CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 3850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.09
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 0.5 | -1.00 | 46.75 | 8 | -5 | 64 | |||
| 20 Nov | 3301.25 | 1.5 | 0.00 | 45.94 | 11.5 | -3 | 70.5 | |||
| 19 Nov | 3301.25 | 1.5 | 0.00 | 45.94 | 11.5 | -1.5 | 70.5 | |||
| 18 Nov | 3352.55 | 1.5 | -1.70 | 39.00 | 23 | 4.5 | 72.5 | |||
| 14 Nov | 3329.80 | 3.2 | -1.45 | 39.14 | 42 | 6 | 68.5 | |||
| 13 Nov | 3326.05 | 4.65 | -3.30 | 39.74 | 192.5 | -8 | 62 | |||
| 12 Nov | 3480.35 | 7.95 | -6.50 | 32.47 | 216 | 29 | 70.5 | |||
| 11 Nov | 3601.95 | 14.45 | -7.30 | 26.40 | 102 | -6.5 | 41.5 | |||
| 8 Nov | 3655.35 | 21.75 | -16.00 | 24.48 | 762 | -6 | 48.5 | |||
| 7 Nov | 3554.55 | 37.75 | -10.50 | 38.72 | 96 | 37.5 | 46.5 | |||
| 6 Nov | 3611.65 | 48.25 | 16.40 | 36.07 | 17 | 7.5 | 8.5 | |||
| 5 Nov | 3484.45 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 3475.75 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 3499.75 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3500.60 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3511.50 | 31.85 | 0.00 | - | 0 | 1 | 0 | |||
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| 29 Oct | 3474.25 | 31.85 | -209.80 | - | 1 | 0 | 0 | |||
| 28 Oct | 3419.10 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3370.15 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3397.10 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3419.90 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3710.10 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3692.00 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3798.40 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3669.05 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3623.50 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3682.65 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3806.05 | 241.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 3864.80 | 241.65 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 3850 expiring on 28NOV2024
Delta for 3850 CE is 0.01
Historical price for 3850 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 0.5, which was -1.00 lower than the previous day. The implied volatity was 46.75, the open interest changed by -10 which decreased total open position to 128
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 45.94, the open interest changed by -6 which decreased total open position to 141
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 45.94, the open interest changed by -3 which decreased total open position to 141
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 1.5, which was -1.70 lower than the previous day. The implied volatity was 39.00, the open interest changed by 9 which increased total open position to 145
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 3.2, which was -1.45 lower than the previous day. The implied volatity was 39.14, the open interest changed by 12 which increased total open position to 137
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 4.65, which was -3.30 lower than the previous day. The implied volatity was 39.74, the open interest changed by -16 which decreased total open position to 124
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 7.95, which was -6.50 lower than the previous day. The implied volatity was 32.47, the open interest changed by 58 which increased total open position to 141
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 14.45, which was -7.30 lower than the previous day. The implied volatity was 26.40, the open interest changed by -13 which decreased total open position to 83
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 21.75, which was -16.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by -12 which decreased total open position to 97
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 37.75, which was -10.50 lower than the previous day. The implied volatity was 38.72, the open interest changed by 75 which increased total open position to 93
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 48.25, which was 16.40 higher than the previous day. The implied volatity was 36.07, the open interest changed by 15 which increased total open position to 17
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, which was -209.80 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, 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 241.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 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 |
| 21 Nov | 3282.25 | 337.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 337.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 337.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 337.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 337.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 337.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 337.3 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 11 Nov | 3601.95 | 337.3 | 126.50 | 62.37 | 1.5 | 1 | 17 |
| 8 Nov | 3655.35 | 210.8 | -239.20 | 23.65 | 18.5 | 5.5 | 15.5 |
| 7 Nov | 3554.55 | 450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 3611.65 | 450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 3484.45 | 450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 3499.75 | 450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 3500.60 | 450 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3511.50 | 450 | 0.00 | - | 0 | 10 | 0 |
| 29 Oct | 3474.25 | 450 | 200.75 | - | 10 | 5 | 5 |
| 28 Oct | 3419.10 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3370.15 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3710.10 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3692.00 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3669.05 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3667.80 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3614.15 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3708.30 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3623.50 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3682.65 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3806.05 | 249.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 3864.80 | 249.25 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 3850 expiring on 28NOV2024
Delta for 3850 PE is 0.00
Historical price for 3850 PE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 337.3, 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 337.3, 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 337.3, 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 337.3, 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 337.3, 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 337.3, 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 337.3, 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 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 337.3, which was 126.50 higher than the previous day. The implied volatity was 62.37, the open interest changed by 2 which increased total open position to 34
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 210.8, which was -239.20 lower than the previous day. The implied volatity was 23.65, the open interest changed by 11 which increased total open position to 31
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 450, 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 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 450, 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 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 450, 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 450, 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 450, 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 450, 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 450, 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 450, which was 200.75 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, 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 249.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
