CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3900 CE | ||||||||||||||||
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Delta: 0.81
Vega: 1.61
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 121.2 | -69.2 | 21.51 | 32 | -1 | 196 | |||||||||
| 21 Sept | 4080.40 | 189 | -18.7 | - | 33 | -16 | 197 | |||||||||
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| 18 Sept | 4101.00 | 207.6 | -31.5 | - | 29 | -13 | 215 | |||||||||
| 14 Sept | 4030.40 | 167 | -8.8 | 19.40 | 30 | -5 | 277 | |||||||||
| 17 Aug | 3784.50 | 126.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 CE is 0.81
Historical price for 3900 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 121.2, which was -69.2 lower than the previous day. The implied volatity was 21.51, the open interest changed by -1 which decreased total open position to 196
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 189, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 197
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 207.6, which was -31.5 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 215
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 167, which was -8.8 lower than the previous day. The implied volatity was 19.40, the open interest changed by -5 which decreased total open position to 277
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 126.1, 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 3900 PE | |||||||
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Delta: -0.21
Vega: 1.69
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 16 | 6.1 | 22.92 | 368 | -2 | 513 |
| 21 Sept | 4080.40 | 9.45 | -0.65 | 24.21 | 155 | 1 | 515 |
| 18 Sept | 4101.00 | 10.1 | 0.55 | 25.47 | 218 | 2 | 515 |
| 14 Sept | 4030.40 | 25.9 | -1.05 | 22.57 | 192 | 9 | 465 |
| 17 Aug | 3784.50 | 588.8 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 PE is -0.21
Historical price for 3900 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 16, which was 6.1 higher than the previous day. The implied volatity was 22.92, the open interest changed by -2 which decreased total open position to 513
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 9.45, which was -0.65 lower than the previous day. The implied volatity was 24.21, the open interest changed by 1 which increased total open position to 515
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 10.1, which was 0.55 higher than the previous day. The implied volatity was 25.47, the open interest changed by 2 which increased total open position to 515
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 25.9, which was -1.05 lower than the previous day. The implied volatity was 22.57, the open interest changed by 9 which increased total open position to 465
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 588.8, 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
