CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.46
Theta: -0.90
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 3990.10 | 2.45 | -2.55 | 30.21 | 189 | 14 | 131 | |||||||||
| 21 Sept | 4080.40 | 5 | -2.55 | 22.77 | 40 | 3 | 117 | |||||||||
| 18 Sept | 4101.00 | 7.5 | -4 | 22.30 | 148 | 30 | 124 | |||||||||
| 14 Sept | 4030.40 | 9.7 | -1 | 24.28 | 3 | 1 | 19 | |||||||||
For Cummins India Ltd - strike price 4350 expiring on 30SEP2025
Delta for 4350 CE is 0.04
Historical price for 4350 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 2.45, which was -2.55 lower than the previous day. The implied volatity was 30.21, the open interest changed by 14 which increased total open position to 131
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 5, which was -2.55 lower than the previous day. The implied volatity was 22.77, the open interest changed by 3 which increased total open position to 117
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 7.5, which was -4 lower than the previous day. The implied volatity was 22.30, the open interest changed by 30 which increased total open position to 124
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 9.7, which was -1 lower than the previous day. The implied volatity was 24.28, the open interest changed by 1 which increased total open position to 19
| CUMMINSIND 30SEP2025 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3990.10 | 783.2 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 4080.40 | 783.2 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 4101.00 | 783.2 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 4030.40 | 783.2 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4350 expiring on 30SEP2025
Delta for 4350 PE is -
Historical price for 4350 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 783.2, 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 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 783.2, 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 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 783.2, 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 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 783.2, 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
