CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.58
Theta: -1.58
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 4.7 | -1.30 | 37.08 | 471.5 | 3 | 388.5 | |||
| 20 Nov | 3301.25 | 6 | 0.00 | 32.53 | 274.5 | -56 | 386 | |||
| 19 Nov | 3301.25 | 6 | -5.35 | 32.53 | 274.5 | -55.5 | 386 | |||
| 18 Nov | 3352.55 | 11.35 | -3.30 | 29.60 | 163 | 29.5 | 443 | |||
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| 14 Nov | 3329.80 | 14.65 | -4.90 | 29.99 | 496.5 | -69.5 | 411.5 | |||
| 13 Nov | 3326.05 | 19.55 | -33.30 | 30.95 | 1,047.5 | 105.5 | 472 | |||
| 12 Nov | 3480.35 | 52.85 | -58.15 | 27.57 | 875.5 | 82 | 366.5 | |||
| 11 Nov | 3601.95 | 111 | -24.00 | 24.04 | 1,140.5 | 20.5 | 284.5 | |||
| 8 Nov | 3655.35 | 135 | -15.00 | 20.40 | 4,093.5 | -85.5 | 264 | |||
| 7 Nov | 3554.55 | 150 | -10.05 | 43.09 | 865 | 154 | 295 | |||
| 6 Nov | 3611.65 | 160.05 | 29.80 | 34.33 | 907 | 44.5 | 135 | |||
| 5 Nov | 3484.45 | 130.25 | -14.75 | 44.08 | 66.5 | 7 | 91 | |||
| 4 Nov | 3475.75 | 145 | -16.80 | 43.29 | 120 | 28.5 | 84.5 | |||
| 1 Nov | 3499.75 | 161.8 | -10.20 | 44.08 | 12.5 | -1.5 | 56.5 | |||
| 31 Oct | 3500.60 | 172 | 0.15 | - | 109 | 47 | 58 | |||
| 30 Oct | 3511.50 | 171.85 | 12.95 | - | 19 | 2 | 9 | |||
| 29 Oct | 3474.25 | 158.9 | 26.35 | - | 9 | 2 | 6 | |||
| 28 Oct | 3419.10 | 132.55 | 22.55 | - | 10 | 4 | 4 | |||
| 25 Oct | 3370.15 | 110 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 3397.10 | 110 | -297.65 | - | 2 | 1 | 1 | |||
| 23 Oct | 3419.90 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3710.10 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3692.00 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3798.40 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3669.05 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3761.80 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3591.00 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3623.50 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3682.65 | 407.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3806.05 | 407.65 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3550 expiring on 28NOV2024
Delta for 3550 CE is 0.07
Historical price for 3550 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 4.7, which was -1.30 lower than the previous day. The implied volatity was 37.08, the open interest changed by 6 which increased total open position to 777
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 32.53, the open interest changed by -112 which decreased total open position to 772
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 6, which was -5.35 lower than the previous day. The implied volatity was 32.53, the open interest changed by -111 which decreased total open position to 772
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 11.35, which was -3.30 lower than the previous day. The implied volatity was 29.60, the open interest changed by 59 which increased total open position to 886
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 14.65, which was -4.90 lower than the previous day. The implied volatity was 29.99, the open interest changed by -139 which decreased total open position to 823
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 19.55, which was -33.30 lower than the previous day. The implied volatity was 30.95, the open interest changed by 211 which increased total open position to 944
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 52.85, which was -58.15 lower than the previous day. The implied volatity was 27.57, the open interest changed by 164 which increased total open position to 733
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 111, which was -24.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 41 which increased total open position to 569
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 135, which was -15.00 lower than the previous day. The implied volatity was 20.40, the open interest changed by -171 which decreased total open position to 528
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 150, which was -10.05 lower than the previous day. The implied volatity was 43.09, the open interest changed by 308 which increased total open position to 590
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 160.05, which was 29.80 higher than the previous day. The implied volatity was 34.33, the open interest changed by 89 which increased total open position to 270
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 130.25, which was -14.75 lower than the previous day. The implied volatity was 44.08, the open interest changed by 14 which increased total open position to 182
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 145, which was -16.80 lower than the previous day. The implied volatity was 43.29, the open interest changed by 57 which increased total open position to 169
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 161.8, which was -10.20 lower than the previous day. The implied volatity was 44.08, the open interest changed by -3 which decreased total open position to 113
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 172, which was 0.15 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 171.85, which was 12.95 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 158.9, which was 26.35 higher 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 132.55, which was 22.55 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 110, 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 110, which was -297.65 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, 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 407.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3282.25 | 268.95 | 15.55 | - | 33 | 5 | 113 |
