CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
20 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 3850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.21
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3312.90 | 1.8 | 0.10 | 56.58 | 48 | -12 | 140 | |||
| 19 Dec | 3357.65 | 1.7 | -2.25 | 46.72 | 181 | -36 | 154 | |||
| 18 Dec | 3526.30 | 3.95 | -0.65 | 35.01 | 171 | -16 | 190 | |||
| 17 Dec | 3543.95 | 4.6 | -14.95 | 34.60 | 774 | 21 | 209 | |||
| 16 Dec | 3671.40 | 19.55 | 10.55 | 31.60 | 596 | 53 | 185 | |||
| 13 Dec | 3599.90 | 9 | -2.10 | 25.65 | 394 | -15 | 133 | |||
| 12 Dec | 3611.60 | 11.1 | -1.15 | 26.84 | 499 | 24 | 158 | |||
| 11 Dec | 3604.50 | 12.25 | 4.65 | 26.74 | 687 | 16 | 141 | |||
| 10 Dec | 3526.20 | 7.6 | -0.45 | 28.15 | 74 | 10 | 126 | |||
| 9 Dec | 3509.15 | 8.05 | 0.75 | 29.38 | 39 | 2 | 116 | |||
| 6 Dec | 3465.00 | 7.3 | -3.15 | 28.95 | 58 | -17 | 115 | |||
| 5 Dec | 3456.70 | 10.45 | -5.75 | 30.71 | 60 | -8 | 130 | |||
| 4 Dec | 3545.30 | 16.2 | 0.25 | 28.12 | 201 | 36 | 137 | |||
| 3 Dec | 3512.30 | 15.95 | 6.30 | 28.22 | 342 | 49 | 101 | |||
| 2 Dec | 3430.00 | 9.65 | -5.80 | 29.66 | 36 | 20 | 46 | |||
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| 29 Nov | 3483.70 | 15.45 | -6.15 | 28.56 | 36 | 25 | 27 | |||
| 28 Nov | 3481.25 | 21.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 3500.70 | 21.6 | -6.70 | 29.21 | 1 | 0 | 1 | |||
| 26 Nov | 3463.20 | 28.3 | -76.65 | 33.50 | 1 | 0 | 0 | |||
| 25 Nov | 3535.85 | 104.95 | 0.00 | 6.66 | 0 | 0 | 0 | |||
| 22 Nov | 3319.40 | 104.95 | 0.00 | 11.36 | 0 | 0 | 0 | |||
| 20 Nov | 3301.25 | 104.95 | 0.00 | 11.27 | 0 | 0 | 0 | |||
| 19 Nov | 3301.25 | 104.95 | 0.00 | 11.27 | 0 | 0 | 0 | |||
| 18 Nov | 3352.55 | 104.95 | 0.00 | 9.83 | 0 | 0 | 0 | |||
| 14 Nov | 3329.80 | 104.95 | 0.00 | 9.49 | 0 | 0 | 0 | |||
| 13 Nov | 3326.05 | 104.95 | 0.00 | 8.86 | 0 | 0 | 0 | |||
| 12 Nov | 3480.35 | 104.95 | 0.00 | 6.64 | 0 | 0 | 0 | |||
| 11 Nov | 3601.95 | 104.95 | 0.00 | 4.06 | 0 | 0 | 0 | |||
| 8 Nov | 3655.35 | 104.95 | 3.14 | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3850 expiring on 26DEC2024
Delta for 3850 CE is 0.02
Historical price for 3850 CE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 56.58, the open interest changed by -12 which decreased total open position to 140
On 19 Dec CUMMINSIND was trading at 3357.65. The strike last trading price was 1.7, which was -2.25 lower than the previous day. The implied volatity was 46.72, the open interest changed by -36 which decreased total open position to 154
On 18 Dec CUMMINSIND was trading at 3526.30. The strike last trading price was 3.95, which was -0.65 lower than the previous day. The implied volatity was 35.01, the open interest changed by -16 which decreased total open position to 190
On 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 4.6, which was -14.95 lower than the previous day. The implied volatity was 34.60, the open interest changed by 21 which increased total open position to 209
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 19.55, which was 10.55 higher than the previous day. The implied volatity was 31.60, the open interest changed by 53 which increased total open position to 185
On 13 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 9, which was -2.10 lower than the previous day. The implied volatity was 25.65, the open interest changed by -15 which decreased total open position to 133
On 12 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 11.1, which was -1.15 lower than the previous day. The implied volatity was 26.84, the open interest changed by 24 which increased total open position to 158
On 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 12.25, which was 4.65 higher than the previous day. The implied volatity was 26.74, the open interest changed by 16 which increased total open position to 141
On 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 7.6, which was -0.45 lower than the previous day. The implied volatity was 28.15, the open interest changed by 10 which increased total open position to 126
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 8.05, which was 0.75 higher than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 116
On 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 7.3, which was -3.15 lower than the previous day. The implied volatity was 28.95, the open interest changed by -17 which decreased total open position to 115
On 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 10.45, which was -5.75 lower than the previous day. The implied volatity was 30.71, the open interest changed by -8 which decreased total open position to 130
On 4 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 16.2, which was 0.25 higher than the previous day. The implied volatity was 28.12, the open interest changed by 36 which increased total open position to 137
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 15.95, which was 6.30 higher than the previous day. The implied volatity was 28.22, the open interest changed by 49 which increased total open position to 101
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 9.65, which was -5.80 lower than the previous day. The implied volatity was 29.66, the open interest changed by 20 which increased total open position to 46
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 15.45, which was -6.15 lower than the previous day. The implied volatity was 28.56, the open interest changed by 25 which increased total open position to 27
