CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.58
Theta: -1.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 4.75 | -8.25 | 36.22 | 1,355 | 3 | 444 | |||
| 19 Dec | 3357.65 | 13 | -42.00 | 35.75 | 1,141 | 56 | 439 | |||
| 18 Dec | 3526.30 | 55 | -7.40 | 29.85 | 940 | 116 | 385 | |||
| 17 Dec | 3543.95 | 62.4 | -93.90 | 32.80 | 264 | 85 | 265 | |||
| 16 Dec | 3671.40 | 156.3 | 54.30 | 34.17 | 321 | -46 | 183 | |||
| 13 Dec | 3599.90 | 102 | -10.40 | 21.81 | 758 | 8 | 229 | |||
| 12 Dec | 3611.60 | 112.4 | 2.35 | 26.93 | 189 | 10 | 221 | |||
| 11 Dec | 3604.50 | 110.05 | 35.65 | 25.30 | 1,985 | -415 | 212 | |||
| 10 Dec | 3526.20 | 74.4 | 7.30 | 26.75 | 1,743 | 283 | 624 | |||
| 9 Dec | 3509.15 | 67.1 | 3.10 | 27.19 | 458 | 19 | 340 | |||
| 6 Dec | 3465.00 | 64 | -3.60 | 29.16 | 461 | 38 | 320 | |||
| 5 Dec | 3456.70 | 67.6 | -34.50 | 29.47 | 628 | 52 | 279 | |||
| 4 Dec | 3545.30 | 102.1 | 6.35 | 28.14 | 1,126 | 20 | 228 | |||
| 3 Dec | 3512.30 | 95.75 | 30.75 | 27.50 | 1,340 | 67 | 207 | |||
| 2 Dec | 3430.00 | 65 | -19.65 | 29.59 | 486 | 15 | 142 | |||
| 29 Nov | 3483.70 | 84.65 | -9.00 | 27.92 | 472 | 60 | 127 | |||
| 28 Nov | 3481.25 | 93.65 | -2.45 | 29.30 | 88 | 33 | 67 | |||
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| 27 Nov | 3500.70 | 96.1 | 4.50 | 27.57 | 73 | 12 | 32 | |||
| 26 Nov | 3463.20 | 91.6 | -43.85 | 29.51 | 25 | 8 | 19 | |||
| 25 Nov | 3535.85 | 135.45 | -76.50 | 30.51 | 14 | 10 | 10 | |||
| 22 Nov | 3319.40 | 211.95 | 0.00 | 4.75 | 0 | 0 | 0 | |||
| 21 Nov | 3282.25 | 211.95 | 0.00 | 5.86 | 0 | 0 | 0 | |||
| 20 Nov | 3301.25 | 211.95 | 0.00 | 5.11 | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 211.95 | 0.00 | 5.11 | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 211.95 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 211.95 | 0.00 | 4.07 | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 211.95 | 0.00 | 4.04 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 211.95 | 0.00 | 0.77 | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 211.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 211.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3554.55 | 211.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3611.65 | 211.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 211.95 | 0.39 | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3550 expiring on 26DEC2024
Delta for 3550 CE is 0.07
Historical price for 3550 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 4.75, which was -8.25 lower than the previous day. The implied volatity was 36.22, the open interest changed by 3 which increased total open position to 444
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 13, which was -42.00 lower than the previous day. The implied volatity was 35.75, the open interest changed by 56 which increased total open position to 439
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 55, which was -7.40 lower than the previous day. The implied volatity was 29.85, the open interest changed by 116 which increased total open position to 385
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 62.4, which was -93.90 lower than the previous day. The implied volatity was 32.80, the open interest changed by 85 which increased total open position to 265
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 156.3, which was 54.30 higher than the previous day. The implied volatity was 34.17, the open interest changed by -46 which decreased total open position to 183
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 102, which was -10.40 lower than the previous day. The implied volatity was 21.81, the open interest changed by 8 which increased total open position to 229
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 112.4, which was 2.35 higher than the previous day. The implied volatity was 26.93, the open interest changed by 10 which increased total open position to 221
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 110.05, which was 35.65 higher than the previous day. The implied volatity was 25.30, the open interest changed by -415 which decreased total open position to 212
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 74.4, which was 7.30 higher than the previous day. The implied volatity was 26.75, the open interest changed by 283 which increased total open position to 624
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 67.1, which was 3.10 higher than the previous day. The implied volatity was 27.19, the open interest changed by 19 which increased total open position to 340
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 64, which was -3.60 lower than the previous day. The implied volatity was 29.16, the open interest changed by 38 which increased total open position to 320
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 67.6, which was -34.50 lower than the previous day. The implied volatity was 29.47, the open interest changed by 52 which increased total open position to 279
