CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3750 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 | |||||||||
| 22 Sept | 3990.10 | 149.25 | -0.4 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 4080.40 | 149.25 | -0.4 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 4101.00 | 149.25 | -0.4 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4030.40 | 149.25 | -0.4 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3784.50 | 157.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 CE is 0.00
Historical price for 3750 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 149.25, which was -0.4 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 149.25, which was -0.4 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 149.25, which was -0.4 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 149.25, which was -0.4 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 157.05, 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 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.66
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 4.05 | 0.6 | 28.55 | 29 | -18 | 69 |
| 21 Sept | 4080.40 | 3.45 | 0.55 | 29.84 | 19 | -9 | 87 |
| 18 Sept | 4101.00 | 2.9 | -0.2 | 29.06 | 30 | 9 | 98 |
| 14 Sept | 4030.40 | 8.6 | 0 | 25.34 | 6 | 0 | 104 |
| 17 Aug | 3784.50 | 313.5 | 0 | 1.63 | 0 | 0 | 0 |
For Cummins India Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 PE is -0.06
Historical price for 3750 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 4.05, which was 0.6 higher than the previous day. The implied volatity was 28.55, the open interest changed by -18 which decreased total open position to 69
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 29.84, the open interest changed by -9 which decreased total open position to 87
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 29.06, the open interest changed by 9 which increased total open position to 98
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 104
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 313.5, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
