CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4050 CE | ||||||||||||||||
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Delta: 0.38
Vega: 2.25
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 32.85 | -40.5 | 21.56 | 623 | 49 | 243 | |||||||||
| 21 Sept | 4080.40 | 75 | -18.2 | 15.93 | 222 | 16 | 196 | |||||||||
| 18 Sept | 4101.00 | 90.55 | -24.5 | 14.84 | 80 | -10 | 178 | |||||||||
| 14 Sept | 4030.40 | 71.25 | -12.3 | 19.98 | 439 | 35 | 464 | |||||||||
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| 17 Aug | 3784.50 | 75.35 | 0 | 3.99 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 4050 expiring on 30SEP2025
Delta for 4050 CE is 0.38
Historical price for 4050 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 32.85, which was -40.5 lower than the previous day. The implied volatity was 21.56, the open interest changed by 49 which increased total open position to 243
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 75, which was -18.2 lower than the previous day. The implied volatity was 15.93, the open interest changed by 16 which increased total open position to 196
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 90.55, which was -24.5 lower than the previous day. The implied volatity was 14.84, the open interest changed by -10 which decreased total open position to 178
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 71.25, which was -12.3 lower than the previous day. The implied volatity was 19.98, the open interest changed by 35 which increased total open position to 464
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 75.35, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 30SEP2025 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 2.28
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 81.85 | 35.5 | 24.59 | 396 | -16 | 153 |
| 21 Sept | 4080.40 | 47 | 4.3 | 24.74 | 508 | -130 | 172 |
| 18 Sept | 4101.00 | 41.2 | 4.5 | 24.56 | 242 | -29 | 299 |
| 14 Sept | 4030.40 | 83.4 | 3 | 23.34 | 319 | -32 | 144 |
| 17 Aug | 3784.50 | 528.75 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4050 expiring on 30SEP2025
Delta for 4050 PE is -0.61
Historical price for 4050 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 81.85, which was 35.5 higher than the previous day. The implied volatity was 24.59, the open interest changed by -16 which decreased total open position to 153
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 47, which was 4.3 higher than the previous day. The implied volatity was 24.74, the open interest changed by -130 which decreased total open position to 172
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 41.2, which was 4.5 higher than the previous day. The implied volatity was 24.56, the open interest changed by -29 which decreased total open position to 299
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 83.4, which was 3 higher than the previous day. The implied volatity was 23.34, the open interest changed by -32 which decreased total open position to 144
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 528.75, 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
