CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.60
Theta: -1.12
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3990.10 | 3.4 | -3.9 | 28.41 | 635 | -161 | 268 | |||||||||
| 21 Sept | 4080.40 | 7.3 | -4.6 | 21.25 | 364 | -36 | 429 | |||||||||
| 18 Sept | 4101.00 | 11.5 | -6.3 | 21.24 | 761 | 32 | 465 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 4030.40 | 11.75 | -4 | 22.56 | 191 | 4 | 327 | |||||||||
For Cummins India Ltd - strike price 4300 expiring on 30SEP2025
Delta for 4300 CE is 0.05
Historical price for 4300 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 3.4, which was -3.9 lower than the previous day. The implied volatity was 28.41, the open interest changed by -161 which decreased total open position to 268
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 7.3, which was -4.6 lower than the previous day. The implied volatity was 21.25, the open interest changed by -36 which decreased total open position to 429
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 11.5, which was -6.3 lower than the previous day. The implied volatity was 21.24, the open interest changed by 32 which increased total open position to 465
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 11.75, which was -4 lower than the previous day. The implied volatity was 22.56, the open interest changed by 4 which increased total open position to 327
| CUMMINSIND 30SEP2025 4300 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 | 183.25 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 4080.40 | 183.25 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 4101.00 | 183.25 | 0 | 0.00 | 0 | -5 | 0 |
| 14 Sept | 4030.40 | 274.5 | -20 | 29.08 | 5 | 4 | 4 |
For Cummins India Ltd - strike price 4300 expiring on 30SEP2025
Delta for 4300 PE is 0.00
Historical price for 4300 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 183.25, 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 183.25, 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 183.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 274.5, which was -20 lower than the previous day. The implied volatity was 29.08, the open interest changed by 4 which increased total open position to 4
