CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.28
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 2.35 | -0.65 | 50.28 | 162 | -33 | 311 | |||
| 19 Dec | 3357.65 | 3 | -6.80 | 42.79 | 606 | 0 | 344 | |||
| 18 Dec | 3526.30 | 9.8 | -0.95 | 33.05 | 656 | 4 | 344 | |||
| 17 Dec | 3543.95 | 10.75 | -32.95 | 32.67 | 1,105 | 38 | 362 | |||
| 16 Dec | 3671.40 | 43.7 | 21.40 | 31.23 | 1,304 | 75 | 324 | |||
| 13 Dec | 3599.90 | 22.3 | -5.90 | 24.44 | 349 | 22 | 248 | |||
| 12 Dec | 3611.60 | 28.2 | 0.05 | 26.99 | 320 | -5 | 222 | |||
| 11 Dec | 3604.50 | 28.15 | 11.25 | 26.11 | 668 | 19 | 225 | |||
| 10 Dec | 3526.20 | 16.9 | 0.40 | 27.17 | 74 | 6 | 207 | |||
| 9 Dec | 3509.15 | 16.5 | 0.50 | 28.16 | 46 | -5 | 203 | |||
| 6 Dec | 3465.00 | 16 | -3.75 | 28.69 | 61 | 4 | 208 | |||
| 5 Dec | 3456.70 | 19.75 | -11.75 | 29.88 | 59 | 11 | 205 | |||
| 4 Dec | 3545.30 | 31.5 | 1.65 | 27.72 | 141 | 4 | 195 | |||
| 3 Dec | 3512.30 | 29.85 | 9.10 | 27.52 | 158 | 19 | 190 | |||
| 2 Dec | 3430.00 | 20.75 | -8.10 | 30.21 | 286 | 142 | 171 | |||
| 29 Nov | 3483.70 | 28.85 | -3.65 | 28.36 | 38 | 25 | 28 | |||
| 28 Nov | 3481.25 | 32.5 | -14.90 | 28.87 | 5 | 1 | 2 | |||
| 27 Nov | 3500.70 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 26 Nov | 3463.20 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 3535.85 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 3319.40 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 3282.25 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 3301.25 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 47.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 47.4 | -81.65 | 26.76 | 1 | 0 | 1 | |||
| 11 Nov | 3601.95 | 129.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 3655.35 | 129.05 | -5.25 | 29.73 | 1 | 0 | 0 | |||
| 7 Nov | 3554.55 | 134.3 | 2.85 | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3750 expiring on 26DEC2024
Delta for 3750 CE is 0.03
Historical price for 3750 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 50.28, the open interest changed by -33 which decreased total open position to 311
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 3, which was -6.80 lower than the previous day. The implied volatity was 42.79, the open interest changed by 0 which decreased total open position to 344
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 9.8, which was -0.95 lower than the previous day. The implied volatity was 33.05, the open interest changed by 4 which increased total open position to 344
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 10.75, which was -32.95 lower than the previous day. The implied volatity was 32.67, the open interest changed by 38 which increased total open position to 362
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 43.7, which was 21.40 higher than the previous day. The implied volatity was 31.23, the open interest changed by 75 which increased total open position to 324
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 22.3, which was -5.90 lower than the previous day. The implied volatity was 24.44, the open interest changed by 22 which increased total open position to 248
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 28.2, which was 0.05 higher than the previous day. The implied volatity was 26.99, the open interest changed by -5 which decreased total open position to 222
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 28.15, which was 11.25 higher than the previous day. The implied volatity was 26.11, the open interest changed by 19 which increased total open position to 225
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 16.9, which was 0.40 higher than the previous day. The implied volatity was 27.17, the open interest changed by 6 which increased total open position to 207
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 16.5, which was 0.50 higher than the previous day. The implied volatity was 28.16, the open interest changed by -5 which decreased total open position to 203
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 16, which was -3.75 lower than the previous day. The implied volatity was 28.69, the open interest changed by 4 which increased total open position to 208
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 19.75, which was -11.75 lower than the previous day. The implied volatity was 29.88, the open interest changed by 11 which increased total open position to 205
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 31.5, which was 1.65 higher than the previous day. The implied volatity was 27.72, the open interest changed by 4 which increased total open position to 195
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 29.85, which was 9.10 higher than the previous day. The implied volatity was 27.52, the open interest changed by 19 which increased total open position to 190
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 20.75, which was -8.10 lower than the previous day. The implied volatity was 30.21, the open interest changed by 142 which increased total open position to 171
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 28.85, which was -3.65 lower than the previous day. The implied volatity was 28.36, the open interest changed by 25 which increased total open position to 28
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 32.5, which was -14.90 lower than the previous day. The implied volatity was 28.87, the open interest changed by 1 which increased total open position to 2
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 47.4, 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 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 47.4, 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 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 47.4, 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 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 47.4, 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 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 47.4, 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 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 47.4, 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 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 47.4, 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 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 47.4, 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 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 47.4, 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 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 47.4, 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 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 47.4, which was -81.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 1
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 129.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 129.05, which was -5.25 lower than the previous day. The implied volatity was 29.73, 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 134.3, which was lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 26DEC2024 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 223.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 3357.65 | 223.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 3526.30 | 223.05 | 91.20 | 31.50 | 1 | 0 | 29 |
| 17 Dec | 3543.95 | 131.85 | 19.85 | - | 8 | 0 | 29 |
| 16 Dec | 3671.40 | 112 | -96.70 | 27.04 | 33 | 4 | 29 |
| 13 Dec | 3599.90 | 208.7 | 45.35 | 49.23 | 6 | 0 | 25 |
| 12 Dec | 3611.60 | 163.35 | -94.25 | 27.65 | 7 | 3 | 25 |
| 11 Dec | 3604.50 | 257.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3526.20 | 257.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 3509.15 | 257.6 | -5.10 | 33.07 | 1 | 0 | 23 |
| 6 Dec | 3465.00 | 262.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 3456.70 | 262.7 | 19.35 | - | 1 | 0 | 22 |
| 4 Dec | 3545.30 | 243.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 3512.30 | 243.35 | -56.65 | 31.91 | 1 | 0 | 22 |
| 2 Dec | 3430.00 | 300 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 3483.70 | 300 | 0.00 | 0.00 | 0 | 22 | 0 |
| 28 Nov | 3481.25 | 300 | -42.05 | 37.79 | 22 | 20 | 20 |
| 27 Nov | 3500.70 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3463.20 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 3535.85 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 3319.40 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3282.25 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3601.95 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 342.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3554.55 | 342.05 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3750 expiring on 26DEC2024
Delta for 3750 PE is 0.00
Historical price for 3750 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 223.05, 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 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 223.05, 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 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 223.05, which was 91.20 higher than the previous day. The implied volatity was 31.50, the open interest changed by 0 which decreased total open position to 29
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 131.85, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 112, which was -96.70 lower than the previous day. The implied volatity was 27.04, the open interest changed by 4 which increased total open position to 29
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 208.7, which was 45.35 higher than the previous day. The implied volatity was 49.23, the open interest changed by 0 which decreased total open position to 25
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 163.35, which was -94.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 3 which increased total open position to 25
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 257.6, 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 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 257.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 257.6, which was -5.10 lower than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 23
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 262.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 262.7, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 243.35, 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 243.35, which was -56.65 lower than the previous day. The implied volatity was 31.91, the open interest changed by 0 which decreased total open position to 22
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 300, 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 300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 300, which was -42.05 lower than the previous day. The implied volatity was 37.79, the open interest changed by 20 which increased total open position to 20
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 342.05, 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 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, 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 342.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
