[--[65.84.65.76]--]

CUMMINSIND

Cummins India Ltd
4479.1 +12.10 (0.27%)
L: 4412.1 H: 4496

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Historical option data for CUMMINSIND

09 Dec 2025 04:10 PM IST
CUMMINSIND 30-DEC-2025 4350 CE
Delta: 0.75
Vega: 3.43
Theta: -2.63
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4479.10 181.1 2.7 21.58 29 -1 115
8 Dec 4467.00 178.4 -33.9 - 0 0 116
5 Dec 4468.90 178.4 -33.9 - 0 -2 0
4 Dec 4459.30 178.4 -33.9 20.64 8 -3 115
3 Dec 4514.10 219.85 1.8 18.48 18 -6 121
2 Dec 4514.50 215.7 -29.95 19.19 7 -1 126
1 Dec 4544.20 244.25 40 20.09 40 -16 129
28 Nov 4479.30 206.1 14.2 21.11 218 -29 146
27 Nov 4449.40 191.6 33.3 22.50 270 70 180
26 Nov 4408.20 160.6 39.4 20.02 271 3 108
25 Nov 4311.30 119.25 -0.25 22.94 218 22 114
24 Nov 4299.00 120 -22.85 23.33 243 35 93
21 Nov 4333.80 143.75 -33.1 22.15 80 10 59
20 Nov 4375.70 184 -55.45 24.22 144 51 51
19 Nov 4261.30 239.45 0 0.71 0 0 0
18 Nov 4252.40 239.45 0 1.02 0 0 0
17 Nov 4381.20 239.45 0 - 0 0 0
14 Nov 4283.20 239.45 0 - 0 0 0
13 Nov 4366.20 239.45 0 - 0 0 0
12 Nov 4395.40 239.45 0 - 0 0 0
11 Nov 4414.20 239.45 0 - 0 0 0
10 Nov 4349.20 239.45 0 - 0 0 0
7 Nov 4291.80 239.45 0 0.01 0 0 0
6 Nov 4316.10 239.45 0 - 0 0 0
4 Nov 4316.80 239.45 0 - 0 0 0
3 Nov 4379.70 239.45 0 - 0 0 0
31 Oct 4344.10 239.45 0 - 0 0 0
30 Oct 4384.20 239.45 0 - 0 0 0
29 Oct 4357.90 239.45 0 - 0 0 0


For Cummins India Ltd - strike price 4350 expiring on 30DEC2025

Delta for 4350 CE is 0.75

Historical price for 4350 CE is as follows

On 9 Dec CUMMINSIND was trading at 4479.10. The strike last trading price was 181.1, which was 2.7 higher than the previous day. The implied volatity was 21.58, the open interest changed by -1 which decreased total open position to 115


On 8 Dec CUMMINSIND was trading at 4467.00. The strike last trading price was 178.4, which was -33.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116


On 5 Dec CUMMINSIND was trading at 4468.90. The strike last trading price was 178.4, which was -33.9 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 4 Dec CUMMINSIND was trading at 4459.30. The strike last trading price was 178.4, which was -33.9 lower than the previous day. The implied volatity was 20.64, the open interest changed by -3 which decreased total open position to 115


On 3 Dec CUMMINSIND was trading at 4514.10. The strike last trading price was 219.85, which was 1.8 higher than the previous day. The implied volatity was 18.48, the open interest changed by -6 which decreased total open position to 121


On 2 Dec CUMMINSIND was trading at 4514.50. The strike last trading price was 215.7, which was -29.95 lower than the previous day. The implied volatity was 19.19, the open interest changed by -1 which decreased total open position to 126


On 1 Dec CUMMINSIND was trading at 4544.20. The strike last trading price was 244.25, which was 40 higher than the previous day. The implied volatity was 20.09, the open interest changed by -16 which decreased total open position to 129


On 28 Nov CUMMINSIND was trading at 4479.30. The strike last trading price was 206.1, which was 14.2 higher than the previous day. The implied volatity was 21.11, the open interest changed by -29 which decreased total open position to 146


On 27 Nov CUMMINSIND was trading at 4449.40. The strike last trading price was 191.6, which was 33.3 higher than the previous day. The implied volatity was 22.50, the open interest changed by 70 which increased total open position to 180


