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[--[65.84.65.76]--]
CUMMINSIND
Cummins India Ltd

3512.3 82.30 (2.40%)

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Historical option data for CUMMINSIND

03 Dec 2024 04:10 PM IST
CUMMINSIND 26DEC2024 3600 CE
Delta: 0.43
Vega: 3.47
Theta: -2.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3512.30 73.4 23.50 27.38 1,950 205 586
2 Dec 3430.00 49.9 -16.25 29.75 418 21 381
29 Nov 3483.70 66.15 -8.70 28.04 641 123 362
28 Nov 3481.25 74.85 -1.30 29.48 288 31 239
27 Nov 3500.70 76.15 4.15 27.69 209 21 206
26 Nov 3463.20 72 -41.25 29.25 402 -8 191
25 Nov 3535.85 113.25 70.65 30.86 668 117 198
22 Nov 3319.40 42.6 6.65 30.61 15 2 83
21 Nov 3282.25 35.95 -3.05 31.81 100 -76 81
20 Nov 3301.25 39 0.00 30.57 92 48 158
19 Nov 3301.25 39 -9.00 30.57 92 49 158
18 Nov 3352.55 48 -9.90 28.35 54 36 109
14 Nov 3329.80 57.9 -1.10 31.66 32 1 73
13 Nov 3326.05 59 -30.20 30.86 71 41 76
12 Nov 3480.35 89.2 -68.55 26.22 32 19 35
11 Nov 3601.95 157.75 -26.25 26.99 8 2 11
8 Nov 3655.35 184 -1.25 26.41 26 6 7
7 Nov 3554.55 185.25 -247.30 35.76 3 0 0
6 Nov 3611.65 432.55 0.00 - 0 0 0
4 Nov 3475.75 432.55 0.00 1.15 0 0 0
30 Oct 3511.50 432.55 0.00 - 0 0 0
29 Oct 3474.25 432.55 0.00 - 0 0 0
28 Oct 3419.10 432.55 0.00 - 0 0 0
25 Oct 3370.15 432.55 0.00 - 0 0 0
24 Oct 3397.10 432.55 0.00 - 0 0 0
23 Oct 3419.90 432.55 0.00 - 0 0 0
22 Oct 3541.40 432.55 0.00 - 0 0 0
21 Oct 3579.30 432.55 0.00 - 0 0 0
18 Oct 3710.10 432.55 0.00 - 0 0 0
17 Oct 3692.00 432.55 0.00 - 0 0 0
16 Oct 3798.40 432.55 0.00 - 0 0 0
15 Oct 3669.05 432.55 0.00 - 0 0 0
14 Oct 3667.80 432.55 0.00 - 0 0 0
11 Oct 3614.15 432.55 432.55 - 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 3600 expiring on 26DEC2024

Delta for 3600 CE is 0.43

Historical price for 3600 CE is as follows

On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 73.4, which was 23.50 higher than the previous day. The implied volatity was 27.38, the open interest changed by 205 which increased total open position to 586


On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 49.9, which was -16.25 lower than the previous day. The implied volatity was 29.75, the open interest changed by 21 which increased total open position to 381


On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 66.15, which was -8.70 lower than the previous day. The implied volatity was 28.04, the open interest changed by 123 which increased total open position to 362


On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 74.85, which was -1.30 lower than the previous day. The implied volatity was 29.48, the open interest changed by 31 which increased total open position to 239


On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 76.15, which was 4.15 higher than the previous day. The implied volatity was 27.69, the open interest changed by 21 which increased total open position to 206


On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 72, which was -41.25 lower than the previous day. The implied volatity was 29.25, the open interest changed by -8 which decreased total open position to 191


On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 113.25, which was 70.65 higher than the previous day. The implied volatity was 30.86, the open interest changed by 117 which increased total open position to 198


On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 42.6, which was 6.65 higher than the previous day. The implied volatity was 30.61, the open interest changed by 2 which increased total open position to 83


On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 35.95, which was -3.05 lower than the previous day. The implied volatity was 31.81, the open interest changed by -76 which decreased total open position to 81


On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 48 which increased total open position to 158


On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 39, which was -9.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 49 which increased total open position to 158


On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 48, which was -9.90 lower than the previous day. The implied volatity was 28.35, the open interest changed by 36 which increased total open position to 109


On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 57.9, which was -1.10 lower than the previous day. The implied volatity was 31.66, the open interest changed by 1 which increased total open position to 73


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 59, which was -30.20 lower than the previous day. The implied volatity was 30.86, the open interest changed by 41 which increased total open position to 76


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 89.2, which was -68.55 lower than the previous day. The implied volatity was 26.22, the open interest changed by 19 which increased total open position to 35


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 157.75, which was -26.25 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2 which increased total open position to 11


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 184, which was -1.25 lower than the previous day. The implied volatity was 26.41, the open interest changed by 6 which increased total open position to 7


