CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
22 Sep 2025 08:00 PM IST
| CUMMINSIND 30SEP2025 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.26
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3990.10 | 1.4 | -0.3 | 36.85 | 70 | 20 | 180 | |||||||||
| 21 Sept | 4080.40 | 1.65 | -1.15 | 26.63 | 108 | 10 | 161 | |||||||||
| 18 Sept | 4101.00 | 2.75 | -0.7 | 26.33 | 183 | 52 | 151 | |||||||||
| 14 Sept | 4030.40 | 4.1 | -0.7 | 27.08 | 20 | 12 | 69 | |||||||||
For Cummins India Ltd - strike price 4500 expiring on 30SEP2025
Delta for 4500 CE is 0.02
Historical price for 4500 CE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 36.85, the open interest changed by 20 which increased total open position to 180
On 21 Sept CUMMINSIND was trading at 4080.40. The strike last trading price was 1.65, which was -1.15 lower than the previous day. The implied volatity was 26.63, the open interest changed by 10 which increased total open position to 161
On 18 Sept CUMMINSIND was trading at 4101.00. The strike last trading price was 2.75, which was -0.7 lower than the previous day. The implied volatity was 26.33, the open interest changed by 52 which increased total open position to 151
On 14 Sept CUMMINSIND was trading at 4030.40. The strike last trading price was 4.1, which was -0.7 lower than the previous day. The implied volatity was 27.08, the open interest changed by 12 which increased total open position to 69
| CUMMINSIND 30SEP2025 4500 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 | 905.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 4080.40 | 905.8 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 4101.00 | 905.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 4030.40 | 905.8 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4500 expiring on 30SEP2025
Delta for 4500 PE is -
Historical price for 4500 PE is as follows
On 22 Sept CUMMINSIND was trading at 3990.10. The strike last trading price was 905.8, 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 905.8, 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 905.8, 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 905.8, 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
