CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
21 Nov 2024 04:10 PM IST
| CUMMINSIND 28NOV2024 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3282.25 | 0.05 | -0.05 | - | 11 | -7.5 | 75.5 | |||
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| 20 Nov | 3301.25 | 0.1 | 0.00 | - | 17 | 0 | 83 | |||
| 19 Nov | 3301.25 | 0.1 | -0.40 | - | 17 | 0 | 83 | |||
| 14 Nov | 3329.80 | 0.5 | 0.20 | - | 25 | -3 | 83.5 | |||
| 13 Nov | 3326.05 | 0.3 | -0.40 | - | 0.5 | 0 | 86.5 | |||
| 12 Nov | 3480.35 | 0.7 | -0.30 | - | 10.5 | -1 | 89 | |||
| 11 Nov | 3601.95 | 1 | -0.25 | 42.27 | 26.5 | -3 | 90 | |||
| 8 Nov | 3655.35 | 1.25 | -1.75 | 38.28 | 90 | -5.5 | 93 | |||
| 7 Nov | 3554.55 | 3 | -0.05 | 46.89 | 55.5 | -4 | 98.5 | |||
| 6 Nov | 3611.65 | 3.05 | -0.75 | 42.84 | 57 | 18 | 102 | |||
| 5 Nov | 3484.45 | 3.8 | -1.20 | 49.36 | 18.5 | 1.5 | 83.5 | |||
| 4 Nov | 3475.75 | 5 | -3.00 | 49.01 | 125.5 | 67.5 | 80 | |||
| 1 Nov | 3499.75 | 8 | -7.35 | 50.28 | 7.5 | 5 | 11 | |||
| 31 Oct | 3500.60 | 15.35 | 9.35 | - | 5 | 2 | 5 | |||
| 30 Oct | 3511.50 | 6 | - | 3 | 2 | 2 | ||||
For Cummins India Ltd - strike price 4500 expiring on 28NOV2024
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 151
On 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 0.1, 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 166
On 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 0.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 166
On 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 167
On 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 0.3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 173
On 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 178
On 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 42.27, the open interest changed by -6 which decreased total open position to 180
On 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 1.25, which was -1.75 lower than the previous day. The implied volatity was 38.28, the open interest changed by -11 which decreased total open position to 186
On 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 46.89, the open interest changed by -8 which decreased total open position to 197
On 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 3.05, which was -0.75 lower than the previous day. The implied volatity was 42.84, the open interest changed by 36 which increased total open position to 204
On 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 3.8, which was -1.20 lower than the previous day. The implied volatity was 49.36, the open interest changed by 3 which increased total open position to 167
On 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 5, which was -3.00 lower than the previous day. The implied volatity was 49.01, the open interest changed by 135 which increased total open position to 160
On 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 8, which was -7.35 lower than the previous day. The implied volatity was 50.28, the open interest changed by 10 which increased total open position to 22
On 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 15.35, which was 9.35 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 6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CUMMINSIND 28NOV2024 4500 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 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3301.25 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3301.25 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3329.80 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3326.05 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 3480.35 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 3601.95 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 3655.35 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 3554.55 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 3611.65 | 774.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 3484.45 | 774.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3475.75 | 774.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 3499.75 | 774.85 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 3500.60 | 774.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3511.50 | 774.85 | - | 0 | 0 | 0 | |
For Cummins India Ltd - strike price 4500 expiring on 28NOV2024
Delta for 4500 PE is 0.00
Historical price for 4500 PE is as follows
On 21 Nov CUMMINSIND was trading at 3282.25. The strike last trading price was 774.85, 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 20 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 774.85, 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 19 Nov CUMMINSIND was trading at 3301.25. The strike last trading price was 774.85, 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 14 Nov CUMMINSIND was trading at 3329.80. The strike last trading price was 774.85, 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 13 Nov CUMMINSIND was trading at 3326.05. The strike last trading price was 774.85, 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 12 Nov CUMMINSIND was trading at 3480.35. The strike last trading price was 774.85, 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 11 Nov CUMMINSIND was trading at 3601.95. The strike last trading price was 774.85, 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 8 Nov CUMMINSIND was trading at 3655.35. The strike last trading price was 774.85, 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 7 Nov CUMMINSIND was trading at 3554.55. The strike last trading price was 774.85, 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 6 Nov CUMMINSIND was trading at 3611.65. The strike last trading price was 774.85, 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 5 Nov CUMMINSIND was trading at 3484.45. The strike last trading price was 774.85, 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 4 Nov CUMMINSIND was trading at 3475.75. The strike last trading price was 774.85, 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 1 Nov CUMMINSIND was trading at 3499.75. The strike last trading price was 774.85, 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 31 Oct CUMMINSIND was trading at 3500.60. The strike last trading price was 774.85, 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 774.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
