CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.39
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 3.2 | -2.80 | 43.48 | 1,215 | 101 | 721 | |||
| 19 Dec | 3357.65 | 6 | -19.00 | 39.20 | 1,700 | -50 | 622 | |||
| 18 Dec | 3526.30 | 25 | -4.15 | 31.88 | 1,036 | 20 | 672 | |||
| 17 Dec | 3543.95 | 29.15 | -59.35 | 33.24 | 1,795 | 140 | 645 | |||
| 16 Dec | 3671.40 | 88.5 | 37.00 | 31.91 | 4,168 | 163 | 506 | |||
| 13 Dec | 3599.90 | 51.5 | -10.25 | 23.50 | 860 | 14 | 345 | |||
| 12 Dec | 3611.60 | 61.75 | 0.80 | 27.44 | 1,062 | 8 | 333 | |||
| 11 Dec | 3604.50 | 60.95 | 24.75 | 26.32 | 2,909 | 191 | 324 | |||
| 10 Dec | 3526.20 | 36.2 | 1.45 | 26.40 | 496 | 1 | 133 | |||
| 9 Dec | 3509.15 | 34.75 | 0.85 | 27.67 | 84 | 10 | 133 | |||
| 6 Dec | 3465.00 | 33.9 | -3.90 | 28.97 | 96 | 4 | 121 | |||
| 5 Dec | 3456.70 | 37.8 | -23.20 | 29.65 | 300 | 18 | 114 | |||
| 4 Dec | 3545.30 | 61 | 6.60 | 28.40 | 335 | 3 | 95 | |||
| 3 Dec | 3512.30 | 54.4 | 16.85 | 27.10 | 349 | 18 | 92 | |||
| 2 Dec | 3430.00 | 37.55 | -12.55 | 29.83 | 92 | 39 | 74 | |||
| 29 Nov | 3483.70 | 50.1 | -4.05 | 27.90 | 52 | 22 | 31 | |||
| 28 Nov | 3481.25 | 54.15 | -6.05 | 28.22 | 16 | 4 | 10 | |||
| 27 Nov | 3500.70 | 60.2 | -109.55 | 27.99 | 7 | 2 | 2 | |||
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| 26 Nov | 3463.20 | 169.75 | 0.00 | 4.00 | 0 | 0 | 0 | |||
| 25 Nov | 3535.85 | 169.75 | 0.00 | 2.16 | 0 | 0 | 0 | |||
| 22 Nov | 3319.40 | 169.75 | 0.00 | 6.86 | 0 | 0 | 0 | |||
| 21 Nov | 3282.25 | 169.75 | 0.00 | 7.91 | 0 | 0 | 0 | |||
| 20 Nov | 3301.25 | 169.75 | 0.00 | 7.13 | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 169.75 | 0.00 | 7.13 | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 169.75 | 0.00 | 6.07 | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 169.75 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 169.75 | 0.00 | 5.92 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 169.75 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 169.75 | 0.00 | 0.16 | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 169.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3554.55 | 169.75 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 6 Nov | 3611.65 | 169.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 169.75 | 1.85 | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3650 expiring on 26DEC2024
Delta for 3650 CE is 0.04
Historical price for 3650 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 3.2, which was -2.80 lower than the previous day. The implied volatity was 43.48, the open interest changed by 101 which increased total open position to 721
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 6, which was -19.00 lower than the previous day. The implied volatity was 39.20, the open interest changed by -50 which decreased total open position to 622
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 25, which was -4.15 lower than the previous day. The implied volatity was 31.88, the open interest changed by 20 which increased total open position to 672
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 29.15, which was -59.35 lower than the previous day. The implied volatity was 33.24, the open interest changed by 140 which increased total open position to 645
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 88.5, which was 37.00 higher than the previous day. The implied volatity was 31.91, the open interest changed by 163 which increased total open position to 506
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 51.5, which was -10.25 lower than the previous day. The implied volatity was 23.50, the open interest changed by 14 which increased total open position to 345
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 61.75, which was 0.80 higher than the previous day. The implied volatity was 27.44, the open interest changed by 8 which increased total open position to 333
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 60.95, which was 24.75 higher than the previous day. The implied volatity was 26.32, the open interest changed by 191 which increased total open position to 324
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 36.2, which was 1.45 higher than the previous day. The implied volatity was 26.40, the open interest changed by 1 which increased total open position to 133
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 34.75, which was 0.85 higher than the previous day. The implied volatity was 27.67, the open interest changed by 10 which increased total open position to 133
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 33.9, which was -3.90 lower than the previous day. The implied volatity was 28.97, the open interest changed by 4 which increased total open position to 121
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 37.8, which was -23.20 lower than the previous day. The implied volatity was 29.65, the open interest changed by 18 which increased total open position to 114
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 61, which was 6.60 higher than the previous day. The implied volatity was 28.40, the open interest changed by 3 which increased total open position to 95
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 54.4, which was 16.85 higher than the previous day. The implied volatity was 27.10, the open interest changed by 18 which increased total open position to 92
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 37.55, which was -12.55 lower than the previous day. The implied volatity was 29.83, the open interest changed by 39 which increased total open position to 74
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 50.1, which was -4.05 lower than the previous day. The implied volatity was 27.90, the open interest changed by 22 which increased total open position to 31
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 54.15, which was -6.05 lower than the previous day. The implied volatity was 28.22, the open interest changed by 4 which increased total open position to 10
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 60.2, which was -109.55 lower than the previous day. The implied volatity was 27.99, the open interest changed by 2 which increased total open position to 2
