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

3329.8 3.75 (0.11%)

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Historical option data for CUMMINSIND

14 Nov 2024 04:10 PM IST
CUMMINSIND 28NOV2024 3650 CE
Delta: 0.08
Vega: 0.98
Theta: -1.20
Gamma: 0.00
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
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
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