CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.74
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 6.35 | -13.40 | 32.77 | 3,083 | -134 | 712 | |||
| 19 Dec | 3357.65 | 19.75 | -59.40 | 34.26 | 3,060 | 207 | 853 | |||
| 18 Dec | 3526.30 | 79.15 | -8.50 | 29.06 | 907 | 47 | 649 | |||
| 17 Dec | 3543.95 | 87.65 | -105.35 | 32.99 | 192 | -1 | 596 | |||
| 16 Dec | 3671.40 | 193 | 55.10 | 33.56 | 516 | -35 | 597 | |||
| 13 Dec | 3599.90 | 137.9 | -5.25 | 21.30 | 450 | -31 | 633 | |||
| 12 Dec | 3611.60 | 143.15 | 1.60 | 25.66 | 137 | -10 | 664 | |||
| 11 Dec | 3604.50 | 141.55 | 44.00 | 24.29 | 1,799 | -304 | 681 | |||
| 10 Dec | 3526.20 | 97.55 | 6.15 | 25.78 | 1,830 | -126 | 986 | |||
| 9 Dec | 3509.15 | 91.4 | 7.25 | 27.44 | 1,888 | -24 | 1,112 | |||
| 6 Dec | 3465.00 | 84.15 | -4.45 | 29.08 | 2,104 | 73 | 1,119 | |||
| 5 Dec | 3456.70 | 88.6 | -40.65 | 29.59 | 2,344 | 480 | 1,040 | |||
| 4 Dec | 3545.30 | 129.25 | 6.70 | 28.20 | 1,450 | -45 | 562 | |||
| 3 Dec | 3512.30 | 122.55 | 37.55 | 27.74 | 4,380 | -262 | 620 | |||
| 2 Dec | 3430.00 | 85 | -24.30 | 29.88 | 1,223 | 256 | 878 | |||
| 29 Nov | 3483.70 | 109.3 | -6.20 | 28.49 | 1,642 | 272 | 615 | |||
| 28 Nov | 3481.25 | 115.5 | -5.40 | 29.05 | 854 | -11 | 356 | |||
| 27 Nov | 3500.70 | 120.9 | 8.65 | 27.80 | 688 | 66 | 364 | |||
| 26 Nov | 3463.20 | 112.25 | -48.75 | 29.22 | 523 | 89 | 299 | |||
| 25 Nov | 3535.85 | 161 | 93.80 | 30.21 | 2,032 | 188 | 217 | |||
| 22 Nov | 3319.40 | 67.2 | 14.15 | 30.26 | 37 | 9 | 38 | |||
| 21 Nov | 3282.25 | 53.05 | -3.95 | 30.45 | 31 | 7 | 29 | |||
| 20 Nov | 3301.25 | 57 | 0.00 | 29.10 | 20 | 2 | 23 | |||
| 19 Nov | 3301.25 | 57 | -21.05 | 29.10 | 20 | 3 | 23 | |||
| 18 Nov | 3352.55 | 78.05 | -15.05 | 28.69 | 30 | 15 | 19 | |||
| 14 Nov | 3329.80 | 93.1 | -401.50 | 33.28 | 9 | 5 | 5 | |||
| 13 Nov | 3326.05 | 494.6 | 0.00 | 2.91 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 3601.95 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3554.55 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3611.65 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3484.45 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 3499.75 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3500.60 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3511.50 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3474.25 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3419.10 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3370.15 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 494.6 | 494.60 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3710.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3692.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3798.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3669.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3782.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3761.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3591.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3623.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3682.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3875.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3806.05 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3500 expiring on 26DEC2024
Delta for 3500 CE is 0.10
Historical price for 3500 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 6.35, which was -13.40 lower than the previous day. The implied volatity was 32.77, the open interest changed by -134 which decreased total open position to 712
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 19.75, which was -59.40 lower than the previous day. The implied volatity was 34.26, the open interest changed by 207 which increased total open position to 853
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 79.15, which was -8.50 lower than the previous day. The implied volatity was 29.06, the open interest changed by 47 which increased total open position to 649
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 87.65, which was -105.35 lower than the previous day. The implied volatity was 32.99, the open interest changed by -1 which decreased total open position to 596
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 193, which was 55.10 higher than the previous day. The implied volatity was 33.56, the open interest changed by -35 which decreased total open position to 597
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 137.9, which was -5.25 lower than the previous day. The implied volatity was 21.30, the open interest changed by -31 which decreased total open position to 633
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 143.15, which was 1.60 higher than the previous day. The implied volatity was 25.66, the open interest changed by -10 which decreased total open position to 664
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 141.55, which was 44.00 higher than the previous day. The implied volatity was 24.29, the open interest changed by -304 which decreased total open position to 681
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 97.55, which was 6.15 higher than the previous day. The implied volatity was 25.78, the open interest changed by -126 which decreased total open position to 986
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 91.4, which was 7.25 higher than the previous day. The implied volatity was 27.44, the open interest changed by -24 which decreased total open position to 1112
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 84.15, which was -4.45 lower than the previous day. The implied volatity was 29.08, the open interest changed by 73 which increased total open position to 1119
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 88.6, which was -40.65 lower than the previous day. The implied volatity was 29.59, the open interest changed by 480 which increased total open position to 1040
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 129.25, which was 6.70 higher than the previous day. The implied volatity was 28.20, the open interest changed by -45 which decreased total open position to 562
