CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 1.76
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 71.95 | -20.80 | 30.80 | 49.5 | 16.5 | 34.5 | |||
| 20 Nov | 3301.25 | 92.75 | 0.00 | 31.62 | 12 | 4.5 | 18.5 | |||
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| 19 Nov | 3301.25 | 92.75 | -36.15 | 31.62 | 12 | 5 | 18.5 | |||
| 18 Nov | 3352.55 | 128.9 | -20.60 | 25.83 | 5 | 0.5 | 13 | |||
| 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 0.59
Historical price for 3250 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 71.95, which was -20.80 lower than the previous day. The implied volatity was 30.80, the open interest changed by 33 which increased total open position to 69
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was 31.62, the open interest changed by 9 which increased total open position to 37
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 92.75, which was -36.15 lower than the previous day. The implied volatity was 31.62, the open interest changed by 10 which increased total open position to 37
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 128.9, which was -20.60 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1 which increased total open position to 26
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: -0.40
Vega: 1.75
Theta: -3.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3282.25 | 39.1 | -3.90 | 29.39 | 398.5 | -44 | 213.5 |
| 20 Nov | 3301.25 | 43 | 0.00 | 31.75 | 140.5 | 38.5 | 257.5 |
| 19 Nov | 3301.25 | 43 | 15.15 | 31.75 | 140.5 | 38.5 | 257.5 |
| 18 Nov | 3352.55 | 27.85 | -10.75 | 32.15 | 144 | 29 | 219 |
| 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 -0.40
Historical price for 3250 PE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 39.1, which was -3.90 lower than the previous day. The implied volatity was 29.39, the open interest changed by -88 which decreased total open position to 427
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 31.75, the open interest changed by 77 which increased total open position to 515
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 43, which was 15.15 higher than the previous day. The implied volatity was 31.75, the open interest changed by 77 which increased total open position to 515
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 27.85, which was -10.75 lower than the previous day. The implied volatity was 32.15, the open interest changed by 58 which increased total open position to 438
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
