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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 3750 CE
Delta: 0.05
Vega: 0.67
Theta: -0.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3329.80 4.7 -2.95 35.71 178 -32.5 115
13 Nov 3326.05 7.65 -5.65 37.44 148.5 -17.5 147.5
12 Nov 3480.35 13.3 -17.60 29.72 521 29 232.5
11 Nov 3601.95 30.9 -11.80 25.60 468 17.5 202
8 Nov 3655.35 42.7 -19.75 23.35 1,850.5 74 183
7 Nov 3554.55 62.45 -9.95 39.45 265.5 78.5 107.5
6 Nov 3611.65 72.4 8.40 34.91 314 15 28
5 Nov 3484.45 64 -30.05 44.03 24.5 4.5 13.5
4 Nov 3475.75 94.05 0.00 0.00 0 0 0
1 Nov 3499.75 94.05 0.00 0.00 0 2 0
31 Oct 3500.60 94.05 37.05 - 3 2 9
30 Oct 3511.50 57 0.00 - 0 0 0
29 Oct 3474.25 57 0.00 - 0 0 0
28 Oct 3419.10 57 0.00 - 0 0 0
25 Oct 3370.15 57 0.00 - 0 0 0
24 Oct 3397.10 57 0.00 - 0 0 0
23 Oct 3419.90 57 -36.20 - 3 0 7
22 Oct 3541.40 93.2 -41.80 - 5 0 4
21 Oct 3579.30 135 -70.10 - 5 2 2
18 Oct 3710.10 205.1 0.00 - 0 0 0
17 Oct 3692.00 205.1 0.00 - 0 0 0
16 Oct 3798.40 205.1 0.00 - 0 0 0
15 Oct 3669.05 205.1 0.00 - 0 0 0
14 Oct 3667.80 205.1 0.00 - 0 0 0
11 Oct 3614.15 205.1 0.00 - 0 0 0
10 Oct 3782.65 205.1 0.00 - 0 0 0
9 Oct 3761.80 205.1 -85.45 - 5 1 1
8 Oct 3708.30 290.55 0.00 - 0 0 0
7 Oct 3591.00 290.55 0.00 - 0 0 0
4 Oct 3623.50 290.55 0.00 - 0 0 0
3 Oct 3682.65 290.55 0.00 - 0 0 0
1 Oct 3875.85 290.55 0.00 - 0 0 0
30 Sept 3806.05 290.55 0.00 - 0 0 0
27 Sept 3864.80 290.55 - 0 0 0


For Cummins India Ltd - strike price 3750 expiring on 28NOV2024

Delta for 3750 CE is 0.05

Historical price for 3750 CE is as follows

On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 4.7, which was -2.95 lower than the previous day. The implied volatity was 35.71, the open interest changed by -65 which decreased total open position to 230


On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 7.65, which was -5.65 lower than the previous day. The implied volatity was 37.44, the open interest changed by -35 which decreased total open position to 295


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 13.3, which was -17.60 lower than the previous day. The implied volatity was 29.72, the open interest changed by 58 which increased total open position to 465


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 30.9, which was -11.80 lower than the previous day. The implied volatity was 25.60, the open interest changed by 35 which increased total open position to 404


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 42.7, which was -19.75 lower than the previous day. The implied volatity was 23.35, the open interest changed by 148 which increased total open position to 366


On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 62.45, which was -9.95 lower than the previous day. The implied volatity was 39.45, the open interest changed by 157 which increased total open position to 215


On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 72.4, which was 8.40 higher than the previous day. The implied volatity was 34.91, the open interest changed by 30 which increased total open position to 56


On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 64, which was -30.05 lower than the previous day. The implied volatity was 44.03, the open interest changed by 9 which increased total open position to 27


