CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 1.80
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 47.1 | -12.90 | 31.05 | 834 | 94 | 252 | |||
| 20 Nov | 3301.25 | 60 | 0.00 | 29.07 | 418 | -4.5 | 157.5 | |||
| 19 Nov | 3301.25 | 60 | -32.40 | 29.07 | 418 | -5 | 157.5 | |||
| 18 Nov | 3352.55 | 92.4 | 0.25 | 25.59 | 532 | 47.5 | 165.5 | |||
| 14 Nov | 3329.80 | 92.15 | -9.65 | 28.70 | 605.5 | 64.5 | 117 | |||
| 13 Nov | 3326.05 | 101.8 | -110.20 | 29.20 | 177.5 | 51 | 55.5 | |||
| 12 Nov | 3480.35 | 212 | -135.15 | 32.15 | 3.5 | 0 | 4.5 | |||
| 11 Nov | 3601.95 | 347.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 347.15 | 25.00 | - | 10.5 | 0.5 | 5 | |||
| 7 Nov | 3554.55 | 322.15 | -10.05 | 49.75 | 3.5 | 1 | 4 | |||
| 6 Nov | 3611.65 | 332.2 | 52.20 | 28.70 | 2.5 | 0.5 | 3.5 | |||
| 5 Nov | 3484.45 | 280 | -40.00 | 48.16 | 0.5 | 0 | 2.5 | |||
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| 4 Nov | 3475.75 | 320 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 1 Nov | 3499.75 | 320 | 124.65 | 48.37 | 0.5 | 0 | 2 | |||
| 31 Oct | 3500.60 | 195.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3511.50 | 195.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3474.25 | 195.35 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 3419.10 | 195.35 | -158.65 | - | 1 | 1 | 1 | |||
| 25 Oct | 3370.15 | 354 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 354 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 354 | 0.00 | - | 0 | 0 | 1 | |||
| 22 Oct | 3541.40 | 354 | -237.90 | - | 1 | 0 | 0 | |||
| 21 Oct | 3579.30 | 591.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3798.40 | 591.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 591.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 591.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 591.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3591.00 | 591.9 | 591.90 | - | 0 | 0 | 0 | |||
| 19 Sept | 3727.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 3764.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 3784.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 3797.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 3744.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 3671.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 3765.65 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3300 expiring on 28NOV2024
Delta for 3300 CE is 0.45
Historical price for 3300 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 47.1, which was -12.90 lower than the previous day. The implied volatity was 31.05, the open interest changed by 188 which increased total open position to 504
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 29.07, the open interest changed by -9 which decreased total open position to 315
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 60, which was -32.40 lower than the previous day. The implied volatity was 29.07, the open interest changed by -10 which decreased total open position to 315
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 92.4, which was 0.25 higher than the previous day. The implied volatity was 25.59, the open interest changed by 95 which increased total open position to 331
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 92.15, which was -9.65 lower than the previous day. The implied volatity was 28.70, the open interest changed by 129 which increased total open position to 234
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 101.8, which was -110.20 lower than the previous day. The implied volatity was 29.20, the open interest changed by 102 which increased total open position to 111
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 212, which was -135.15 lower than the previous day. The implied volatity was 32.15, the open interest changed by 0 which decreased total open position to 9
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 347.15, 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 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 347.15, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 322.15, which was -10.05 lower than the previous day. The implied volatity was 49.75, the open interest changed by 2 which increased total open position to 8
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 332.2, which was 52.20 higher than the previous day. The implied volatity was 28.70, the open interest changed by 1 which increased total open position to 7
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 280, which was -40.00 lower than the previous day. The implied volatity was 48.16, the open interest changed by 0 which decreased total open position to 5
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 320, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 320, which was 124.65 higher than the previous day. The implied volatity was 48.37, the open interest changed by 0 which decreased total open position to 4
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 195.35, 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 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 195.35, 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 29 Oct CUMMINSIND was trading at 3474.25. The strike last trading price was 195.35, 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 28 Oct CUMMINSIND was trading at 3419.10. The strike last trading price was 195.35, which was -158.65 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 354, 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 354, 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 354, 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 354, which was -237.90 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 591.9, 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 16 Oct CUMMINSIND was trading at 3798.40. The strike last trading price was 591.9, 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 591.9, 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 591.9, 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 8 Oct CUMMINSIND was trading at 3708.30. The strike last trading price was 591.9, 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 591.9, which was 591.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept CUMMINSIND was trading at 3727.80. 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 18 Sept CUMMINSIND was trading at 3764.00. 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 13 Sept CUMMINSIND was trading at 3784.60. 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 Sept CUMMINSIND was trading at 3797.40. 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 10 Sept CUMMINSIND was trading at 3744.25. 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 9 Sept CUMMINSIND was trading at 3671.45. 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 6 Sept CUMMINSIND was trading at 3765.65. 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 28NOV2024 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 1.79
Theta: -3.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3282.25 | 62.1 | -5.85 | 28.53 | 770 | 46 | 451.5 |