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 122.55, which was 37.55 higher than the previous day. The implied volatity was 27.74, the open interest changed by -262 which decreased total open position to 620
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 85, which was -24.30 lower than the previous day. The implied volatity was 29.88, the open interest changed by 256 which increased total open position to 878
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 109.3, which was -6.20 lower than the previous day. The implied volatity was 28.49, the open interest changed by 272 which increased total open position to 615
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 115.5, which was -5.40 lower than the previous day. The implied volatity was 29.05, the open interest changed by -11 which decreased total open position to 356
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 120.9, which was 8.65 higher than the previous day. The implied volatity was 27.80, the open interest changed by 66 which increased total open position to 364
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 112.25, which was -48.75 lower than the previous day. The implied volatity was 29.22, the open interest changed by 89 which increased total open position to 299
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 161, which was 93.80 higher than the previous day. The implied volatity was 30.21, the open interest changed by 188 which increased total open position to 217
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 67.2, which was 14.15 higher than the previous day. The implied volatity was 30.26, the open interest changed by 9 which increased total open position to 38
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 53.05, which was -3.95 lower than the previous day. The implied volatity was 30.45, the open interest changed by 7 which increased total open position to 29
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 29.10, the open interest changed by 2 which increased total open position to 23
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 57, which was -21.05 lower than the previous day. The implied volatity was 29.10, the open interest changed by 3 which increased total open position to 23
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 78.05, which was -15.05 lower than the previous day. The implied volatity was 28.69, the open interest changed by 15 which increased total open position to 19
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 93.1, which was -401.50 lower than the previous day. The implied volatity was 33.28, the open interest changed by 5 which increased total open position to 5
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 494.6, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 494.6, 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 494.6, 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 494.6, 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 494.6, 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 494.6, 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 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 494.6, 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 494.6, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 494.6, 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 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 494.6, 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 494.6, 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 494.6, 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 494.6, 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 494.6, 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 494.6, 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 494.6, which was 494.60 higher 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 0, 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 0, 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 18 Oct CUMMINSIND was trading at 3710.10. The strike last trading price was 0, 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 17 Oct CUMMINSIND was trading at 3692.00. The strike last trading price was 0, 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 0, 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 15 Oct CUMMINSIND was trading at 3669.05. The strike last trading price was 0, 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 0, 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 0, 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 10 Oct CUMMINSIND was trading at 3782.65. The strike last trading price was 0, 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 9 Oct CUMMINSIND was trading at 3761.80. The strike last trading price was 0, 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 0, 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 0, 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 4 Oct CUMMINSIND was trading at 3623.50. The strike last trading price was 0, 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 0, 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 1 Oct CUMMINSIND was trading at 3875.85. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3806.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 26DEC2024 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.76
Theta: -1.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 194.15 | 40.85 | 33.50 | 200 | -28 | 664 |
| 19 Dec | 3357.65 | 153.3 | 109.90 | 37.36 | 1,581 | 18 | 842 |
| 18 Dec | 3526.30 | 43.4 | -5.60 | 28.52 | 1,326 | 74 | 823 |
| 17 Dec | 3543.95 | 49 | 34.65 | 28.36 | 1,332 | 31 | 762 |
| 16 Dec | 3671.40 | 14.35 | -11.65 | 29.05 | 1,086 | 39 | 748 |
| 13 Dec | 3599.90 | 26 | -8.25 | 26.60 | 1,049 | -17 | 710 |
| 12 Dec | 3611.60 | 34.25 | -3.50 | 28.49 | 490 | -14 | 726 |
| 11 Dec | 3604.50 | 37.75 | -34.25 | 28.90 | 1,397 | 81 | 743 |
| 10 Dec | 3526.20 | 72 | -11.20 | 31.06 | 616 | -49 | 661 |
| 9 Dec | 3509.15 | 83.2 | -18.75 | 30.46 | 304 | 26 | 711 |
| 6 Dec | 3465.00 | 101.95 | -12.15 | 28.12 | 403 | -14 | 683 |
