CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 1.62
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 31.5 | -36.45 | 28.18 | 1,665 | 252 | 350 | |||
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| 19 Dec | 3357.65 | 67.95 | -104.40 | 30.81 | 273 | 94 | 97 | |||
| 18 Dec | 3526.30 | 172.35 | -31.10 | - | 1 | 0 | 2 | |||
| 17 Dec | 3543.95 | 203.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3671.40 | 203.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 3599.90 | 203.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3611.60 | 203.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3604.50 | 203.45 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 3526.20 | 203.45 | 15.95 | 25.03 | 2 | -1 | 2 | |||
| 9 Dec | 3509.15 | 187.5 | 1.20 | 26.27 | 1 | 0 | 3 | |||
| 6 Dec | 3465.00 | 186.3 | 11.50 | 34.86 | 5 | -1 | 3 | |||
| 5 Dec | 3456.70 | 174.8 | -143.00 | 29.80 | 5 | 3 | 3 | |||
| 4 Dec | 3545.30 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3512.30 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3430.00 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3483.70 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 3481.25 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3500.70 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 3463.20 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 3535.85 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 3319.40 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 3282.25 | 317.8 | 0.00 | 1.12 | 0 | 0 | 0 | |||
| 20 Nov | 3301.25 | 317.8 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 317.8 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3554.55 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3611.65 | 317.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 317.8 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3350 expiring on 26DEC2024
Delta for 3350 CE is 0.38
Historical price for 3350 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 31.5, which was -36.45 lower than the previous day. The implied volatity was 28.18, the open interest changed by 252 which increased total open position to 350
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 67.95, which was -104.40 lower than the previous day. The implied volatity was 30.81, the open interest changed by 94 which increased total open position to 97
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 172.35, which was -31.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 203.45, 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 203.45, 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 203.45, 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 203.45, 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 203.45, 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 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 203.45, which was 15.95 higher than the previous day. The implied volatity was 25.03, the open interest changed by -1 which decreased total open position to 2
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 187.5, which was 1.20 higher than the previous day. The implied volatity was 26.27, the open interest changed by 0 which decreased total open position to 3
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 186.3, which was 11.50 higher than the previous day. The implied volatity was 34.86, the open interest changed by -1 which decreased total open position to 3
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 174.8, which was -143.00 lower than the previous day. The implied volatity was 29.80, the open interest changed by 3 which increased total open position to 3
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 317.8, 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 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 317.8, 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 317.8, 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 317.8, 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 317.8, 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 317.8, 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 317.8, 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 317.8, 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 317.8, 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 317.8, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 317.8, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 317.8, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 317.8, 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 317.8, 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 317.8, 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 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 317.8, 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 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 317.8, 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 317.8, 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 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 317.8, 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 317.8, 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 317.8, 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 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 1.62
Theta: -3.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 70.2 | 13.85 | 28.92 | 3,118 | -20 | 229 |
| 19 Dec | 3357.65 | 56.35 | 47.60 | 35.69 | 2,059 | 148 | 252 |
| 18 Dec | 3526.30 | 8.75 | -3.55 | 30.35 | 258 | -22 | 101 |
| 17 Dec | 3543.95 | 12.3 | 7.95 | 31.08 | 225 | 4 | 125 |
| 16 Dec | 3671.40 | 4.35 | -2.45 | 34.18 | 266 | 31 | 124 |
| 13 Dec | 3599.90 | 6.8 | -3.35 | 29.31 | 171 | -6 | 88 |
| 12 Dec | 3611.60 | 10.15 | -0.25 | 30.74 | 142 | 45 | 94 |
| 11 Dec | 3604.50 | 10.4 | -15.35 | 29.85 | 126 | -3 | 50 |
| 10 Dec | 3526.20 | 25.75 | -4.80 | 31.72 | 27 | -1 | 49 |
| 9 Dec | 3509.15 | 30.55 | -6.90 | 30.76 | 9 | 2 | 51 |
| 6 Dec | 3465.00 | 37.45 | -11.20 | 27.43 | 33 | 1 | 48 |
| 5 Dec | 3456.70 | 48.65 | 17.10 | 30.88 | 106 | 24 | 47 |