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 169.75, which was 0.00 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 169.75, which was 0.00 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 169.75, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 7.91, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 169.75, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 169.75, 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 169.75, 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 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 169.75, 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 169.75, which was lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 26DEC2024 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3312.90 | 284.25 | 0.00 | 0.00 | 0 | -12 | 0 |
| 19 Dec | 3357.65 | 284.25 | 144.10 | 38.25 | 28 | -10 | 168 |
| 18 Dec | 3526.30 | 140.15 | -1.05 | 31.96 | 63 | -9 | 180 |
| 17 Dec | 3543.95 | 141.2 | 83.10 | 28.12 | 519 | 15 | 191 |
| 16 Dec | 3671.40 | 58.1 | -31.35 | 28.46 | 763 | 77 | 177 |
| 13 Dec | 3599.90 | 89.45 | -9.95 | 27.56 | 143 | 11 | 103 |
| 12 Dec | 3611.60 | 99.4 | -8.05 | 28.74 | 323 | 11 | 92 |
| 11 Dec | 3604.50 | 107.45 | -40.55 | 30.46 | 359 | 67 | 80 |
| 10 Dec | 3526.20 | 148 | -55.00 | 27.62 | 19 | 10 | 12 |
| 9 Dec | 3509.15 | 203 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 3465.00 | 203 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 3456.70 | 203 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 3545.30 | 203 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 3512.30 | 203 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 3430.00 | 203 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 3483.70 | 203 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 3481.25 | 203 | 0.00 | 0.00 | 0 | 2 | 0 |
| 27 Nov | 3500.70 | 203 | -75.65 | 32.69 | 2 | 0 | 0 |
| 26 Nov | 3463.20 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 3535.85 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 3319.40 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3282.25 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3601.95 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 278.65 | 0.00 | 0.78 | 0 | 0 | 0 |
| 7 Nov | 3554.55 | 278.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3611.65 | 278.65 | 278.65 | 0.07 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3650 expiring on 26DEC2024
Delta for 3650 PE is 0.00
Historical price for 3650 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 284.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 284.25, which was 144.10 higher than the previous day. The implied volatity was 38.25, the open interest changed by -10 which decreased total open position to 168
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 140.15, which was -1.05 lower than the previous day. The implied volatity was 31.96, the open interest changed by -9 which decreased total open position to 180
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 141.2, which was 83.10 higher than the previous day. The implied volatity was 28.12, the open interest changed by 15 which increased total open position to 191
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 58.1, which was -31.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by 77 which increased total open position to 177
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 89.45, which was -9.95 lower than the previous day. The implied volatity was 27.56, the open interest changed by 11 which increased total open position to 103
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 99.4, which was -8.05 lower than the previous day. The implied volatity was 28.74, the open interest changed by 11 which increased total open position to 92
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 107.45, which was -40.55 lower than the previous day. The implied volatity was 30.46, the open interest changed by 67 which increased total open position to 80
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 148, which was -55.00 lower than the previous day. The implied volatity was 27.62, the open interest changed by 10 which increased total open position to 12
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 203, 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 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 203, 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 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 203, 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 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 203, 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 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 203, 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 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 203, 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 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 203, 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 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 203, 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 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 203, which was -75.65 lower than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 278.65, 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 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 278.65, 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 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 278.65, 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 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 278.65, 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 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 278.65, 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 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 278.65, 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 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 278.65, 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 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 278.65, 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 278.65, 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 278.65, 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 278.65, 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 278.65, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 278.65, 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 278.65, which was 278.65 higher than the previous day. The implied volatity was 0.07, 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