On 26 Nov CUMMINSIND was trading at 4408.20. The strike last trading price was 160.6, which was 39.4 higher than the previous day. The implied volatity was 20.02, the open interest changed by 3 which increased total open position to 108


On 25 Nov CUMMINSIND was trading at 4311.30. The strike last trading price was 119.25, which was -0.25 lower than the previous day. The implied volatity was 22.94, the open interest changed by 22 which increased total open position to 114


On 24 Nov CUMMINSIND was trading at 4299.00. The strike last trading price was 120, which was -22.85 lower than the previous day. The implied volatity was 23.33, the open interest changed by 35 which increased total open position to 93


On 21 Nov CUMMINSIND was trading at 4333.80. The strike last trading price was 143.75, which was -33.1 lower than the previous day. The implied volatity was 22.15, the open interest changed by 10 which increased total open position to 59


On 20 Nov CUMMINSIND was trading at 4375.70. The strike last trading price was 184, which was -55.45 lower than the previous day. The implied volatity was 24.22, the open interest changed by 51 which increased total open position to 51


On 19 Nov CUMMINSIND was trading at 4261.30. The strike last trading price was 239.45, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 18 Nov CUMMINSIND was trading at 4252.40. The strike last trading price was 239.45, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0


On 17 Nov CUMMINSIND was trading at 4381.20. The strike last trading price was 239.45, 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 Nov CUMMINSIND was trading at 4283.20. The strike last trading price was 239.45, 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 13 Nov CUMMINSIND was trading at 4366.20. The strike last trading price was 239.45, 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 12 Nov CUMMINSIND was trading at 4395.40. The strike last trading price was 239.45, 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 11 Nov CUMMINSIND was trading at 4414.20. The strike last trading price was 239.45, 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 10 Nov CUMMINSIND was trading at 4349.20. The strike last trading price was 239.45, 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 7 Nov CUMMINSIND was trading at 4291.80. The strike last trading price was 239.45, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 6 Nov CUMMINSIND was trading at 4316.10. The strike last trading price was 239.45, 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 4 Nov CUMMINSIND was trading at 4316.80. The strike last trading price was 239.45, 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 3 Nov CUMMINSIND was trading at 4379.70. The strike last trading price was 239.45, 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 31 Oct CUMMINSIND was trading at 4344.10. The strike last trading price was 239.45, 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 30 Oct CUMMINSIND was trading at 4384.20. The strike last trading price was 239.45, 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 29 Oct CUMMINSIND was trading at 4357.90. The strike last trading price was 239.45, 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


CUMMINSIND 30DEC2025 4350 PE
Delta: -0.26
Vega: 3.50
Theta: -1.56
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4479.10 40.2 -10.05 22.75 107 3 157
8 Dec 4467.00 50.25 8.9 24.39 203 2 152
5 Dec 4468.90 45.55 -5.5 21.72 72 5 151
4 Dec 4459.30 49.7 10.5 22.15 157 -6 146
3 Dec 4514.10 38.1 -5.3 22.87 82 -2 151
2 Dec 4514.50 43 2.6 23.16 147 -13 154
1 Dec 4544.20 40.5 -15.45 23.92 141 12 170
28 Nov 4479.30 56 -9.6 22.88 458 3 158
27 Nov 4449.40 67.65 -14.25 22.94 419 37 158
26 Nov 4408.20 82.65 -48.6 23.84 408 60 121
25 Nov 4311.30 131.8 -7.95 24.26 44 11 62
24 Nov 4299.00 140 7.5 23.98 98 38 51
21 Nov 4333.80 130 12.2 26.16 13 5 14
20 Nov 4375.70 117.1 -61.9 27.00 27 6 8
19 Nov 4261.30 179 67 28.04 1 0 1
18 Nov 4252.40 112 -146.25 - 0 0 0
17 Nov 4381.20 112 -146.25 - 0 0 0
14 Nov 4283.20 112 -146.25 - 0 1 0
13 Nov 4366.20 112 -146.25 22.37 1 0 0
12 Nov 4395.40 258.25 0 1.56 0 0 0
11 Nov 4414.20 258.25 0 1.87 0 0 0
10 Nov 4349.20 258.25 0 0.93 0 0 0
7 Nov 4291.80 258.25 0 - 0 0 0
6 Nov 4316.10 258.25 0 0.50 0 0 0
4 Nov 4316.80 258.25 0 0.60 0 0 0
3 Nov 4379.70 258.25 0 1.18 0 0 0
31 Oct 4344.10 258.25 0 - 0 0 0
30 Oct 4384.20 258.25 0 1.78 0 0 0
29 Oct 4357.90 258.25 0 1.23 0 0 0


