CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 3950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 2.11
Theta: -3.57
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 84.55 | -60.7 | 21.57 | 6 | 0 | 102 | |||||||||
| 21 Sept | 4080.40 | 145.25 | -24.65 | - | 50 | -23 | 103 | |||||||||
| 18 Sept | 4101.00 | 169.9 | -25.1 | - | 23 | -14 | 126 | |||||||||
| 14 Sept | 4030.40 | 127.5 | -13.3 | 18.82 | 9 | 2 | 162 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3784.50 | 97.4 | 0 | 2.22 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 3950 expiring on 30SEP2025
Delta for 3950 CE is 0.68
Historical price for 3950 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 84.55, which was -60.7 lower than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 102
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 145.25, which was -24.65 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 103
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 169.9, which was -25.1 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 126
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 127.5, which was -13.3 lower than the previous day. The implied volatity was 18.82, the open interest changed by 2 which increased total open position to 162
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 97.4, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 30SEP2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 2.15
Theta: -2.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 30.5 | 13.9 | 23.26 | 400 | -39 | 261 |
| 21 Sept | 4080.40 | 16 | 0.2 | 23.61 | 139 | 9 | 302 |
| 18 Sept | 4101.00 | 14.55 | 0.4 | 23.88 | 88 | 5 | 292 |
| 14 Sept | 4030.40 | 39.7 | 0.95 | 22.61 | 126 | -14 | 231 |
| 17 Aug | 3784.50 | 451.85 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 3950 expiring on 30SEP2025
Delta for 3950 PE is -0.33
Historical price for 3950 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 30.5, which was 13.9 higher than the previous day. The implied volatity was 23.26, the open interest changed by -39 which decreased total open position to 261
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 16, which was 0.2 higher than the previous day. The implied volatity was 23.61, the open interest changed by 9 which increased total open position to 302
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 14.55, which was 0.4 higher than the previous day. The implied volatity was 23.88, the open interest changed by 5 which increased total open position to 292
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 39.7, which was 0.95 higher than the previous day. The implied volatity was 22.61, the open interest changed by -14 which decreased total open position to 231
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 451.85, 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