| 5 Dec | 3456.70 | 114.1 | 36.85 | 31.28 | 1,586 | 146 | 695 |
| 4 Dec | 3545.30 | 77.25 | -5.25 | 30.31 | 761 | -13 | 551 |
| 3 Dec | 3512.30 | 82.5 | -44.90 | 29.76 | 1,362 | 61 | 563 |
| 2 Dec | 3430.00 | 127.4 | 22.40 | 29.40 | 573 | 115 | 497 |
| 29 Nov | 3483.70 | 105 | -3.10 | 28.33 | 460 | 132 | 381 |
| 28 Nov | 3481.25 | 108.1 | -5.90 | 29.14 | 278 | 67 | 248 |
| 27 Nov | 3500.70 | 114 | -15.00 | 31.99 | 156 | 0 | 180 |
| 26 Nov | 3463.20 | 129 | 19.00 | 31.61 | 300 | 54 | 179 |
| 25 Nov | 3535.85 | 110 | -97.00 | 34.88 | 222 | 74 | 125 |
| 22 Nov | 3319.40 | 207 | -23.00 | 30.06 | 9 | 5 | 56 |
| 21 Nov | 3282.25 | 230 | 62.00 | 25.82 | 6 | 1 | 49 |
| 20 Nov | 3301.25 | 168 | 0.00 | - | 7 | 5 | 44 |
| 19 Nov | 3301.25 | 168 | -34.50 | - | 7 | 1 | 44 |
| 18 Nov | 3352.55 | 202.5 | -2.50 | 31.96 | 6 | 0 | 42 |
| 14 Nov | 3329.80 | 205 | -15.45 | 26.89 | 6 | -4 | 41 |
| 13 Nov | 3326.05 | 220.45 | 83.60 | 31.65 | 12 | -3 | 45 |
| 12 Nov | 3480.35 | 136.85 | 51.40 | 29.86 | 14 | 7 | 48 |
| 11 Nov | 3601.95 | 85.45 | 16.45 | 29.45 | 18 | 4 | 39 |
| 8 Nov | 3655.35 | 69 | -81.35 | 27.78 | 39 | 5 | 33 |
| 7 Nov | 3554.55 | 150.35 | 33.35 | 38.11 | 12 | 9 | 27 |
| 6 Nov | 3611.65 | 117 | -84.00 | 35.00 | 12 | 1 | 18 |
| 5 Nov | 3484.45 | 201 | -14.00 | 41.33 | 9 | 2 | 17 |
| 4 Nov | 3475.75 | 215 | 0.00 | 0.00 | 0 | 1 | 0 |
| 1 Nov | 3499.75 | 215 | -14.95 | 45.73 | 1 | 0 | 14 |
| 31 Oct | 3500.60 | 229.95 | 24.95 | - | 12 | 8 | 12 |
| 30 Oct | 3511.50 | 205 | 67.75 | - | 4 | 0 | 0 |
| 29 Oct | 3474.25 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3419.10 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3370.15 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3710.10 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3692.00 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3669.05 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3667.80 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3614.15 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3782.65 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3761.80 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3708.30 | 137.25 | 137.25 | - | 0 | 0 | 0 |
| 7 Oct | 3591.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3623.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3682.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3875.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3806.05 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3500 expiring on 26DEC2024
Delta for 3500 PE is -0.90
Historical price for 3500 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 194.15, which was 40.85 higher than the previous day. The implied volatity was 33.50, the open interest changed by -28 which decreased total open position to 664
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 153.3, which was 109.90 higher than the previous day. The implied volatity was 37.36, the open interest changed by 18 which increased total open position to 842
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 43.4, which was -5.60 lower than the previous day. The implied volatity was 28.52, the open interest changed by 74 which increased total open position to 823
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 49, which was 34.65 higher than the previous day. The implied volatity was 28.36, the open interest changed by 31 which increased total open position to 762
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 14.35, which was -11.65 lower than the previous day. The implied volatity was 29.05, the open interest changed by 39 which increased total open position to 748
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 26, which was -8.25 lower than the previous day. The implied volatity was 26.60, the open interest changed by -17 which decreased total open position to 710
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 34.25, which was -3.50 lower than the previous day. The implied volatity was 28.49, the open interest changed by -14 which decreased total open position to 726
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 37.75, which was -34.25 lower than the previous day. The implied volatity was 28.90, the open interest changed by 81 which increased total open position to 743
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 72, which was -11.20 lower than the previous day. The implied volatity was 31.06, the open interest changed by -49 which decreased total open position to 661
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 83.2, which was -18.75 lower than the previous day. The implied volatity was 30.46, the open interest changed by 26 which increased total open position to 711
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 101.95, which was -12.15 lower than the previous day. The implied volatity was 28.12, the open interest changed by -14 which decreased total open position to 683
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 114.1, which was 36.85 higher than the previous day. The implied volatity was 31.28, the open interest changed by 146 which increased total open position to 695
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 77.25, which was -5.25 lower than the previous day. The implied volatity was 30.31, the open interest changed by -13 which decreased total open position to 551
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 82.5, which was -44.90 lower than the previous day. The implied volatity was 29.76, the open interest changed by 61 which increased total open position to 563
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 127.4, which was 22.40 higher than the previous day. The implied volatity was 29.40, the open interest changed by 115 which increased total open position to 497
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 105, which was -3.10 lower than the previous day. The implied volatity was 28.33, the open interest changed by 132 which increased total open position to 381
