CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
14 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.30
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3329.80 | 1.95 | -0.65 | 44.01 | 51.5 | 3 | 337.5 | |||
| 13 Nov | 3326.05 | 2.6 | -1.00 | 43.77 | 90.5 | -11.5 | 339 | |||
| 12 Nov | 3480.35 | 3.6 | -2.55 | 35.72 | 427.5 | 21 | 360.5 | |||
| 11 Nov | 3601.95 | 6.15 | -1.55 | 29.90 | 510 | -40 | 339 | |||
| 8 Nov | 3655.35 | 7.7 | -12.00 | 26.34 | 2,087.5 | -35 | 383.5 | |||
| 7 Nov | 3554.55 | 19.7 | -1.90 | 40.16 | 757 | 170.5 | 422 | |||
| 6 Nov | 3611.65 | 21.6 | -1.15 | 35.72 | 694.5 | 8.5 | 239.5 | |||
| 5 Nov | 3484.45 | 22.75 | -5.35 | 44.19 | 145 | -16.5 | 231 | |||
| 4 Nov | 3475.75 | 28.1 | -13.90 | 43.97 | 170.5 | 15.5 | 245 | |||
| 1 Nov | 3499.75 | 42 | -6.50 | 46.81 | 15.5 | 3 | 222 | |||
| 31 Oct | 3500.60 | 48.5 | 6.50 | - | 182 | 24 | 223 | |||
| 30 Oct | 3511.50 | 42 | 6.00 | - | 187 | 75 | 198 | |||
| 29 Oct | 3474.25 | 36 | 4.35 | - | 90 | 37 | 123 | |||
| 28 Oct | 3419.10 | 31.65 | 13.65 | - | 69 | 23 | 84 | |||
| 25 Oct | 3370.15 | 18 | -5.00 | - | 10 | 2 | 61 | |||
| 24 Oct | 3397.10 | 23 | -1.80 | - | 15 | 3 | 58 | |||
| 23 Oct | 3419.90 | 24.8 | -15.70 | - | 36 | 22 | 55 | |||
| 22 Oct | 3541.40 | 40.5 | -8.50 | - | 10 | -1 | 33 | |||
| 21 Oct | 3579.30 | 49 | -11.05 | - | 7 | 1 | 34 | |||
| 18 Oct | 3710.10 | 60.05 | -3.95 | - | 4 | 0 | 33 | |||
| 17 Oct | 3692.00 | 64 | -30.35 | - | 42 | -11 | 33 | |||
| 16 Oct | 3798.40 | 94.35 | 43.35 | - | 72 | 40 | 44 | |||
| 15 Oct | 3669.05 | 51 | -167.10 | - | 5 | 3 | 3 | |||
| 27 Sept | 3864.80 | 218.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 3852.90 | 218.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 3814.05 | 218.1 | 218.10 | - | 0 | 0 | 0 | |||
| 19 Sept | 3727.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 3764.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 3845.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 3817.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 3784.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 3822.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 3797.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 3744.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 3671.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 3765.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 3841.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 3870.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Sept | 3831.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 3804.40 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 4000 expiring on 28NOV2024
Delta for 4000 CE is 0.02
Historical price for 4000 CE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 44.01, the open interest changed by 6 which increased total open position to 675
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 2.6, which was -1.00 lower than the previous day. The implied volatity was 43.77, the open interest changed by -23 which decreased total open position to 678
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 3.6, which was -2.55 lower than the previous day. The implied volatity was 35.72, the open interest changed by 42 which increased total open position to 721
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 6.15, which was -1.55 lower than the previous day. The implied volatity was 29.90, the open interest changed by -80 which decreased total open position to 678
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 7.7, which was -12.00 lower than the previous day. The implied volatity was 26.34, the open interest changed by -70 which decreased total open position to 767
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 19.7, which was -1.90 lower than the previous day. The implied volatity was 40.16, the open interest changed by 341 which increased total open position to 844
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 21.6, which was -1.15 lower than the previous day. The implied volatity was 35.72, the open interest changed by 17 which increased total open position to 479
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 22.75, which was -5.35 lower than the previous day. The implied volatity was 44.19, the open interest changed by -33 which decreased total open position to 462
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 28.1, which was -13.90 lower than the previous day. The implied volatity was 43.97, the open interest changed by 31 which increased total open position to 490
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 42, which was -6.50 lower than the previous day. The implied volatity was 46.81, the open interest changed by 6 which increased total open position to 444
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 48.5, which was 6.50 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 42, which was 6.00 higher 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 36, which was 4.35 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 31.65, which was 13.65 higher 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 18, which was -5.00 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 23, which was -1.80 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 24.8, which was -15.70 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 40.5, which was -8.50 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 49, which was -11.05 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 60.05, which was -3.95 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 64, which was -30.35 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 94.35, which was 43.35 higher 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 51, which was -167.10 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 218.1, 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 24 Sept CUMMINSIND was trading at 3852.90. The strike last trading price was 218.1, 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 20 Sept CUMMINSIND was trading at 3814.05. The strike last trading price was 218.1, which was 218.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept CUMMINSIND was trading at 3727.80. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3764.00. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3845.95. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3817.70. The strike last trading price was 0, 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 13 Sept CUMMINSIND was trading at 3784.60. The strike last trading price was 0, 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 12 Sept CUMMINSIND was trading at 3822.85. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3797.40. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3744.25. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3671.45. The strike last trading price was 0, 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 6 Sept CUMMINSIND was trading at 3765.65. The strike last trading price was 0, 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 5 Sept CUMMINSIND was trading at 3841.35. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3870.05. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3831.25. The strike last trading price was 0, 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 2 Sept CUMMINSIND was trading at 3804.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 4000 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 |