On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 94.05, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 94.05, 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 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 94.05, which was 37.05 higher 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 57, 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 57, 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 57, 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 57, 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 57, 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 57, which was -36.20 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 93.2, which was -41.80 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 135, which was -70.10 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 205.1, 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 205.1, 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 205.1, 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 205.1, 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 205.1, 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 205.1, 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 205.1, 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 205.1, which was -85.45 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 290.55, 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 7 Oct CUMMINSIND was trading at 3591.00. The strike last trading price was 290.55, 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 4 Oct CUMMINSIND was trading at 3623.50. The strike last trading price was 290.55, 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 3 Oct CUMMINSIND was trading at 3682.65. The strike last trading price was 290.55, 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 1 Oct CUMMINSIND was trading at 3875.85. The strike last trading price was 290.55, 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 30 Sept CUMMINSIND was trading at 3806.05. The strike last trading price was 290.55, 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 27 Sept CUMMINSIND was trading at 3864.80. The strike last trading price was 290.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CUMMINSIND 28NOV2024 3750 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3329.80 252.15 0.00 0.00 0 0 0
13 Nov 3326.05 252.15 0.00 0.00 0 1.5 0
12 Nov 3480.35 252.15 78.85 - 3.5 1 36
11 Nov 3601.95 173.3 23.35 28.92 10.5 0.5 34.5
8 Nov 3655.35 149.95 -59.40 28.33 78.5 14 35
7 Nov 3554.55 209.35 0.00 0.00 0 8 0
6 Nov 3611.65 209.35 -90.65 38.36 22.5 8 21
5 Nov 3484.45 300 0.00 0.00 0 0 0
4 Nov 3475.75 300 0.00 0.00 0 0 0
1 Nov 3499.75 300 0.00 0.00 0 10 0
31 Oct 3500.60 300 55.00 - 10 0 3
30 Oct 3511.50 245 -85.00 - 1 0 2
29 Oct 3474.25 330 130.60 - 2 1 1
28 Oct 3419.10 199.4 0.00 - 0 0 0
25 Oct 3370.15 199.4 0.00 - 0 0 0
24 Oct 3397.10 199.4 0.00 - 0 0 0
23 Oct 3419.90 199.4 0.00 - 0 0 0
22 Oct 3541.40 199.4 0.00 - 0 0 0
21 Oct 3579.30 199.4 0.00 - 0 0 0
18 Oct 3710.10 199.4 0.00 - 0 0 0
17 Oct 3692.00 199.4 0.00 - 0 0 0
16 Oct 3798.40 199.4 0.00 - 0 0 0
15 Oct 3669.05 199.4 0.00 - 0 0 0
14 Oct 3667.80 199.4 0.00 - 0 0 0
11 Oct 3614.15 199.4 0.00 - 0 0 0
10 Oct 3782.65 199.4 0.00 - 0 0 0
9 Oct 3761.80 199.4 0.00 - 0 0 0
8 Oct 3708.30 199.4 0.00 - 0 0 0
7 Oct 3591.00 199.4 0.00 - 0 0 0
4 Oct 3623.50 199.4 0.00 - 0 0 0
3 Oct 3682.65 199.4 0.00 - 0 0 0
1 Oct 3875.85 199.4 0.00 - 0 0 0
30 Sept 3806.05 199.4 0.00 - 0 0 0
27 Sept 3864.80 199.4 - 0 0 0


For Cummins India Ltd - strike price 3750 expiring on 28NOV2024

Delta for 3750 PE is 0.00

Historical price for 3750 PE is as follows

On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 252.15, 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 252.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 252.15, which was 78.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 72


On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 173.3, which was 23.35 higher than the previous day. The implied volatity was 28.92, the open interest changed by 1 which increased total open position to 69


On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 149.95, which was -59.40 lower than the previous day. The implied volatity was 28.33, the open interest changed by 28 which increased total open position to 70


On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 209.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 209.35, which was -90.65 lower than the previous day. The implied volatity was 38.36, the open interest changed by 16 which increased total open position to 42


On 5 Nov CUMMINSIND was trading at 3484.45. 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 4 Nov CUMMINSIND was trading at 3475.75. 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 1 Nov CUMMINSIND was trading at 3499.75. 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 20 which increased total open position to 0


On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 300, which was 55.00 higher 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 245, which was -85.00 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 330, which was 130.60 higher 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 199.4, 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 7 Oct CUMMINSIND was trading at 3591.00. The strike last trading price was 199.4, 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 4 Oct CUMMINSIND was trading at 3623.50. The strike last trading price was 199.4, 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 3 Oct CUMMINSIND was trading at 3682.65. The strike last trading price was 199.4, 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 1 Oct CUMMINSIND was trading at 3875.85. The strike last trading price was 199.4, 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 30 Sept CUMMINSIND was trading at 3806.05. The strike last trading price was 199.4, 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 27 Sept CUMMINSIND was trading at 3864.80. The strike last trading price was 199.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to