CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 1.84
Theta: -5.35
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 191.55 | -38.2 | 39.85 | 32 | -16 | 80 | |||||||||
| 21 Sept | 4080.40 | 229.65 | -58.5 | - | 3 | -3 | 98 | |||||||||
| 18 Sept | 4101.00 | 288.6 | 0.45 | 0.00 | 0 | -1 | 0 | |||||||||
| 14 Sept | 4030.40 | 220 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3784.50 | 151.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 CE is 0.76
Historical price for 3850 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 191.55, which was -38.2 lower than the previous day. The implied volatity was 39.85, the open interest changed by -16 which decreased total open position to 80
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 229.65, which was -58.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 98
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 288.6, which was 0.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 220, 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 151.8, 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 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 1.25
Theta: -1.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 9.45 | 3.4 | 24.37 | 168 | 11 | 171 |
| 21 Sept | 4080.40 | 6.05 | 0 | 25.51 | 43 | 4 | 160 |
| 18 Sept | 4101.00 | 6.05 | -0.35 | 26.06 | 25 | 4 | 155 |
| 14 Sept | 4030.40 | 16.75 | -0.8 | 22.87 | 33 | -4 | 184 |
| 17 Aug | 3784.50 | 190 | 0 | 0.00 | 0 | 0 | 0 |
For Cummins India Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 PE is -0.13
Historical price for 3850 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 9.45, which was 3.4 higher than the previous day. The implied volatity was 24.37, the open interest changed by 11 which increased total open position to 171
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 6.05, which was 0 lower than the previous day. The implied volatity was 25.51, the open interest changed by 4 which increased total open position to 160
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 6.05, which was -0.35 lower than the previous day. The implied volatity was 26.06, the open interest changed by 4 which increased total open position to 155
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 16.75, which was -0.8 lower than the previous day. The implied volatity was 22.87, the open interest changed by -4 which decreased total open position to 184
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 190, 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
