous day. The implied volatity was 45.18, the open interest changed by 40 which increased total open position to 118


On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 18.15, which was -58.85 lower than the previous day. The implied volatity was 37.44, the open interest changed by 68 which increased total open position to 78


On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 77, 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 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 77, 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 77, 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 77, 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 77, 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 77, which was -5.95 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 82.95, 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 82.95, which was -8.35 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 91.3, which was 46.95 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 44.35, 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 44.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to