CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4100 CE | ||||||||||||||||
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Delta: 0.26
Vega: 1.90
Theta: -2.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 20.4 | -29.55 | 22.81 | 1,655 | 351 | 849 | |||||||||
| 21 Sept | 4080.40 | 50.8 | -16.25 | 17.70 | 1,580 | -19 | 532 | |||||||||
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| 18 Sept | 4101.00 | 67 | -17.5 | 18.18 | 1,649 | -9 | 520 | |||||||||
| 14 Sept | 4030.40 | 50.9 | -10.35 | 20.37 | 847 | 14 | 756 | |||||||||
| 17 Aug | 3784.50 | 80 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 CE is 0.26
Historical price for 4100 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 20.4, which was -29.55 lower than the previous day. The implied volatity was 22.81, the open interest changed by 351 which increased total open position to 849
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 50.8, which was -16.25 lower than the previous day. The implied volatity was 17.70, the open interest changed by -19 which decreased total open position to 532
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 67, which was -17.5 lower than the previous day. The implied volatity was 18.18, the open interest changed by -9 which decreased total open position to 520
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 50.9, which was -10.35 lower than the previous day. The implied volatity was 20.37, the open interest changed by 14 which increased total open position to 756
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 80, 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 4100 PE | |||||||
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Delta: -0.72
Vega: 2.00
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 118.35 | 46.75 | 25.84 | 603 | -91 | 185 |
| 21 Sept | 4080.40 | 70.8 | 7.6 | 25.24 | 870 | -60 | 275 |
| 18 Sept | 4101.00 | 62.7 | 8.1 | 25.06 | 902 | -19 | 324 |
| 14 Sept | 4030.40 | 111 | 2 | 23.30 | 82 | -2 | 230 |
| 17 Aug | 3784.50 | 747.45 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 PE is -0.72
Historical price for 4100 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 118.35, which was 46.75 higher than the previous day. The implied volatity was 25.84, the open interest changed by -91 which decreased total open position to 185
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 70.8, which was 7.6 higher than the previous day. The implied volatity was 25.24, the open interest changed by -60 which decreased total open position to 275
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 62.7, which was 8.1 higher than the previous day. The implied volatity was 25.06, the open interest changed by -19 which decreased total open position to 324
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 111, which was 2 higher than the previous day. The implied volatity was 23.30, the open interest changed by -2 which decreased total open position to 230
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 747.45, 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
