CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
03 Dec 2024 04:10 PM IST
| CUMMINSIND 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 1.05
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 3512.30 | 6.65 | -0.35 | 30.02 | 2,190 | 206 | 739 | |||
| 2 Dec | 3430.00 | 7 | 0.60 | 34.83 | 800 | 330 | 490 | |||
| 29 Nov | 3483.70 | 6.4 | -3.25 | 29.75 | 123 | 38 | 161 | |||
| 28 Nov | 3481.25 | 9.65 | -3.50 | 31.70 | 80 | 39 | 123 | |||
| 27 Nov | 3500.70 | 13.15 | 2.15 | 32.64 | 33 | 9 | 83 | |||
| 26 Nov | 3463.20 | 11 | -7.50 | 32.37 | 79 | 22 | 73 | |||
| 25 Nov | 3535.85 | 18.5 | 11.50 | 31.83 | 69 | 14 | 49 | |||
| 22 Nov | 3319.40 | 7 | 1.00 | 33.88 | 10 | -5 | 30 | |||
| 20 Nov | 3301.25 | 6 | 0.00 | 32.76 | 5 | -1 | 37 | |||
| 19 Nov | 3301.25 | 6 | -8.95 | 32.76 | 5 | 1 | 37 | |||
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| 18 Nov | 3352.55 | 14.95 | -2.50 | 36.26 | 2 | 0 | 36 | |||
| 14 Nov | 3329.80 | 17.45 | -0.85 | 36.89 | 4 | 1 | 36 | |||
| 12 Nov | 3480.35 | 18.3 | -14.25 | 29.42 | 8 | 4 | 34 | |||
| 11 Nov | 3601.95 | 32.55 | -10.45 | 27.52 | 8 | 3 | 30 | |||
| 8 Nov | 3655.35 | 43 | -194.60 | 27.55 | 28 | 27 | 27 | |||
| 30 Oct | 3511.50 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3541.40 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3579.30 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3710.10 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3692.00 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3798.40 | 237.6 | 237.60 | - | 0 | 0 | 0 | |||
| 15 Oct | 3669.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3667.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3614.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3782.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3761.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3708.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3591.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3623.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3682.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3875.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3806.05 | 0 | - | 0 | 0 | 0 | ||||
For Cummins India Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is 0.06
Historical price for 4000 CE is as follows
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 6.65, which was -0.35 lower than the previous day. The implied volatity was 30.02, the open interest changed by 206 which increased total open position to 739
On 2 Dec CUMMINSIND was trading at 3430.00. The strike last trading price was 7, which was 0.60 higher than the previous day. The implied volatity was 34.83, the open interest changed by 330 which increased total open position to 490
On 29 Nov CUMMINSIND was trading at 3483.70. The strike last trading price was 6.4, which was -3.25 lower than the previous day. The implied volatity was 29.75, the open interest changed by 38 which increased total open position to 161
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 9.65, which was -3.50 lower than the previous day. The implied volatity was 31.70, the open interest changed by 39 which increased total open position to 123
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 13.15, which was 2.15 higher than the previous day. The implied volatity was 32.64, the open interest changed by 9 which increased total open position to 83
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 11, which was -7.50 lower than the previous day. The implied volatity was 32.37, the open interest changed by 22 which increased total open position to 73
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 18.5, which was 11.50 higher than the previous day. The implied volatity was 31.83, the open interest changed by 14 which increased total open position to 49
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 7, which was 1.00 higher than the previous day. The implied volatity was 33.88, the open interest changed by -5 which decreased total open position to 30
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 32.76, the open interest changed by -1 which decreased total open position to 37
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 6, which was -8.95 lower than the previous day. The implied volatity was 32.76, the open interest changed by 1 which increased total open position to 37
On 18 Nov CUMMINSIND was trading at 3352.55. The strike last trading price was 14.95, which was -2.50 lower than the previous day. The implied volatity was 36.26, the open interest changed by 0 which decreased total open position to 36
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 17.45, which was -0.85 lower than the previous day. The implied volatity was 36.89, the open interest changed by 1 which increased total open position to 36
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 18.3, which was -14.25 lower than the previous day. The implied volatity was 29.42, the open interest changed by 4 which increased total open position to 34
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 32.55, which was -10.45 lower than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 30
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 43, which was -194.60 lower than the previous day. The implied volatity was 27.55, the open interest changed by 27 which increased total open position to 27
