CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.79
Theta: -1.38
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 4.75 | -6.9 | 26.46 | 291 | 68 | 159 | |||||||||
| 21 Sept | 4080.40 | 12.15 | -6.45 | 20.40 | 110 | 28 | 91 | |||||||||
| 18 Sept | 4101.00 | 16.9 | -10.05 | 19.78 | 122 | 13 | 64 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 4030.40 | 43.75 | 0 | 5.55 | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 4250 expiring on 30SEP2025
Delta for 4250 CE is 0.07
Historical price for 4250 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 4.75, which was -6.9 lower than the previous day. The implied volatity was 26.46, the open interest changed by 68 which increased total open position to 159
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 12.15, which was -6.45 lower than the previous day. The implied volatity was 20.40, the open interest changed by 28 which increased total open position to 91
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 16.9, which was -10.05 lower than the previous day. The implied volatity was 19.78, the open interest changed by 13 which increased total open position to 64
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 43.75, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
| CUMMINSIND 30SEP2025 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 165 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 4080.40 | 165 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 4101.00 | 165 | 20.15 | 29.43 | 1 | 0 | 10 |
| 14 Sept | 4030.40 | 695.15 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4250 expiring on 30SEP2025
Delta for 4250 PE is 0.00
Historical price for 4250 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 165, 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
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 165, 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
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 165, which was 20.15 higher than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 10
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 695.15, 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
