CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
14 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.98
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3329.80 | 7.55 | -3.85 | 32.35 | 321.5 | 14.5 | 276.5 | |||
| 13 Nov | 3326.05 | 11.4 | -15.10 | 33.85 | 509.5 | 50.5 | 351.5 | |||
| 12 Nov | 3480.35 | 26.5 | -33.55 | 28.33 | 984.5 | 121.5 | 302.5 | |||
| 11 Nov | 3601.95 | 60.05 | -20.20 | 24.40 | 923.5 | 11 | 180 | |||
| 8 Nov | 3655.35 | 80.25 | -22.55 | 22.46 | 4,294 | 55 | 171 | |||
| 7 Nov | 3554.55 | 102.8 | -7.10 | 41.91 | 523 | 40.5 | 115 | |||
| 6 Nov | 3611.65 | 109.9 | 21.90 | 34.61 | 236.5 | 65 | 76 | |||
| 5 Nov | 3484.45 | 88 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 88 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 3499.75 | 88 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3500.60 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3511.50 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3474.25 | 88 | 0.00 | - | 0 | 11 | 0 | |||
| 28 Oct | 3419.10 | 88 | -257.90 | - | 11 | 0 | 0 | |||
| 25 Oct | 3370.15 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3710.10 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3692.00 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 3798.40 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3669.05 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3761.80 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3591.00 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3623.50 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3682.65 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3806.05 | 345.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 3864.80 | 345.9 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3650 expiring on 28NOV2024
Delta for 3650 CE is 0.08
Historical price for 3650 CE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 7.55, which was -3.85 lower than the previous day. The implied volatity was 32.35, the open interest changed by 29 which increased total open position to 553
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 11.4, which was -15.10 lower than the previous day. The implied volatity was 33.85, the open interest changed by 101 which increased total open position to 703
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 26.5, which was -33.55 lower than the previous day. The implied volatity was 28.33, the open interest changed by 243 which increased total open position to 605
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 60.05, which was -20.20 lower than the previous day. The implied volatity was 24.40, the open interest changed by 22 which increased total open position to 360
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 80.25, which was -22.55 lower than the previous day. The implied volatity was 22.46, the open interest changed by 110 which increased total open position to 342
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 102.8, which was -7.10 lower than the previous day. The implied volatity was 41.91, the open interest changed by 81 which increased total open position to 230
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 109.9, which was 21.90 higher than the previous day. The implied volatity was 34.61, the open interest changed by 130 which increased total open position to 152
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 88, 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 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 88, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 88, 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 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 88, 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 88, 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 88, 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 88, which was -257.90 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 345.9, 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 27 Sept CUMMINSIND was trading at 3864.80. The strike last trading price was 345.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.70
Theta: 0.24
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3329.80 | 319 | 62.10 | 28.16 | 1 | 0 | 55 |
| 13 Nov | 3326.05 | 256.9 | 59.00 | - | 3 | 1 | 56 |
| 12 Nov | 3480.35 | 197.9 | 93.85 | 32.01 | 138.5 | -15 | 77 |
| 11 Nov | 3601.95 | 104.05 | 18.00 | 27.58 | 210.5 | 0 | 90.5 |
| 8 Nov | 3655.35 | 86.05 | -101.95 | 26.51 | 750 | 46 | 91.5 |
| 7 Nov | 3554.55 | 188 | 43.20 | 40.22 | 169.5 | 6 | 46.5 |
| 6 Nov | 3611.65 | 144.8 | -11.20 | 37.11 | 114.5 | 38 | 38 |
| 5 Nov | 3484.45 | 156 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 156 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 3499.75 | 156 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 3500.60 | 156 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3511.50 | 156 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3474.25 | 156 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3419.10 | 156 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3370.15 | 156 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 156 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 156 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 156 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 156 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3710.10 | 156 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3692.00 | 156 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 156 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3669.05 | 156 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3667.80 | 156 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3614.15 | 156 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3761.80 | 156 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3708.30 | 156 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3591.00 | 156 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3623.50 | 156 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3682.65 | 156 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3806.05 | 156 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 3864.80 | 156 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3650 expiring on 28NOV2024
Delta for 3650 PE is -0.95
Historical price for 3650 PE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 319, which was 62.10 higher than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 110
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 256.9, which was 59.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 112
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 197.9, which was 93.85 higher than the previous day. The implied volatity was 32.01, the open interest changed by -30 which decreased total open position to 154
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 104.05, which was 18.00 higher than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 181
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 86.05, which was -101.95 lower than the previous day. The implied volatity was 26.51, the open interest changed by 92 which increased total open position to 183
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 188, which was 43.20 higher than the previous day. The implied volatity was 40.22, the open interest changed by 12 which increased total open position to 93
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 144.8, which was -11.20 lower than the previous day. The implied volatity was 37.11, the open interest changed by 76 which increased total open position to 76
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 27 Sept CUMMINSIND was trading at 3864.80. The strike last trading price was 156, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