On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 185.25, which was -247.30 lower than the previous day. The implied volatity was 35.76, 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 432.55, 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 432.55, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 432.55, 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 29 Oct CUMMINSIND was trading at 3474.25. The strike last trading price was 432.55, 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 28 Oct CUMMINSIND was trading at 3419.10. The strike last trading price was 432.55, 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 25 Oct CUMMINSIND was trading at 3370.15. The strike last trading price was 432.55, 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 24 Oct CUMMINSIND was trading at 3397.10. The strike last trading price was 432.55, 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 23 Oct CUMMINSIND was trading at 3419.90. The strike last trading price was 432.55, 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 432.55, 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 432.55, 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 18 Oct CUMMINSIND was trading at 3710.10. The strike last trading price was 432.55, 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 17 Oct CUMMINSIND was trading at 3692.00. The strike last trading price was 432.55, 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 432.55, 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 15 Oct CUMMINSIND was trading at 3669.05. The strike last trading price was 432.55, 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 432.55, 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 432.55, which was 432.55 higher 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 3600 PE
Delta: -0.56
Vega: 3.49
Theta: -1.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3512.30 137.65 -19.35 30.79 75 26 167
2 Dec 3430.00 157 -2.80 16.70 3 -1 141
29 Nov 3483.70 159.8 -2.00 27.50 92 21 142
28 Nov 3481.25 161.8 2.55 28.25 81 30 119
27 Nov 3500.70 159.25 -29.10 29.55 23 17 87
26 Nov 3463.20 188.35 28.35 31.87 47 -8 71
25 Nov 3535.85 160 -140.00 35.04 93 51 74
22 Nov 3319.40 300 55.00 35.98 1 0 23
21 Nov 3282.25 245 0.00 0.00 0 4 0
20 Nov 3301.25 245 0.00 - 6 4 23
19 Nov 3301.25 245 -38.70 - 6 4 23
18 Nov 3352.55 283.7 13.70 35.29 9 8 18
14 Nov 3329.80 270 84.50 24.44 4 0 8
13 Nov 3326.05 185.5 0.00 0.00 0 2 0
12 Nov 3480.35 185.5 12.20 28.44 11 3 9
11 Nov 3601.95 173.3 71.45 38.74 5 -1 6
8 Nov 3655.35 101.85 -71.55 26.98 7 6 6
7 Nov 3554.55 173.4 0.00 - 0 0 0
6 Nov 3611.65 173.4 0.00 1.11 0 0 0
4 Nov 3475.75 173.4 0.00 - 0 0 0
30 Oct 3511.50 173.4 0.00 - 0 0 0
29 Oct 3474.25 173.4 0.00 - 0 0 0
28 Oct 3419.10 173.4 0.00 - 0 0 0
25 Oct 3370.15 173.4 0.00 - 0 0 0
24 Oct 3397.10 173.4 0.00 - 0 0 0
23 Oct 3419.90 173.4 0.00 - 0 0 0
22 Oct 3541.40 173.4 0.00 - 0 0 0
21 Oct 3579.30 173.4 0.00 - 0 0 0
18 Oct 3710.10 173.4 0.00 - 0 0 0
17 Oct 3692.00 173.4 0.00 - 0 0 0
16 Oct 3798.40 173.4 0.00 - 0 0 0
15 Oct 3669.05 173.4 0.00 - 0 0 0
14 Oct 3667.80 173.4 0.00 - 0 0 0
11 Oct 3614.15 173.4 0.00 - 0 0 0
10 Oct 3782.65 173.4 0.00 - 0 0 0
9 Oct 3761.80 173.4 0.00 - 0 0 0
8 Oct 3708.30 173.4 173.40 - 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 3600 expiring on 26DEC2024

Delta for 3600 PE is -0.56

Historical price for 3600 PE is as follows

On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 137.65, which was -19.35 lower than the previous day. The implied volatity was 30.79, the open interest changed by 26 which increased total open position to 167


On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 157, which was -2.80 lower than the previous day. The implied volatity was 16.70, the open interest changed by -1 which decreased total open position to 141


On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 159.8, which was -2.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 21 which increased total open position to 142


On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 161.8, which was 2.55 higher than the previous day. The implied volatity was 28.25, the open interest changed by 30 which increased total open position to 119


On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 159.25, which was -29.10 lower than the previous day. The implied volatity was 29.55, the open interest changed by 17 which increased total open position to 87


On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 188.35, which was 28.35 higher than the previous day. The implied volatity was 31.87, the open interest changed by -8 which decreased total open position to 71


On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 160, which was -140.00 lower than the previous day. The implied volatity was 35.04, the open interest changed by 51 which increased total open position to 74


On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 300, which was 55.00 higher than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 23


On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 245, 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 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 245, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 23


On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 245, which was -38.70 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 23


On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 283.7, which was 13.70 higher than the previous day. The implied volatity was 35.29, the open interest changed by 8 which increased total open position to 18


On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 270, which was 84.50 higher than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 8


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 185.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 185.5, which was 12.20 higher than the previous day. The implied volatity was 28.44, the open interest changed by 3 which increased total open position to 9


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 173.3, which was 71.45 higher than the previous day. The implied volatity was 38.74, the open interest changed by -1 which decreased total open position to 6


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 101.85, which was -71.55 lower than the previous day. The implied volatity was 26.98, the open interest changed by 6 which increased total open position to 6


On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 173.4, 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 173.4, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 173.4, 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 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, 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 173.4, which was 173.40 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