CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.22
Theta: -0.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 1.55 | -0.80 | 46.50 | 52.5 | 6 | 149 | |||
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| 20 Nov | 3301.25 | 2.35 | 0.00 | 42.10 | 19.5 | -6 | 142 | |||
| 19 Nov | 3301.25 | 2.35 | -0.85 | 42.10 | 19.5 | -7 | 142 | |||
| 18 Nov | 3352.55 | 3.2 | -1.50 | 36.94 | 77.5 | 30 | 149 | |||
| 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 0.02
Historical price for 3750 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 1.55, which was -0.80 lower than the previous day. The implied volatity was 46.50, the open interest changed by 12 which increased total open position to 298
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 42.10, the open interest changed by -12 which decreased total open position to 284
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 2.35, which was -0.85 lower than the previous day. The implied volatity was 42.10, the open interest changed by -14 which decreased total open position to 284
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 3.2, which was -1.50 lower than the previous day. The implied volatity was 36.94, the open interest changed by 60 which increased total open position to 298
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
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3282.25 | 252.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 252.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 252.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 252.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 21 Nov CUMMINSIND was trading at 3282.25. 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 20 Nov CUMMINSIND was trading at 3301.25. 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 19 Nov CUMMINSIND was trading at 3301.25. 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 18 Nov CUMMINSIND was trading at 3352.55. 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 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
