CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3450 CE | ||||||||||
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Delta: 0.16
Vega: 1.02
Theta: -2.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 10.75 | -20.40 | 31.07 | 2,419 | 13 | 511 | |||
| 19 Dec | 3357.65 | 31.15 | -79.00 | 33.51 | 1,573 | 250 | 496 | |||
| 18 Dec | 3526.30 | 110.15 | -24.70 | 30.83 | 149 | -16 | 251 | |||
| 17 Dec | 3543.95 | 134.85 | -112.60 | 41.39 | 17 | -9 | 267 | |||
| 16 Dec | 3671.40 | 247.45 | 80.20 | 42.63 | 23 | -10 | 277 | |||
| 13 Dec | 3599.90 | 167.25 | -29.35 | - | 6 | 1 | 288 | |||
| 12 Dec | 3611.60 | 196.6 | 18.80 | 33.16 | 5 | -1 | 287 | |||
| 11 Dec | 3604.50 | 177.8 | 48.15 | 22.79 | 65 | -15 | 289 | |||
| 10 Dec | 3526.20 | 129.65 | 11.65 | 26.15 | 169 | -4 | 304 | |||
| 9 Dec | 3509.15 | 118 | 8.85 | 26.82 | 322 | -6 | 314 | |||
| 6 Dec | 3465.00 | 109.15 | -2.85 | 29.23 | 493 | 115 | 321 | |||
| 5 Dec | 3456.70 | 112 | -45.05 | 29.24 | 408 | 70 | 203 | |||
| 4 Dec | 3545.30 | 157.05 | 7.45 | 27.18 | 82 | 16 | 134 | |||
| 3 Dec | 3512.30 | 149.6 | 42.50 | 26.84 | 565 | -36 | 117 | |||
| 2 Dec | 3430.00 | 107.1 | -30.85 | 29.72 | 348 | 108 | 152 | |||
| 29 Nov | 3483.70 | 137.95 | -2.40 | 29.18 | 119 | 22 | 37 | |||
| 28 Nov | 3481.25 | 140.35 | -8.55 | 28.66 | 20 | 5 | 14 | |||
| 27 Nov | 3500.70 | 148.9 | -112.30 | 27.93 | 26 | 10 | 10 | |||
| 26 Nov | 3463.20 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 3535.85 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 3319.40 | 261.2 | 0.00 | 2.56 | 0 | 0 | 0 | |||
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| 21 Nov | 3282.25 | 261.2 | 0.00 | 3.38 | 0 | 0 | 0 | |||
| 20 Nov | 3301.25 | 261.2 | 0.00 | 2.99 | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 261.2 | 0.00 | 2.99 | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 261.2 | 0.00 | 1.79 | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 261.2 | 0.00 | 1.87 | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 261.2 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3554.55 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3611.65 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 261.2 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3450 expiring on 26DEC2024
Delta for 3450 CE is 0.16
Historical price for 3450 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 10.75, which was -20.40 lower than the previous day. The implied volatity was 31.07, the open interest changed by 13 which increased total open position to 511
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 31.15, which was -79.00 lower than the previous day. The implied volatity was 33.51, the open interest changed by 250 which increased total open position to 496
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 110.15, which was -24.70 lower than the previous day. The implied volatity was 30.83, the open interest changed by -16 which decreased total open position to 251
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 134.85, which was -112.60 lower than the previous day. The implied volatity was 41.39, the open interest changed by -9 which decreased total open position to 267
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 247.45, which was 80.20 higher than the previous day. The implied volatity was 42.63, the open interest changed by -10 which decreased total open position to 277
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 167.25, which was -29.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 288
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 196.6, which was 18.80 higher than the previous day. The implied volatity was 33.16, the open interest changed by -1 which decreased total open position to 287
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 177.8, which was 48.15 higher than the previous day. The implied volatity was 22.79, the open interest changed by -15 which decreased total open position to 289
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 129.65, which was 11.65 higher than the previous day. The implied volatity was 26.15, the open interest changed by -4 which decreased total open position to 304
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 118, which was 8.85 higher than the previous day. The implied volatity was 26.82, the open interest changed by -6 which decreased total open position to 314
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 109.15, which was -2.85 lower than the previous day. The implied volatity was 29.23, the open interest changed by 115 which increased total open position to 321
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 112, which was -45.05 lower than the previous day. The implied volatity was 29.24, the open interest changed by 70 which increased total open position to 203
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 157.05, which was 7.45 higher than the previous day. The implied volatity was 27.18, the open interest changed by 16 which increased total open position to 134
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 149.6, which was 42.50 higher than the previous day. The implied volatity was 26.84, the open interest changed by -36 which decreased total open position to 117
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 107.1, which was -30.85 lower than the previous day. The implied volatity was 29.72, the open interest changed by 108 which increased total open position to 152
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 137.95, which was -2.40 lower than the previous day. The implied volatity was 29.18, the open interest changed by 22 which increased total open position to 37
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 140.35, which was -8.55 lower than the previous day. The implied volatity was 28.66, the open interest changed by 5 which increased total open position to 14
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 148.9, which was -112.30 lower than the previous day. The implied volatity was 27.93, the open interest changed by 10 which increased total open position to 10
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 261.2, 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 261.2, 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 261.2, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 261.2, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 261.2, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 261.2, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 261.2, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 261.2, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 261.2, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 261.2, 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 261.2, 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 261.2, 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 261.2, 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 261.2, 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 261.2, 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 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 1.15
