CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4150 CE | ||||||||||||||||
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Delta: 0.16
Vega: 1.47
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3990.10 | 12 | -19.85 | 23.68 | 527 | -7 | 278 | |||||||||
| 21 Sept | 4080.40 | 31.95 | -12.25 | 18.50 | 503 | 32 | 287 | |||||||||
| 18 Sept | 4101.00 | 44.4 | -15.4 | 18.83 | 963 | 29 | 262 | |||||||||
| 14 Sept | 4030.40 | 36.9 | -6.65 | 21.21 | 53 | 4 | 81 | |||||||||
| 17 Aug | 3784.50 | 57.7 | 0 | 5.65 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 4150 expiring on 30SEP2025
Delta for 4150 CE is 0.16
Historical price for 4150 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 12, which was -19.85 lower than the previous day. The implied volatity was 23.68, the open interest changed by -7 which decreased total open position to 278
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 31.95, which was -12.25 lower than the previous day. The implied volatity was 18.50, the open interest changed by 32 which increased total open position to 287
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 44.4, which was -15.4 lower than the previous day. The implied volatity was 18.83, the open interest changed by 29 which increased total open position to 262
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 36.9, which was -6.65 lower than the previous day. The implied volatity was 21.21, the open interest changed by 4 which increased total open position to 81
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 57.7, which was 0 lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 30SEP2025 4150 PE | |||||||
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Delta: -0.79
Vega: 1.72
Theta: -2.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 162.05 | 58.3 | 28.76 | 61 | -18 | 98 |
| 21 Sept | 4080.40 | 103.4 | 11.5 | 26.93 | 126 | -25 | 121 |
| 18 Sept | 4101.00 | 89.3 | 9.05 | 25.46 | 333 | -36 | 146 |
| 14 Sept | 4030.40 | 610.1 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 3784.50 | 610.1 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4150 expiring on 30SEP2025
Delta for 4150 PE is -0.79
Historical price for 4150 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 162.05, which was 58.3 higher than the previous day. The implied volatity was 28.76, the open interest changed by -18 which decreased total open position to 98
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 103.4, which was 11.5 higher than the previous day. The implied volatity was 26.93, the open interest changed by -25 which decreased total open position to 121
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 89.3, which was 9.05 higher than the previous day. The implied volatity was 25.46, the open interest changed by -36 which decreased total open position to 146
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 610.1, 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
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 610.1, 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
