CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
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| 22 Sept | 3990.10 | 481 | 0 | 0.00 | 0 | -2 | 0 | |||||||||
| 21 Sept | 4080.40 | 481 | 221 | - | 8 | -2 | 14 | |||||||||
| 18 Sept | 4101.00 | 260 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4030.40 | 260 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.00
Historical price for 3600 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 481, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 481, which was 221 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 260, which was 0 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 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 30SEP2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.35
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 2.2 | 0.45 | 37.69 | 32 | 5 | 147 |
| 21 Sept | 4080.40 | 1.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 4101.00 | 1.75 | 0.2 | 36.17 | 6 | -1 | 142 |
| 14 Sept | 4030.40 | 3.25 | -0.8 | 29.00 | 38 | -5 | 157 |
For Cummins India Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.03
Historical price for 3600 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 2.2, which was 0.45 higher than the previous day. The implied volatity was 37.69, the open interest changed by 5 which increased total open position to 147
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 1.75, which was 0 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 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 1.75, which was 0.2 higher than the previous day. The implied volatity was 36.17, the open interest changed by -1 which decreased total open position to 142
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 3.25, which was -0.8 lower than the previous day. The implied volatity was 29.00, the open interest changed by -5 which decreased total open position to 157