| 4 Dec | 3545.30 | 31.55 | -7.25 | 30.99 | 30 | 10 | 22 |
| 3 Dec | 3512.30 | 38.8 | -6.95 | 32.12 | 20 | 1 | 9 |
| 2 Dec | 3430.00 | 45.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 3483.70 | 45.75 | -8.95 | 28.42 | 6 | 2 | 9 |
| 28 Nov | 3481.25 | 54.7 | 0.00 | 0.00 | 0 | 5 | 0 |
| 27 Nov | 3500.70 | 54.7 | -5.30 | 31.81 | 9 | 4 | 6 |
| 26 Nov | 3463.20 | 60 | -69.40 | 30.28 | 1 | 0 | 1 |
| 25 Nov | 3535.85 | 129.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 3319.40 | 129.4 | -0.60 | 32.98 | 1 | 0 | 0 |
| 21 Nov | 3282.25 | 130 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 130 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 130 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 130 | 0.00 | 1.00 | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 130 | 0.00 | 0.26 | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 130 | 0.00 | 0.49 | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 130 | 0.00 | 3.58 | 0 | 0 | 0 |
| 11 Nov | 3601.95 | 130 | 0.00 | 6.07 | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 130 | 0.00 | 6.64 | 0 | 0 | 0 |
| 7 Nov | 3554.55 | 130 | 0.00 | 4.79 | 0 | 0 | 0 |
| 6 Nov | 3611.65 | 130 | 0.00 | 5.92 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 130 | 4.09 | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3350 expiring on 26DEC2024
Delta for 3350 PE is -0.61
Historical price for 3350 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 70.2, which was 13.85 higher than the previous day. The implied volatity was 28.92, the open interest changed by -20 which decreased total open position to 229
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 56.35, which was 47.60 higher than the previous day. The implied volatity was 35.69, the open interest changed by 148 which increased total open position to 252
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 8.75, which was -3.55 lower than the previous day. The implied volatity was 30.35, the open interest changed by -22 which decreased total open position to 101
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 12.3, which was 7.95 higher than the previous day. The implied volatity was 31.08, the open interest changed by 4 which increased total open position to 125
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 4.35, which was -2.45 lower than the previous day. The implied volatity was 34.18, the open interest changed by 31 which increased total open position to 124
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 6.8, which was -3.35 lower than the previous day. The implied volatity was 29.31, the open interest changed by -6 which decreased total open position to 88
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 10.15, which was -0.25 lower than the previous day. The implied volatity was 30.74, the open interest changed by 45 which increased total open position to 94
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 10.4, which was -15.35 lower than the previous day. The implied volatity was 29.85, 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 25.75, which was -4.80 lower than the previous day. The implied volatity was 31.72, the open interest changed by -1 which decreased total open position to 49
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 30.55, which was -6.90 lower than the previous day. The implied volatity was 30.76, the open interest changed by 2 which increased total open position to 51
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 37.45, which was -11.20 lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 48
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 48.65, which was 17.10 higher than the previous day. The implied volatity was 30.88, the open interest changed by 24 which increased total open position to 47
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 31.55, which was -7.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by 10 which increased total open position to 22
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 38.8, which was -6.95 lower than the previous day. The implied volatity was 32.12, the open interest changed by 1 which increased total open position to 9
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 45.75, 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 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 45.75, which was -8.95 lower than the previous day. The implied volatity was 28.42, the open interest changed by 2 which increased total open position to 9
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 54.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 54.7, which was -5.30 lower than the previous day. The implied volatity was 31.81, the open interest changed by 4 which increased total open position to 6
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 60, which was -69.40 lower than the previous day. The implied volatity was 30.28, the open interest changed by 0 which decreased total open position to 1
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 129.4, 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 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 129.4, which was -0.60 lower than the previous day. The implied volatity was 32.98, 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 130, 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 130, 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 130, 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 130, which was 0.00 lower than the previous day. The implied volatity was 1.00, 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 130, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 130, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 130, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 130, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 130, which was 0.00 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 130, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 130, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 130, which was lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0