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 102.1, which was 6.35 higher than the previous day. The implied volatity was 28.14, the open interest changed by 20 which increased total open position to 228
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 95.75, which was 30.75 higher than the previous day. The implied volatity was 27.50, the open interest changed by 67 which increased total open position to 207
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 65, which was -19.65 lower than the previous day. The implied volatity was 29.59, the open interest changed by 15 which increased total open position to 142
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 84.65, which was -9.00 lower than the previous day. The implied volatity was 27.92, the open interest changed by 60 which increased total open position to 127
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 93.65, which was -2.45 lower than the previous day. The implied volatity was 29.30, the open interest changed by 33 which increased total open position to 67
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 96.1, which was 4.50 higher than the previous day. The implied volatity was 27.57, the open interest changed by 12 which increased total open position to 32
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 91.6, which was -43.85 lower than the previous day. The implied volatity was 29.51, the open interest changed by 8 which increased total open position to 19
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 135.45, which was -76.50 lower than the previous day. The implied volatity was 30.51, the open interest changed by 10 which increased total open position to 10
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.07, 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 211.95, 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 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 211.95, which was 0.00 lower than the previous day. The implied volatity was 0.77, 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 211.95, 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 211.95, 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 211.95, 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 211.95, 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 211.95, which was lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 26DEC2024 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.86
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 248.65 | 54.90 | 45.48 | 28 | -11 | 169 |
| 19 Dec | 3357.65 | 193.75 | 125.00 | 37.26 | 312 | -99 | 175 |
| 18 Dec | 3526.30 | 68.75 | -6.40 | 29.14 | 719 | 40 | 272 |
| 17 Dec | 3543.95 | 75.15 | 53.55 | 28.92 | 613 | -18 | 210 |
| 16 Dec | 3671.40 | 21.6 | -19.80 | 27.42 | 567 | 57 | 229 |
| 13 Dec | 3599.90 | 41.4 | -9.35 | 26.75 | 1,120 | -37 | 171 |
| 12 Dec | 3611.60 | 50.75 | -5.35 | 28.43 | 412 | -4 | 208 |
| 11 Dec | 3604.50 | 56.1 | -41.30 | 29.35 | 709 | 13 | 210 |
| 10 Dec | 3526.20 | 97.4 | -12.60 | 31.48 | 130 | 24 | 195 |
| 9 Dec | 3509.15 | 110 | -15.00 | 30.67 | 27 | 10 | 171 |
| 6 Dec | 3465.00 | 125 | -18.90 | 26.07 | 16 | 10 | 161 |
| 5 Dec | 3456.70 | 143.9 | 42.85 | 31.54 | 204 | 28 | 150 |
| 4 Dec | 3545.30 | 101.05 | -6.70 | 30.54 | 133 | 33 | 124 |
| 3 Dec | 3512.30 | 107.75 | -51.10 | 30.13 | 82 | 11 | 89 |
| 2 Dec | 3430.00 | 158.85 | 28.65 | 29.62 | 36 | 13 | 78 |
| 29 Nov | 3483.70 | 130.2 | -4.55 | 27.82 | 113 | 42 | 64 |
| 28 Nov | 3481.25 | 134.75 | 0.80 | 29.10 | 19 | 11 | 21 |
| 27 Nov | 3500.70 | 133.95 | -24.55 | 30.50 | 17 | 0 | 10 |
| 26 Nov | 3463.20 | 158.5 | 24.50 | 32.08 | 19 | -4 | 9 |
| 25 Nov | 3535.85 | 134 | -115.00 | 35.05 | 27 | 14 | 18 |
| 22 Nov | 3319.40 | 249 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 3282.25 | 249 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 249 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 249 | 0.00 | 0.00 | 0 | 4 | 0 |
| 18 Nov | 3352.55 | 249 | 27.10 | 35.29 | 4 | 3 | 3 |
| 14 Nov | 3329.80 | 221.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 221.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 221.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3601.95 | 221.9 | 0.00 | 1.96 | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 221.9 | 0.00 | 2.73 | 0 | 0 | 0 |
| 7 Nov | 3554.55 | 221.9 | 0.00 | 0.79 | 0 | 0 | 0 |
| 6 Nov | 3611.65 | 221.9 | 221.90 | 2.04 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3550 expiring on 26DEC2024
Delta for 3550 PE is -0.88
Historical price for 3550 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 248.65, which was 54.90 higher than the previous day. The implied volatity was 45.48, the open interest changed by -11 which decreased total open position to 169
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 193.75, which was 125.00 higher than the previous day. The implied volatity was 37.26, the open interest changed by -99 which decreased total open position to 175
