CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.36
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3990.10 | 1.85 | -1.55 | 32.08 | 200 | -21 | 444 | |||||||||
| 21 Sept | 4080.40 | 3.3 | -2.05 | 23.96 | 329 | -58 | 464 | |||||||||
| 18 Sept | 4101.00 | 5.5 | -2.75 | 23.91 | 395 | 12 | 517 | |||||||||
| 14 Sept | 4030.40 | 5.6 | -2.15 | 23.85 | 246 | -11 | 528 | |||||||||
For Cummins India Ltd - strike price 4400 expiring on 30SEP2025
Delta for 4400 CE is 0.03
Historical price for 4400 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 1.85, which was -1.55 lower than the previous day. The implied volatity was 32.08, the open interest changed by -21 which decreased total open position to 444
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 3.3, which was -2.05 lower than the previous day. The implied volatity was 23.96, the open interest changed by -58 which decreased total open position to 464
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 5.5, which was -2.75 lower than the previous day. The implied volatity was 23.91, the open interest changed by 12 which increased total open position to 517
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 5.6, which was -2.15 lower than the previous day. The implied volatity was 23.85, the open interest changed by -11 which decreased total open position to 528
| CUMMINSIND 30SEP2025 4400 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 | 1006.15 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 4080.40 | 1006.15 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 4101.00 | 1006.15 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 4030.40 | 1006.15 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4400 expiring on 30SEP2025
Delta for 4400 PE is -
Historical price for 4400 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 1006.15, 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
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 1006.15, 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
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 1006.15, 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
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 1006.15, 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