| 14 Nov | 3329.80 | 449.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 449.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 449.75 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 3601.95 | 449.75 | 128.65 | 62.56 | 1 | 0.5 | 13 |
| 8 Nov | 3655.35 | 321.1 | -66.90 | - | 7 | 2 | 13 |
| 7 Nov | 3554.55 | 388 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 6 Nov | 3611.65 | 388 | -132.20 | 31.54 | 2.5 | -0.5 | 11 |
| 5 Nov | 3484.45 | 520.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 520.2 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 3499.75 | 520.2 | 12.90 | 54.06 | 0.5 | 0 | 11 |
| 31 Oct | 3500.60 | 507.3 | 0.00 | - | 0 | 10 | 0 |
| 30 Oct | 3511.50 | 507.3 | -77.70 | - | 10 | 9 | 10 |
| 29 Oct | 3474.25 | 585 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 3419.10 | 585 | 214.35 | - | 1 | 0 | 0 |
| 25 Oct | 3370.15 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3397.10 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3419.90 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 370.65 | -40.65 | - | 2 | 1 | 1 |
| 18 Oct | 3710.10 | 411.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3692.00 | 411.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 411.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3669.05 | 411.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 3864.80 | 411.3 | 411.30 | - | 0 | 0 | 0 |
| 24 Sept | 3852.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 3814.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 3727.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 3764.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 3845.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 3817.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 3784.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 3822.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 3797.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 3744.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 3671.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 3765.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 3841.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 3870.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 3831.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 3804.40 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 4000 expiring on 28NOV2024
Delta for 4000 PE is 0.00
Historical price for 4000 PE is as follows
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 449.75, 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 449.75, 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 449.75, 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 449.75, which was 128.65 higher than the previous day. The implied volatity was 62.56, the open interest changed by 1 which increased total open position to 26
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 321.1, which was -66.90 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 26
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 388, 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 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 388, which was -132.20 lower than the previous day. The implied volatity was 31.54, the open interest changed by -1 which decreased total open position to 22
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 520.2, 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 520.2, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 520.2, which was 12.90 higher than the previous day. The implied volatity was 54.06, the open interest changed by 0 which decreased total open position to 22
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 507.3, 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 507.3, which was -77.70 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 585, 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 585, which was 214.35 higher 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, which was -40.65 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 411.3, 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 411.3, 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 411.3, 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 411.3, 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 411.3, which was 411.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept CUMMINSIND was trading at 3852.90. The strike last trading price was 0, 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 20 Sept CUMMINSIND was trading at 3814.05. The strike last trading price was 0, 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 19 Sept CUMMINSIND was trading at 3727.80. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3764.00. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3845.95. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3817.70. The strike last trading price was 0, 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 13 Sept CUMMINSIND was trading at 3784.60. The strike last trading price was 0, 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 12 Sept CUMMINSIND was trading at 3822.85. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3797.40. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3744.25. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3671.45. The strike last trading price was 0, 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 6 Sept CUMMINSIND was trading at 3765.65. The strike last trading price was 0, 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 5 Sept CUMMINSIND was trading at 3841.35. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3870.05. The strike last trading price was 0, 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 Sept CUMMINSIND was trading at 3831.25. The strike last trading price was 0, 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 2 Sept CUMMINSIND was trading at 3804.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
