CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
14 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 2.59
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3329.80 | 65.7 | -10.05 | 28.25 | 600.5 | 20 | 73 | |||
| 13 Nov | 3326.05 | 75.75 | -84.75 | 29.25 | 221 | 43.5 | 55 | |||
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| 12 Nov | 3480.35 | 160.5 | -114.50 | 25.91 | 20.5 | -2.5 | 11 | |||
| 11 Nov | 3601.95 | 275 | -42.00 | 28.24 | 5.5 | 1 | 13.5 | |||
| 8 Nov | 3655.35 | 317 | 43.55 | 28.88 | 41 | 5 | 13 | |||
| 7 Nov | 3554.55 | 273.45 | -22.80 | 44.77 | 6 | 1 | 7.5 | |||
| 6 Nov | 3611.65 | 296.25 | 37.25 | 32.70 | 2.5 | 1 | 7.5 | |||
| 5 Nov | 3484.45 | 259 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 4 Nov | 3475.75 | 259 | 33.75 | 44.29 | 4 | 3 | 6 | |||
| 1 Nov | 3499.75 | 225.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3500.60 | 225.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3511.50 | 225.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3474.25 | 225.25 | 0.00 | - | 0 | 2 | 0 | |||
| 28 Oct | 3419.10 | 225.25 | 55.25 | - | 8 | 3 | 4 | |||
| 25 Oct | 3370.15 | 170 | -379.85 | - | 2 | 1 | 1 | |||
| 24 Oct | 3397.10 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3798.40 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 549.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3591.00 | 549.85 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3350 expiring on 28NOV2024
Delta for 3350 CE is 0.48
Historical price for 3350 CE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 65.7, which was -10.05 lower than the previous day. The implied volatity was 28.25, the open interest changed by 40 which increased total open position to 146
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 75.75, which was -84.75 lower than the previous day. The implied volatity was 29.25, the open interest changed by 87 which increased total open position to 110
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 160.5, which was -114.50 lower than the previous day. The implied volatity was 25.91, the open interest changed by -5 which decreased total open position to 22
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 275, which was -42.00 lower than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 27
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 317, which was 43.55 higher than the previous day. The implied volatity was 28.88, the open interest changed by 10 which increased total open position to 26
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 273.45, which was -22.80 lower than the previous day. The implied volatity was 44.77, the open interest changed by 2 which increased total open position to 15
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 296.25, which was 37.25 higher than the previous day. The implied volatity was 32.70, the open interest changed by 2 which increased total open position to 15
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 259, 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 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 259, which was 33.75 higher than the previous day. The implied volatity was 44.29, the open interest changed by 6 which increased total open position to 12
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 225.25, 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 225.25, 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 225.25, 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 225.25, 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 225.25, which was 55.25 higher 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 170, which was -379.85 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 549.85, 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 549.85, 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 549.85, 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 21 Oct CUMMINSIND was trading at 3579.30. The strike last trading price was 549.85, 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 549.85, 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 549.85, 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 549.85, 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 549.85, 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 549.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 2.59
Theta: -2.05
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3329.80 | 80.15 | -8.05 | 27.61 | 410.5 | -22.5 | 95 |
| 13 Nov | 3326.05 | 88.2 | 53.90 | 31.55 | 558 | 66 | 118.5 |
| 12 Nov | 3480.35 | 34.3 | 20.75 | 30.11 | 136.5 | -4.5 | 52 |
| 11 Nov | 3601.95 | 13.55 | 3.00 | 30.27 | 145.5 | 10.5 | 56.5 |
| 8 Nov | 3655.35 | 10.55 | -51.30 | 28.78 | 675 | 12 | 46.5 |
| 7 Nov | 3554.55 | 61.85 | 29.60 | 43.28 | 100.5 | 13.5 | 35.5 |
| 6 Nov | 3611.65 | 32.25 | -31.45 | 36.39 | 101.5 | 22.5 | 22.5 |
| 5 Nov | 3484.45 | 63.7 | 0.00 | 4.47 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 63.7 | 0.00 | 5.18 | 0 | 0 | 0 |
| 1 Nov | 3499.75 | 63.7 | 0.00 | 5.16 | 0 | 0 | 0 |
| 31 Oct | 3500.60 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3511.50 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3474.25 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3419.10 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3370.15 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3667.80 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3614.15 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3708.30 | 63.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3591.00 | 63.7 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3350 expiring on 28NOV2024
Delta for 3350 PE is -0.52
Historical price for 3350 PE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 80.15, which was -8.05 lower than the previous day. The implied volatity was 27.61, the open interest changed by -45 which decreased total open position to 190
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 88.2, which was 53.90 higher than the previous day. The implied volatity was 31.55, the open interest changed by 132 which increased total open position to 237
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 34.3, which was 20.75 higher than the previous day. The implied volatity was 30.11, the open interest changed by -9 which decreased total open position to 104
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 13.55, which was 3.00 higher than the previous day. The implied volatity was 30.27, the open interest changed by 21 which increased total open position to 113
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 10.55, which was -51.30 lower than the previous day. The implied volatity was 28.78, the open interest changed by 24 which increased total open position to 93
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 61.85, which was 29.60 higher than the previous day. The implied volatity was 43.28, the open interest changed by 27 which increased total open position to 71
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 32.25, which was -31.45 lower than the previous day. The implied volatity was 36.39, the open interest changed by 45 which increased total open position to 45
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 63.7, which was 0.00 lower than the previous day. The implied volatity was 4.47, 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 63.7, which was 0.00 lower than the previous day. The implied volatity was 5.18, 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 63.7, which was 0.00 lower than the previous day. The implied volatity was 5.16, 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 63.7, 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 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 63.7, 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 29 Oct CUMMINSIND was trading at 3474.25. The strike last trading price was 63.7, 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 28 Oct CUMMINSIND was trading at 3419.10. The strike last trading price was 63.7, 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 25 Oct CUMMINSIND was trading at 3370.15. The strike last trading price was 63.7, 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 24 Oct CUMMINSIND was trading at 3397.10. The strike last trading price was 63.7, 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 23 Oct CUMMINSIND was trading at 3419.90. The strike last trading price was 63.7, 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 22 Oct CUMMINSIND was trading at 3541.40. The strike last trading price was 63.7, 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 21 Oct CUMMINSIND was trading at 3579.30. The strike last trading price was 63.7, 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 16 Oct CUMMINSIND was trading at 3798.40. The strike last trading price was 63.7, 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 14 Oct CUMMINSIND was trading at 3667.80. The strike last trading price was 63.7, 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 Oct CUMMINSIND was trading at 3614.15. The strike last trading price was 63.7, 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 8 Oct CUMMINSIND was trading at 3708.30. The strike last trading price was 63.7, 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 7 Oct CUMMINSIND was trading at 3591.00. The strike last trading price was 63.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
