CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 204.6 | -77.4 | - | 4 | -1 | 88 | |||||||||
| 21 Sept | 4080.40 | 282 | -33 | - | 6 | -3 | 91 | |||||||||
| 18 Sept | 4101.00 | 315 | -20.75 | - | 1 | 0 | 92 | |||||||||
| 14 Sept | 4030.40 | 264.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 3784.50 | 160 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 CE is -
Historical price for 3800 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 204.6, which was -77.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 88
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 282, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 91
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 315, which was -20.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 264.9, 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 160, 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 3800 PE | |||||||
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Delta: -0.08
Vega: 0.91
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 6.05 | 1.7 | 26.39 | 261 | -15 | 211 |
| 21 Sept | 4080.40 | 4.35 | -0.1 | 27.46 | 38 | -10 | 227 |
| 18 Sept | 4101.00 | 4.4 | -0.1 | 27.87 | 112 | 14 | 236 |
| 14 Sept | 4030.40 | 11.3 | -0.95 | 23.70 | 68 | -21 | 300 |
| 17 Aug | 3784.50 | 137.75 | 8.25 | 28.48 | 2 | 0 | 24 |
For Cummins India Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 PE is -0.08
Historical price for 3800 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 6.05, which was 1.7 higher than the previous day. The implied volatity was 26.39, the open interest changed by -15 which decreased total open position to 211
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 4.35, which was -0.1 lower than the previous day. The implied volatity was 27.46, the open interest changed by -10 which decreased total open position to 227
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 4.4, which was -0.1 lower than the previous day. The implied volatity was 27.87, the open interest changed by 14 which increased total open position to 236
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 11.3, which was -0.95 lower than the previous day. The implied volatity was 23.70, the open interest changed by -21 which decreased total open position to 300
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 137.75, which was 8.25 higher than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 24