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 108.1, which was -5.90 lower than the previous day. The implied volatity was 29.14, the open interest changed by 67 which increased total open position to 248
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 114, which was -15.00 lower than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 180
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 129, which was 19.00 higher than the previous day. The implied volatity was 31.61, the open interest changed by 54 which increased total open position to 179
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 110, which was -97.00 lower than the previous day. The implied volatity was 34.88, the open interest changed by 74 which increased total open position to 125
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 207, which was -23.00 lower than the previous day. The implied volatity was 30.06, the open interest changed by 5 which increased total open position to 56
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 230, which was 62.00 higher than the previous day. The implied volatity was 25.82, the open interest changed by 1 which increased total open position to 49
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 168, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 44
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 168, which was -34.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 202.5, which was -2.50 lower than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 42
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 205, which was -15.45 lower than the previous day. The implied volatity was 26.89, the open interest changed by -4 which decreased total open position to 41
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 220.45, which was 83.60 higher than the previous day. The implied volatity was 31.65, the open interest changed by -3 which decreased total open position to 45
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 136.85, which was 51.40 higher than the previous day. The implied volatity was 29.86, the open interest changed by 7 which increased total open position to 48
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 85.45, which was 16.45 higher than the previous day. The implied volatity was 29.45, the open interest changed by 4 which increased total open position to 39
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 69, which was -81.35 lower than the previous day. The implied volatity was 27.78, the open interest changed by 5 which increased total open position to 33
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 150.35, which was 33.35 higher than the previous day. The implied volatity was 38.11, the open interest changed by 9 which increased total open position to 27
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 117, which was -84.00 lower than the previous day. The implied volatity was 35.00, the open interest changed by 1 which increased total open position to 18
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 201, which was -14.00 lower than the previous day. The implied volatity was 41.33, the open interest changed by 2 which increased total open position to 17
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 215, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 215, which was -14.95 lower than the previous day. The implied volatity was 45.73, the open interest changed by 0 which decreased total open position to 14
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 229.95, which was 24.95 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 205, which was 67.75 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 137.25, 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 137.25, 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 25 Oct CUMMINSIND was trading at 3370.15. The strike last trading price was 137.25, 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 24 Oct CUMMINSIND was trading at 3397.10. The strike last trading price was 137.25, 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 23 Oct CUMMINSIND was trading at 3419.90. The strike last trading price was 137.25, 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 22 Oct CUMMINSIND was trading at 3541.40. The strike last trading price was 137.25, 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 21 Oct CUMMINSIND was trading at 3579.30. The strike last trading price was 137.25, 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 18 Oct CUMMINSIND was trading at 3710.10. The strike last trading price was 137.25, 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 17 Oct CUMMINSIND was trading at 3692.00. The strike last trading price was 137.25, 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 16 Oct CUMMINSIND was trading at 3798.40. The strike last trading price was 137.25, 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 15 Oct CUMMINSIND was trading at 3669.05. The strike last trading price was 137.25, 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 14 Oct CUMMINSIND was trading at 3667.80. The strike last trading price was 137.25, 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 11 Oct CUMMINSIND was trading at 3614.15. The strike last trading price was 137.25, 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 10 Oct CUMMINSIND was trading at 3782.65. The strike last trading price was 137.25, 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 9 Oct CUMMINSIND was trading at 3761.80. The strike last trading price was 137.25, 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 8 Oct CUMMINSIND was trading at 3708.30. The strike last trading price was 137.25, which was 137.25 higher 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 0, 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 4 Oct CUMMINSIND was trading at 3623.50. The strike last trading price was 0, 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 0, 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 1 Oct CUMMINSIND was trading at 3875.85. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3806.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