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 21.6, 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 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 21.6, which was -6.70 lower than the previous day. The implied volatity was 29.21, the open interest changed by 0 which decreased total open position to 1
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 28.3, which was -76.65 lower than the previous day. The implied volatity was 33.50, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 6.66, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 11.36, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 11.27, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 11.27, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 9.83, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 9.49, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 8.86, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 104.95, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 104.95, which was lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 26DEC2024 3850 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 | 227.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 3357.65 | 227.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 3526.30 | 227.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 3543.95 | 227.1 | -79.90 | - | 1 | 0 | 0 |
| 16 Dec | 3671.40 | 307 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 3599.90 | 307 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 3611.60 | 307 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3604.50 | 307 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 3526.20 | 307 | -37.00 | - | 1 | 0 | 1 |
| 9 Dec | 3509.15 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 3465.00 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 3456.70 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 3545.30 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 3512.30 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 3430.00 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 3483.70 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 3481.25 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 3500.70 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 3463.20 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 3535.85 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 3319.40 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 344 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 344 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 3601.95 | 344 | -67.60 | 44.09 | 1 | 0 | 0 |
| 8 Nov | 3655.35 | 411.6 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3850 expiring on 26DEC2024
Delta for 3850 PE is 0.00
Historical price for 3850 PE is as follows
On 20 Dec CUMMINSIND was trading at 3312.90. The strike last trading price was 227.1, 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 227.1, 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 227.1, 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 17 Dec CUMMINSIND was trading at 3543.95. The strike last trading price was 227.1, which was -79.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec CUMMINSIND was trading at 3671.40. The strike last trading price was 307, 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 Dec CUMMINSIND was trading at 3599.90. The strike last trading price was 307, 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 Dec CUMMINSIND was trading at 3611.60. The strike last trading price was 307, 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 11 Dec CUMMINSIND was trading at 3604.50. The strike last trading price was 307, 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 10 Dec CUMMINSIND was trading at 3526.20. The strike last trading price was 307, which was -37.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec CUMMINSIND was trading at 3509.15. The strike last trading price was 344, 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 6 Dec CUMMINSIND was trading at 3465.00. The strike last trading price was 344, 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 5 Dec CUMMINSIND was trading at 3456.70. The strike last trading price was 344, 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 Dec CUMMINSIND was trading at 3545.30. The strike last trading price was 344, 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 344, 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 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 344, 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 344, 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 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 344, 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 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 344, 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 344, 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 344, 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 344, 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 344, 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 344, 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 344, 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 344, 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 344, 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 344, 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 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 344, which was -67.60 lower than the previous day. The implied volatity was 44.09, 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 411.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
