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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 3350 CE
Delta: 0.48
Vega: 2.59
Theta: -3.03
Gamma: 0.00
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
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
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