CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
14 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 2.18
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3329.80 | 30.45 | -7.05 | 28.20 | 460 | 71.5 | 346 | |||
| 13 Nov | 3326.05 | 37.5 | -58.50 | 29.05 | 968.5 | 153.5 | 274.5 | |||
| 12 Nov | 3480.35 | 96 | -85.75 | 26.57 | 161.5 | 36.5 | 121 | |||
| 11 Nov | 3601.95 | 181.75 | -30.00 | 23.40 | 62.5 | 1.5 | 84 | |||
| 8 Nov | 3655.35 | 211.75 | -13.40 | 17.43 | 169.5 | 43 | 83 | |||
| 7 Nov | 3554.55 | 225.15 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 6 Nov | 3611.65 | 225.15 | 37.15 | 34.70 | 189 | 10 | 40 | |||
| 5 Nov | 3484.45 | 188 | -7.00 | 47.12 | 123.5 | 7.5 | 30 | |||
| 4 Nov | 3475.75 | 195 | -25.00 | 43.19 | 84.5 | 8.5 | 19.5 | |||
| 1 Nov | 3499.75 | 220 | 2.95 | 46.09 | 2 | 1 | 11 | |||
| 31 Oct | 3500.60 | 217.05 | 8.40 | - | 6 | 0 | 10 | |||
| 30 Oct | 3511.50 | 208.65 | 7.25 | - | 11 | 2 | 10 | |||
| 29 Oct | 3474.25 | 201.4 | -274.55 | - | 52 | 9 | 9 | |||
| 28 Oct | 3419.10 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3370.15 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3798.40 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 3591.00 | 475.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3682.65 | 475.95 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3450 expiring on 28NOV2024
Delta for 3450 CE is 0.28
Historical price for 3450 CE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 30.45, which was -7.05 lower than the previous day. The implied volatity was 28.20, the open interest changed by 143 which increased total open position to 692
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 37.5, which was -58.50 lower than the previous day. The implied volatity was 29.05, the open interest changed by 307 which increased total open position to 549
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 96, which was -85.75 lower than the previous day. The implied volatity was 26.57, the open interest changed by 73 which increased total open position to 242
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 181.75, which was -30.00 lower than the previous day. The implied volatity was 23.40, the open interest changed by 3 which increased total open position to 168
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 211.75, which was -13.40 lower than the previous day. The implied volatity was 17.43, the open interest changed by 86 which increased total open position to 166
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 225.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 225.15, which was 37.15 higher than the previous day. The implied volatity was 34.70, the open interest changed by 20 which increased total open position to 80
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 188, which was -7.00 lower than the previous day. The implied volatity was 47.12, the open interest changed by 15 which increased total open position to 60
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 195, which was -25.00 lower than the previous day. The implied volatity was 43.19, the open interest changed by 17 which increased total open position to 39
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 220, which was 2.95 higher than the previous day. The implied volatity was 46.09, the open interest changed by 2 which increased total open position to 22
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 217.05, which was 8.40 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 208.65, which was 7.25 higher 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 201.4, which was -274.55 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 475.95, 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 3 Oct CUMMINSIND was trading at 3682.65. The strike last trading price was 475.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 2.13
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3329.80 | 142.8 | -1.00 | 26.63 | 41.5 | -3.5 | 182 |
| 13 Nov | 3326.05 | 143.8 | 75.60 | 29.24 | 302 | 12.5 | 188 |
| 12 Nov | 3480.35 | 68.2 | 41.85 | 29.49 | 514 | 24 | 212.5 |
| 11 Nov | 3601.95 | 26.35 | 4.90 | 27.87 | 491 | -38.5 | 186.5 |
| 8 Nov | 3655.35 | 21.45 | -72.90 | 27.04 | 1,716 | -16.5 | 225.5 |
| 7 Nov | 3554.55 | 94.35 | 38.25 | 42.57 | 304.5 | 46.5 | 241.5 |
| 6 Nov | 3611.65 | 56.1 | -78.90 | 35.96 | 587 | -110.5 | 194 |
| 5 Nov | 3484.45 | 135 | 0.90 | 45.69 | 180 | 15 | 304.5 |
| 4 Nov | 3475.75 | 134.1 | -7.60 | 48.00 | 252 | 52.5 | 289.5 |
| 1 Nov | 3499.75 | 141.7 | -10.95 | 48.54 | 1 | 0 | 237 |
| 31 Oct | 3500.60 | 152.65 | 5.75 | - | 61 | 21 | 237 |
| 30 Oct | 3511.50 | 146.9 | -12.70 | - | 276 | 212 | 217 |
| 29 Oct | 3474.25 | 159.6 | -23.20 | - | 9 | 1 | 5 |
| 28 Oct | 3419.10 | 182.8 | -15.20 | - | 2 | 1 | 4 |
| 25 Oct | 3370.15 | 198 | 20.95 | - | 3 | 1 | 3 |
| 24 Oct | 3397.10 | 177.05 | 88.50 | - | 2 | 0 | 0 |
| 23 Oct | 3419.90 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3667.80 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3614.15 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3708.30 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3591.00 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3682.65 | 88.55 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3450 expiring on 28NOV2024
Delta for 3450 PE is -0.74
Historical price for 3450 PE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 142.8, which was -1.00 lower than the previous day. The implied volatity was 26.63, the open interest changed by -7 which decreased total open position to 364
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 143.8, which was 75.60 higher than the previous day. The implied volatity was 29.24, the open interest changed by 25 which increased total open position to 376
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 68.2, which was 41.85 higher than the previous day. The implied volatity was 29.49, the open interest changed by 48 which increased total open position to 425
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 26.35, which was 4.90 higher than the previous day. The implied volatity was 27.87, the open interest changed by -77 which decreased total open position to 373
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 21.45, which was -72.90 lower than the previous day. The implied volatity was 27.04, the open interest changed by -33 which decreased total open position to 451
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 94.35, which was 38.25 higher than the previous day. The implied volatity was 42.57, the open interest changed by 93 which increased total open position to 483
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 56.1, which was -78.90 lower than the previous day. The implied volatity was 35.96, the open interest changed by -221 which decreased total open position to 388
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 135, which was 0.90 higher than the previous day. The implied volatity was 45.69, the open interest changed by 30 which increased total open position to 609
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 134.1, which was -7.60 lower than the previous day. The implied volatity was 48.00, the open interest changed by 105 which increased total open position to 579
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 141.7, which was -10.95 lower than the previous day. The implied volatity was 48.54, the open interest changed by 0 which decreased total open position to 474
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 152.65, which was 5.75 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 146.9, which was -12.70 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 159.6, which was -23.20 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 182.8, which was -15.20 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 198, which was 20.95 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 177.05, which was 88.50 higher 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 3 Oct CUMMINSIND was trading at 3682.65. The strike last trading price was 88.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