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 68.75, which was -6.40 lower than the previous day. The implied volatity was 29.14, the open interest changed by 40 which increased total open position to 272
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 75.15, which was 53.55 higher than the previous day. The implied volatity was 28.92, the open interest changed by -18 which decreased total open position to 210
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 21.6, which was -19.80 lower than the previous day. The implied volatity was 27.42, the open interest changed by 57 which increased total open position to 229
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 41.4, which was -9.35 lower than the previous day. The implied volatity was 26.75, the open interest changed by -37 which decreased total open position to 171
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 50.75, which was -5.35 lower than the previous day. The implied volatity was 28.43, the open interest changed by -4 which decreased total open position to 208
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 56.1, which was -41.30 lower than the previous day. The implied volatity was 29.35, the open interest changed by 13 which increased total open position to 210
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 97.4, which was -12.60 lower than the previous day. The implied volatity was 31.48, the open interest changed by 24 which increased total open position to 195
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 110, which was -15.00 lower than the previous day. The implied volatity was 30.67, the open interest changed by 10 which increased total open position to 171
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 125, which was -18.90 lower than the previous day. The implied volatity was 26.07, the open interest changed by 10 which increased total open position to 161
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 143.9, which was 42.85 higher than the previous day. The implied volatity was 31.54, the open interest changed by 28 which increased total open position to 150
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 101.05, which was -6.70 lower than the previous day. The implied volatity was 30.54, the open interest changed by 33 which increased total open position to 124
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 107.75, which was -51.10 lower than the previous day. The implied volatity was 30.13, the open interest changed by 11 which increased total open position to 89
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 158.85, which was 28.65 higher than the previous day. The implied volatity was 29.62, the open interest changed by 13 which increased total open position to 78
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 130.2, which was -4.55 lower than the previous day. The implied volatity was 27.82, the open interest changed by 42 which increased total open position to 64
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 134.75, which was 0.80 higher than the previous day. The implied volatity was 29.10, the open interest changed by 11 which increased total open position to 21
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 133.95, which was -24.55 lower than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 10
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 158.5, which was 24.50 higher than the previous day. The implied volatity was 32.08, the open interest changed by -4 which decreased total open position to 9
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 134, which was -115.00 lower than the previous day. The implied volatity was 35.05, the open interest changed by 14 which increased total open position to 18
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 249, 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 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 249, 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 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 249, 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 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 249, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 249, which was 27.10 higher than the previous day. The implied volatity was 35.29, the open interest changed by 3 which increased total open position to 3
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 221.9, 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 221.9, 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 221.9, 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 221.9, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 221.9, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 221.9, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 221.9, which was 221.90 higher than the previous day. The implied volatity was 2.04, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