| 20 Nov | 3301.25 | 67.95 | 0.00 | 32.98 | 652.5 | -17 | 405 |
| 19 Nov | 3301.25 | 67.95 | 24.95 | 32.98 | 652.5 | -17.5 | 405 |
| 18 Nov | 3352.55 | 43 | -13.15 | 31.74 | 878 | 33 | 425.5 |
| 14 Nov | 3329.80 | 56.15 | -2.50 | 27.79 | 1,254.5 | 172 | 394 |
| 13 Nov | 3326.05 | 58.65 | 34.15 | 29.35 | 1,144.5 | -32.5 | 223 |
| 12 Nov | 3480.35 | 24.5 | 14.15 | 31.11 | 384 | 53.5 | 256.5 |
| 11 Nov | 3601.95 | 10.35 | 2.05 | 32.04 | 477 | -32 | 204.5 |
| 8 Nov | 3655.35 | 8.3 | -45.55 | 30.56 | 3,152 | -179 | 340 |
| 7 Nov | 3554.55 | 53.85 | 27.35 | 45.50 | 734 | 83.5 | 520.5 |
| 6 Nov | 3611.65 | 26.5 | -49.85 | 37.98 | 678 | -43.5 | 435 |
| 5 Nov | 3484.45 | 76.35 | -1.65 | 45.99 | 192.5 | 1 | 477.5 |
| 4 Nov | 3475.75 | 78 | -17.00 | 48.32 | 295.5 | 36.5 | 470.5 |
| 1 Nov | 3499.75 | 95 | -2.95 | 51.86 | 10 | -2 | 433 |
| 31 Oct | 3500.60 | 97.95 | 7.35 | - | 228 | 135 | 434 |
| 30 Oct | 3511.50 | 90.6 | -8.90 | - | 98 | 30 | 300 |
| 29 Oct | 3474.25 | 99.5 | -19.70 | - | 115 | 24 | 269 |
| 28 Oct | 3419.10 | 119.2 | -0.35 | - | 392 | 197 | 247 |
| 25 Oct | 3370.15 | 119.55 | 18.55 | - | 30 | 3 | 50 |
| 24 Oct | 3397.10 | 101 | -3.80 | - | 38 | 9 | 48 |
| 23 Oct | 3419.90 | 104.8 | 41.80 | - | 30 | 4 | 39 |
| 22 Oct | 3541.40 | 63 | 4.00 | - | 10 | 3 | 35 |
| 21 Oct | 3579.30 | 59 | 24.00 | - | 41 | 26 | 32 |
| 16 Oct | 3798.40 | 35 | -5.00 | - | 1 | 0 | 6 |
| 14 Oct | 3667.80 | 40 | -4.00 | - | 3 | 0 | 6 |
| 11 Oct | 3614.15 | 44 | -1.00 | - | 6 | 3 | 5 |
| 8 Oct | 3708.30 | 45 | -2.15 | - | 1 | 0 | 2 |
| 7 Oct | 3591.00 | 47.15 | -50.55 | - | 2 | 1 | 1 |
| 19 Sept | 3727.80 | 97.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 3764.00 | 97.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 3784.60 | 97.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 3797.40 | 97.7 | 97.70 | - | 0 | 0 | 0 |
| 10 Sept | 3744.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 3671.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 3765.65 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3300 expiring on 28NOV2024
Delta for 3300 PE is -0.55
Historical price for 3300 PE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 62.1, which was -5.85 lower than the previous day. The implied volatity was 28.53, the open interest changed by 92 which increased total open position to 903
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 67.95, which was 0.00 lower than the previous day. The implied volatity was 32.98, the open interest changed by -34 which decreased total open position to 810
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 67.95, which was 24.95 higher than the previous day. The implied volatity was 32.98, the open interest changed by -35 which decreased total open position to 810
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 43, which was -13.15 lower than the previous day. The implied volatity was 31.74, the open interest changed by 66 which increased total open position to 851
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 56.15, which was -2.50 lower than the previous day. The implied volatity was 27.79, the open interest changed by 344 which increased total open position to 788
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 58.65, which was 34.15 higher than the previous day. The implied volatity was 29.35, the open interest changed by -65 which decreased total open position to 446
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 24.5, which was 14.15 higher than the previous day. The implied volatity was 31.11, the open interest changed by 107 which increased total open position to 513
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 10.35, which was 2.05 higher than the previous day. The implied volatity was 32.04, the open interest changed by -64 which decreased total open position to 409
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 8.3, which was -45.55 lower than the previous day. The implied volatity was 30.56, the open interest changed by -358 which decreased total open position to 680
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 53.85, which was 27.35 higher than the previous day. The implied volatity was 45.50, the open interest changed by 167 which increased total open position to 1041
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 26.5, which was -49.85 lower than the previous day. The implied volatity was 37.98, the open interest changed by -87 which decreased total open position to 870
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 76.35, which was -1.65 lower than the previous day. The implied volatity was 45.99, the open interest changed by 2 which increased total open position to 955
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 78, which was -17.00 lower than the previous day. The implied volatity was 48.32, the open interest changed by 73 which increased total open position to 941
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 95, which was -2.95 lower than the previous day. The implied volatity was 51.86, the open interest changed by -4 which decreased total open position to 866
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 97.95, which was 7.35 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 90.6, which was -8.90 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 99.5, which was -19.70 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 119.2, which was -0.35 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 119.55, which was 18.55 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 101, which was -3.80 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 104.8, which was 41.80 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 63, which was 4.00 higher 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, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CUMMINSIND was trading at 3798.40. The strike last trading price was 35, which was -5.00 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 40, which was -4.00 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 44, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CUMMINSIND was trading at 3708.30. The strike last trading price was 45, which was -2.15 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 47.15, which was -50.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept CUMMINSIND was trading at 3727.80. The strike last trading price was 97.7, 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 18 Sept CUMMINSIND was trading at 3764.00. The strike last trading price was 97.7, 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 13 Sept CUMMINSIND was trading at 3784.60. The strike last trading price was 97.7, 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 Sept CUMMINSIND was trading at 3797.40. The strike last trading price was 97.7, which was 97.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept CUMMINSIND was trading at 3744.25. 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 9 Sept CUMMINSIND was trading at 3671.45. 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 6 Sept CUMMINSIND was trading at 3765.65. 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
