CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3700 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 | 350 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 4080.40 | 350 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 4101.00 | 350 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4030.40 | 350 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3784.50 | 168.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.00
Historical price for 3700 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 350, 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 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 350, 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 350, 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 350, 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 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 168.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 30SEP2025 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.54
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 3.35 | 1.25 | 31.84 | 61 | -44 | 199 |
| 21 Sept | 4080.40 | 2.1 | -0.2 | 30.69 | 57 | -28 | 243 |
| 18 Sept | 4101.00 | 2.45 | -0.15 | 31.51 | 69 | -3 | 271 |
| 14 Sept | 4030.40 | 5.5 | -0.7 | 25.89 | 52 | 18 | 282 |
| 17 Aug | 3784.50 | 94.8 | 9.8 | 28.48 | 4 | -2 | 8 |
For Cummins India Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.04
Historical price for 3700 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 3.35, which was 1.25 higher than the previous day. The implied volatity was 31.84, the open interest changed by -44 which decreased total open position to 199
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 30.69, the open interest changed by -28 which decreased total open position to 243
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 31.51, the open interest changed by -3 which decreased total open position to 271
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 5.5, which was -0.7 lower than the previous day. The implied volatity was 25.89, the open interest changed by 18 which increased total open position to 282
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 94.8, which was 9.8 higher than the previous day. The implied volatity was 28.48, the open interest changed by -2 which decreased total open position to 8