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 152.45 | 35.35 | 35.08 | 168 | -32 | 249 |
| 19 Dec | 3357.65 | 117.1 | 91.00 | 37.50 | 956 | -8 | 282 |
| 18 Dec | 3526.30 | 26.1 | -5.85 | 28.66 | 289 | 30 | 293 |
| 17 Dec | 3543.95 | 31.95 | 22.95 | 29.19 | 550 | 30 | 265 |
| 16 Dec | 3671.40 | 9 | -8.40 | 30.20 | 420 | 29 | 236 |
| 13 Dec | 3599.90 | 17.4 | -5.70 | 27.74 | 334 | 11 | 202 |
| 12 Dec | 3611.60 | 23.1 | -1.85 | 29.10 | 199 | 16 | 190 |
| 11 Dec | 3604.50 | 24.95 | -28.35 | 28.96 | 308 | -40 | 179 |
| 10 Dec | 3526.20 | 53.3 | -8.15 | 31.49 | 108 | 25 | 219 |
| 9 Dec | 3509.15 | 61.45 | -14.80 | 30.51 | 163 | -5 | 201 |
| 6 Dec | 3465.00 | 76.25 | -12.10 | 27.96 | 399 | 20 | 213 |
| 5 Dec | 3456.70 | 88.35 | 31.05 | 31.12 | 339 | -14 | 193 |
| 4 Dec | 3545.30 | 57.3 | -5.70 | 30.09 | 249 | 10 | 206 |
| 3 Dec | 3512.30 | 63 | -37.90 | 29.96 | 451 | 21 | 194 |
| 2 Dec | 3430.00 | 100.9 | 18.60 | 29.55 | 571 | 89 | 172 |
| 29 Nov | 3483.70 | 82.3 | -4.40 | 28.54 | 139 | 37 | 82 |
| 28 Nov | 3481.25 | 86.7 | -1.95 | 29.65 | 106 | 15 | 44 |
| 27 Nov | 3500.70 | 88.65 | -14.90 | 31.28 | 104 | 1 | 29 |
| 26 Nov | 3463.20 | 103.55 | -68.75 | 31.39 | 37 | 29 | 29 |
| 25 Nov | 3535.85 | 172.3 | 0.00 | 3.09 | 0 | 0 | 0 |
| 22 Nov | 3319.40 | 172.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3282.25 | 172.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 172.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 172.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 172.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 172.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 172.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 172.3 | 0.00 | 1.39 | 0 | 0 | 0 |
| 11 Nov | 3601.95 | 172.3 | 0.00 | 4.04 | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 172.3 | 0.00 | 4.71 | 0 | 0 | 0 |
| 7 Nov | 3554.55 | 172.3 | 0.00 | 2.78 | 0 | 0 | 0 |
| 6 Nov | 3611.65 | 172.3 | 0.00 | 4.21 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 172.3 | 2.11 | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3450 expiring on 26DEC2024
Delta for 3450 PE is -0.81
Historical price for 3450 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 152.45, which was 35.35 higher than the previous day. The implied volatity was 35.08, the open interest changed by -32 which decreased total open position to 249
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 117.1, which was 91.00 higher than the previous day. The implied volatity was 37.50, the open interest changed by -8 which decreased total open position to 282
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 26.1, which was -5.85 lower than the previous day. The implied volatity was 28.66, the open interest changed by 30 which increased total open position to 293
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 31.95, which was 22.95 higher than the previous day. The implied volatity was 29.19, the open interest changed by 30 which increased total open position to 265
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 9, which was -8.40 lower than the previous day. The implied volatity was 30.20, the open interest changed by 29 which increased total open position to 236
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 17.4, which was -5.70 lower than the previous day. The implied volatity was 27.74, the open interest changed by 11 which increased total open position to 202
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 23.1, which was -1.85 lower than the previous day. The implied volatity was 29.10, the open interest changed by 16 which increased total open position to 190
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 24.95, which was -28.35 lower than the previous day. The implied volatity was 28.96, the open interest changed by -40 which decreased total open position to 179
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 53.3, which was -8.15 lower than the previous day. The implied volatity was 31.49, the open interest changed by 25 which increased total open position to 219
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 61.45, which was -14.80 lower than the previous day. The implied volatity was 30.51, the open interest changed by -5 which decreased total open position to 201
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 76.25, which was -12.10 lower than the previous day. The implied volatity was 27.96, the open interest changed by 20 which increased total open position to 213
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 88.35, which was 31.05 higher than the previous day. The implied volatity was 31.12, the open interest changed by -14 which decreased total open position to 193
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 57.3, which was -5.70 lower than the previous day. The implied volatity was 30.09, the open interest changed by 10 which increased total open position to 206
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 63, which was -37.90 lower than the previous day. The implied volatity was 29.96, the open interest changed by 21 which increased total open position to 194
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 100.9, which was 18.60 higher than the previous day. The implied volatity was 29.55, the open interest changed by 89 which increased total open position to 172
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 82.3, which was -4.40 lower than the previous day. The implied volatity was 28.54, the open interest changed by 37 which increased total open position to 82
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 86.7, which was -1.95 lower than the previous day. The implied volatity was 29.65, the open interest changed by 15 which increased total open position to 44
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 88.65, which was -14.90 lower than the previous day. The implied volatity was 31.28, the open interest changed by 1 which increased total open position to 29
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 103.55, which was -68.75 lower than the previous day. The implied volatity was 31.39, the open interest changed by 29 which increased total open position to 29
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 172.3, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 172.3, 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 172.3, 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 172.3, 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 172.3, 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 172.3, 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 172.3, 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 172.3, 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 172.3, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 172.3, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 172.3, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 172.3, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 172.3, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 172.3, which was lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