On 30 Oct CUMMINSIND was trading at 3511.50. The strike last trading price was 237.6, 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 237.6, 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 237.6, 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 237.6, 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 237.6, 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 237.6, which was 237.60 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 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 14 Oct CUMMINSIND was trading at 3667.80. 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 11 Oct CUMMINSIND was trading at 3614.15. 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 Oct CUMMINSIND was trading at 3782.65. 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 9 Oct CUMMINSIND was trading at 3761.80. 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 8 Oct CUMMINSIND was trading at 3708.30. 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 7 Oct CUMMINSIND was trading at 3591.00. 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 4 Oct CUMMINSIND was trading at 3623.50. 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 Oct CUMMINSIND was trading at 3682.65. 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 1 Oct CUMMINSIND was trading at 3875.85. 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 30 Sept CUMMINSIND was trading at 3806.05. 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 26DEC2024 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 |
| 3 Dec | 3512.30 | 525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 3430.00 | 525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 3483.70 | 525 | 0.00 | 0.00 | 0 | 7 | 0 |
| 28 Nov | 3481.25 | 525 | 15.00 | 45.75 | 7 | 6 | 15 |
| 27 Nov | 3500.70 | 510 | 0.00 | 0.00 | 0 | 6 | 0 |
| 26 Nov | 3463.20 | 510 | 30.00 | 29.17 | 6 | 5 | 8 |
| 25 Nov | 3535.85 | 480 | 108.75 | 43.88 | 3 | 1 | 1 |
| 22 Nov | 3319.40 | 371.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 371.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 371.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3352.55 | 371.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 371.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 371.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3601.95 | 371.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 371.25 | 371.25 | - | 0 | 0 | 0 |
| 30 Oct | 3511.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3541.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3579.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3710.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3692.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3798.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3669.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3667.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3614.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3782.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3761.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3708.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3591.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3623.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3682.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3875.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3806.05 | 0 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 PE is 0.00
Historical price for 4000 PE is as follows
On 3 Dec CUMMINSIND was trading at 3512.30. The strike last trading price was 525, 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 525, 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 525, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 28 Nov CUMMINSIND was trading at 3481.25. The strike last trading price was 525, which was 15.00 higher than the previous day. The implied volatity was 45.75, the open interest changed by 6 which increased total open position to 15
On 27 Nov CUMMINSIND was trading at 3500.70. The strike last trading price was 510, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Nov CUMMINSIND was trading at 3463.20. The strike last trading price was 510, which was 30.00 higher than the previous day. The implied volatity was 29.17, the open interest changed by 5 which increased total open position to 8
On 25 Nov CUMMINSIND was trading at 3535.85. The strike last trading price was 480, which was 108.75 higher than the previous day. The implied volatity was 43.88, the open interest changed by 1 which increased total open position to 1
On 22 Nov CUMMINSIND was trading at 3319.40. The strike last trading price was 371.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 371.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 371.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 371.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 371.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 371.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 371.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 371.25, which was 371.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct CUMMINSIND was trading at 3511.50. 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 22 Oct CUMMINSIND was trading at 3541.40. 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 21 Oct CUMMINSIND was trading at 3579.30. 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 Oct CUMMINSIND was trading at 3710.10. 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 Oct CUMMINSIND was trading at 3692.00. 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 16 Oct CUMMINSIND was trading at 3798.40. 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 15 Oct CUMMINSIND was trading at 3669.05. 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 14 Oct CUMMINSIND was trading at 3667.80. 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 11 Oct CUMMINSIND was trading at 3614.15. 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 Oct CUMMINSIND was trading at 3782.65. 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 9 Oct CUMMINSIND was trading at 3761.80. 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 8 Oct CUMMINSIND was trading at 3708.30. 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 7 Oct CUMMINSIND was trading at 3591.00. 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 4 Oct CUMMINSIND was trading at 3623.50. 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 Oct CUMMINSIND was trading at 3682.65. 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 1 Oct CUMMINSIND was trading at 3875.85. 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 30 Sept CUMMINSIND was trading at 3806.05. 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
