CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4200 CE | ||||||||||||||||
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Delta: 0.11
Vega: 1.08
Theta: -1.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 7.3 | -12.45 | 24.89 | 1,058 | 19 | 607 | |||||||||
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| 21 Sept | 4080.40 | 19.75 | -9.25 | 19.07 | 764 | 90 | 589 | |||||||||
| 18 Sept | 4101.00 | 30.3 | -10.15 | 20.21 | 1,301 | -130 | 499 | |||||||||
| 14 Sept | 4030.40 | 24.5 | -6.75 | 21.26 | 223 | -33 | 436 | |||||||||
| 17 Aug | 3784.50 | 35 | 5 | 26.81 | 2 | 0 | 11 | |||||||||
For Cummins India Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 CE is 0.11
Historical price for 4200 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 7.3, which was -12.45 lower than the previous day. The implied volatity was 24.89, the open interest changed by 19 which increased total open position to 607
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 19.75, which was -9.25 lower than the previous day. The implied volatity was 19.07, the open interest changed by 90 which increased total open position to 589
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 30.3, which was -10.15 lower than the previous day. The implied volatity was 20.21, the open interest changed by -130 which decreased total open position to 499
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 24.5, which was -6.75 lower than the previous day. The implied volatity was 21.26, the open interest changed by -33 which decreased total open position to 436
On 17 Aug CUMMINSIND was trading at 3784.50. The strike last trading price was 35, which was 5 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 11
| CUMMINSIND 30SEP2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 172.2 | 27.9 | - | 30 | 1 | 208 |
| 21 Sept | 4080.40 | 137.5 | 9.75 | 27.48 | 30 | -2 | 207 |
| 18 Sept | 4101.00 | 124.85 | 14.6 | 27.26 | 92 | -5 | 208 |
| 14 Sept | 4030.40 | 831.35 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 3784.50 | 831.35 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 PE is -
Historical price for 4200 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 172.2, which was 27.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 208
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 137.5, which was 9.75 higher than the previous day. The implied volatity was 27.48, the open interest changed by -2 which decreased total open position to 207
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 124.85, which was 14.6 higher than the previous day. The implied volatity was 27.26, the open interest changed by -5 which decreased total open position to 208
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 831.35, 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 831.35, 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
