CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3990.10 | 505 | -67.5 | - | 39 | -15 | 34 | |||||||||
| 21 Sept | 4080.40 | 570 | -25 | - | 17 | -10 | 53 | |||||||||
| 18 Sept | 4101.00 | 595 | -35 | - | 8 | -7 | 60 | |||||||||
| 14 Sept | 4030.40 | 535.55 | -24.45 | - | 6 | -3 | 56 | |||||||||
For Cummins India Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is -
Historical price for 3500 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 505, which was -67.5 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 34
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 570, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 53
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 595, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 60
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 535.55, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 56
| CUMMINSIND 30SEP2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.32
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 2.4 | 1.4 | 46.57 | 9 | -2 | 120 |
| 21 Sept | 4080.40 | 1 | -0.15 | 39.96 | 14 | -9 | 122 |
| 18 Sept | 4101.00 | 1.15 | -1.1 | 40.16 | 6 | -2 | 132 |
| 14 Sept | 4030.40 | 2.35 | -0.6 | 32.92 | 19 | -17 | 161 |
For Cummins India Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.02
Historical price for 3500 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 2.4, which was 1.4 higher than the previous day. The implied volatity was 46.57, the open interest changed by -2 which decreased total open position to 120
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 39.96, the open interest changed by -9 which decreased total open position to 122
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 1.15, which was -1.1 lower than the previous day. The implied volatity was 40.16, the open interest changed by -2 which decreased total open position to 132
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 2.35, which was -0.6 lower than the previous day. The implied volatity was 32.92, the open interest changed by -17 which decreased total open position to 161
