CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4000 CE | ||||||||||||||||
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Delta: 0.53
Vega: 2.35
Theta: -3.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 52.9 | -53 | 20.73 | 518 | 63 | 332 | |||||||||
| 21 Sept | 4080.40 | 109.8 | -14.65 | 14.62 | 216 | -12 | 271 | |||||||||
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| 18 Sept | 4101.00 | 128.15 | -24 | 12.74 | 150 | -29 | 282 | |||||||||
| 14 Sept | 4030.40 | 98.7 | -11.3 | 20.06 | 639 | 6 | 489 | |||||||||
| 17 Aug | 3784.50 | 95.25 | 0 | 3.12 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.53
Historical price for 4000 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 52.9, which was -53 lower than the previous day. The implied volatity was 20.73, the open interest changed by 63 which increased total open position to 332
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 109.8, which was -14.65 lower than the previous day. The implied volatity was 14.62, the open interest changed by -12 which decreased total open position to 271
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 128.15, which was -24 lower than the previous day. The implied volatity was 12.74, the open interest changed by -29 which decreased total open position to 282
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 98.7, which was -11.3 lower than the previous day. The implied volatity was 20.06, the open interest changed by 6 which increased total open position to 489
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 95.25, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 30SEP2025 4000 PE | |||||||
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Delta: -0.47
Vega: 2.36
Theta: -2.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 52 | 23.25 | 23.65 | 1,125 | 26 | 337 |
| 21 Sept | 4080.40 | 26.1 | 0.3 | 23.03 | 700 | -7 | 311 |
| 18 Sept | 4101.00 | 24.6 | 1.7 | 23.84 | 494 | -40 | 324 |
| 14 Sept | 4030.40 | 57.8 | 0.7 | 22.59 | 647 | -20 | 367 |
| 17 Aug | 3784.50 | 666.6 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is -0.47
Historical price for 4000 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 52, which was 23.25 higher than the previous day. The implied volatity was 23.65, the open interest changed by 26 which increased total open position to 337
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 26.1, which was 0.3 higher than the previous day. The implied volatity was 23.03, the open interest changed by -7 which decreased total open position to 311
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 24.6, which was 1.7 higher than the previous day. The implied volatity was 23.84, the open interest changed by -40 which decreased total open position to 324
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 57.8, which was 0.7 higher than the previous day. The implied volatity was 22.59, the open interest changed by -20 which decreased total open position to 367
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 666.6, 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