| 20 Nov | 3301.25 | 253.4 | 0.00 | 29.90 | 50.5 | -34.5 | 148.5 |
| 19 Nov | 3301.25 | 253.4 | 36.05 | 29.90 | 50.5 | 6 | 148.5 |
| 18 Nov | 3352.55 | 217.35 | 16.85 | 42.14 | 11.5 | 1 | 143.5 |
| 14 Nov | 3329.80 | 200.5 | -25.00 | - | 6.5 | -0.5 | 143 |
| 13 Nov | 3326.05 | 225.5 | 101.75 | 31.24 | 160.5 | -17 | 175 |
| 12 Nov | 3480.35 | 123.75 | 67.75 | 30.23 | 709.5 | -57 | 200.5 |
| 11 Nov | 3601.95 | 56 | 15.00 | 27.58 | 824.5 | -14.5 | 259.5 |
| 8 Nov | 3655.35 | 41 | -95.00 | 25.10 | 2,866.5 | -45 | 406.5 |
| 7 Nov | 3554.55 | 136 | 39.95 | 41.50 | 898 | 389 | 436.5 |
| 6 Nov | 3611.65 | 96.05 | -88.05 | 37.08 | 328.5 | 19.5 | 41.5 |
| 5 Nov | 3484.45 | 184.1 | 3.05 | 44.83 | 20.5 | 5 | 22 |
| 4 Nov | 3475.75 | 181.05 | -12.75 | 47.28 | 22 | 9.5 | 16.5 |
| 1 Nov | 3499.75 | 193.8 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 3500.60 | 193.8 | -48.20 | - | 11 | 5 | 8 |
| 30 Oct | 3511.50 | 242 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3474.25 | 242 | 0.00 | - | 0 | 3 | 0 |
| 28 Oct | 3419.10 | 242 | 123.00 | - | 3 | 2 | 2 |
| 25 Oct | 3370.15 | 119 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 119 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 119 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 119 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 119 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3710.10 | 119 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3692.00 | 119 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 119 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3669.05 | 119 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3667.80 | 119 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3614.15 | 119 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3761.80 | 119 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3708.30 | 119 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3591.00 | 119 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3623.50 | 119 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3682.65 | 119 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3806.05 | 119 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3550 expiring on 28NOV2024
Delta for 3550 PE is -
Historical price for 3550 PE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 268.95, which was 15.55 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 226
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 253.4, which was 0.00 lower than the previous day. The implied volatity was 29.90, the open interest changed by -69 which decreased total open position to 297
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 253.4, which was 36.05 higher than the previous day. The implied volatity was 29.90, the open interest changed by 12 which increased total open position to 297
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 217.35, which was 16.85 higher than the previous day. The implied volatity was 42.14, the open interest changed by 2 which increased total open position to 287
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 200.5, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 286
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 225.5, which was 101.75 higher than the previous day. The implied volatity was 31.24, the open interest changed by -34 which decreased total open position to 350
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 123.75, which was 67.75 higher than the previous day. The implied volatity was 30.23, the open interest changed by -114 which decreased total open position to 401
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 56, which was 15.00 higher than the previous day. The implied volatity was 27.58, the open interest changed by -29 which decreased total open position to 519
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 41, which was -95.00 lower than the previous day. The implied volatity was 25.10, the open interest changed by -90 which decreased total open position to 813
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 136, which was 39.95 higher than the previous day. The implied volatity was 41.50, the open interest changed by 778 which increased total open position to 873
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 96.05, which was -88.05 lower than the previous day. The implied volatity was 37.08, the open interest changed by 39 which increased total open position to 83
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 184.1, which was 3.05 higher than the previous day. The implied volatity was 44.83, the open interest changed by 10 which increased total open position to 44
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 181.05, which was -12.75 lower than the previous day. The implied volatity was 47.28, the open interest changed by 19 which increased total open position to 33
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 193.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 193.8, which was -48.20 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 242, 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 242, 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 242, which was 123.00 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, 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 119, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
