CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 28OCT2025 4000 CE | ||||||||||||||||
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Delta: 0.57
Vega: 4.93
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3990.10 | 122.9 | -52.1 | 20.59 | 40 | 20 | 53 | |||||||||
| 21 Sept | 4080.40 | 175 | -11.5 | 18.14 | 8 | -2 | 32 | |||||||||
| 18 Sept | 4101.00 | 186.5 | -21.55 | 16.63 | 6 | -1 | 35 | |||||||||
| 14 Sept | 4030.40 | 164.8 | 4.8 | 21.35 | 18 | -2 | 37 | |||||||||
| 17 Aug | 3784.50 | 0 | 0 | 1.99 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 4000 expiring on 28OCT2025
Delta for 4000 CE is 0.57
Historical price for 4000 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 122.9, which was -52.1 lower than the previous day. The implied volatity was 20.59, the open interest changed by 20 which increased total open position to 53
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 175, which was -11.5 lower than the previous day. The implied volatity was 18.14, the open interest changed by -2 which decreased total open position to 32
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 186.5, which was -21.55 lower than the previous day. The implied volatity was 16.63, the open interest changed by -1 which decreased total open position to 35
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 164.8, which was 4.8 higher than the previous day. The implied volatity was 21.35, the open interest changed by -2 which decreased total open position to 37
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 28OCT2025 4000 PE | |||||||
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Delta: -0.44
Vega: 4.95
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 126.5 | 31.05 | 29.05 | 101 | 63 | 116 |
| 21 Sept | 4080.40 | 95.45 | 5.95 | 29.03 | 23 | 0 | 53 |
| 18 Sept | 4101.00 | 89.5 | 8.25 | 29.05 | 26 | 14 | 53 |
| 14 Sept | 4030.40 | 123 | 1 | 28.30 | 9 | 3 | 16 |
| 17 Aug | 3784.50 | 0 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4000 expiring on 28OCT2025
Delta for 4000 PE is -0.44
Historical price for 4000 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 126.5, which was 31.05 higher than the previous day. The implied volatity was 29.05, the open interest changed by 63 which increased total open position to 116
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 95.45, which was 5.95 higher than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 53
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 89.5, which was 8.25 higher than the previous day. The implied volatity was 29.05, the open interest changed by 14 which increased total open position to 53
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 123, which was 1 higher than the previous day. The implied volatity was 28.30, the open interest changed by 3 which increased total open position to 16
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 0, 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