For Cummins India Ltd - strike price 4350 expiring on 30DEC2025

Delta for 4350 PE is -0.26

Historical price for 4350 PE is as follows

On 9 Dec CUMMINSIND was trading at 4479.10. The strike last trading price was 40.2, which was -10.05 lower than the previous day. The implied volatity was 22.75, the open interest changed by 3 which increased total open position to 157


On 8 Dec CUMMINSIND was trading at 4467.00. The strike last trading price was 50.25, which was 8.9 higher than the previous day. The implied volatity was 24.39, the open interest changed by 2 which increased total open position to 152


On 5 Dec CUMMINSIND was trading at 4468.90. The strike last trading price was 45.55, which was -5.5 lower than the previous day. The implied volatity was 21.72, the open interest changed by 5 which increased total open position to 151


On 4 Dec CUMMINSIND was trading at 4459.30. The strike last trading price was 49.7, which was 10.5 higher than the previous day. The implied volatity was 22.15, the open interest changed by -6 which decreased total open position to 146


On 3 Dec CUMMINSIND was trading at 4514.10. The strike last trading price was 38.1, which was -5.3 lower than the previous day. The implied volatity was 22.87, the open interest changed by -2 which decreased total open position to 151


On 2 Dec CUMMINSIND was trading at 4514.50. The strike last trading price was 43, which was 2.6 higher than the previous day. The implied volatity was 23.16, the open interest changed by -13 which decreased total open position to 154


On 1 Dec CUMMINSIND was trading at 4544.20. The strike last trading price was 40.5, which was -15.45 lower than the previous day. The implied volatity was 23.92, the open interest changed by 12 which increased total open position to 170


On 28 Nov CUMMINSIND was trading at 4479.30. The strike last trading price was 56, which was -9.6 lower than the previous day. The implied volatity was 22.88, the open interest changed by 3 which increased total open position to 158


On 27 Nov CUMMINSIND was trading at 4449.40. The strike last trading price was 67.65, which was -14.25 lower than the previous day. The implied volatity was 22.94, the open interest changed by 37 which increased total open position to 158


On 26 Nov CUMMINSIND was trading at 4408.20. The strike last trading price was 82.65, which was -48.6 lower than the previous day. The implied volatity was 23.84, the open interest changed by 60 which increased total open position to 121


On 25 Nov CUMMINSIND was trading at 4311.30. The strike last trading price was 131.8, which was -7.95 lower than the previous day. The implied volatity was 24.26, the open interest changed by 11 which increased total open position to 62


On 24 Nov CUMMINSIND was trading at 4299.00. The strike last trading price was 140, which was 7.5 higher than the previous day. The implied volatity was 23.98, the open interest changed by 38 which increased total open position to 51


On 21 Nov CUMMINSIND was trading at 4333.80. The strike last trading price was 130, which was 12.2 higher than the previous day. The implied volatity was 26.16, the open interest changed by 5 which increased total open position to 14


On 20 Nov CUMMINSIND was trading at 4375.70. The strike last trading price was 117.1, which was -61.9 lower than the previous day. The implied volatity was 27.00, the open interest changed by 6 which increased total open position to 8


On 19 Nov CUMMINSIND was trading at 4261.30. The strike last trading price was 179, which was 67 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 1


On 18 Nov CUMMINSIND was trading at 4252.40. The strike last trading price was 112, which was -146.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov CUMMINSIND was trading at 4381.20. The strike last trading price was 112, which was -146.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov CUMMINSIND was trading at 4283.20. The strike last trading price was 112, which was -146.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov CUMMINSIND was trading at 4366.20. The strike last trading price was 112, which was -146.25 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 0


On 12 Nov CUMMINSIND was trading at 4395.40. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 11 Nov CUMMINSIND was trading at 4414.20. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 10 Nov CUMMINSIND was trading at 4349.20. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 7 Nov CUMMINSIND was trading at 4291.80. The strike last trading price was 258.25, 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 6 Nov CUMMINSIND was trading at 4316.10. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 4 Nov CUMMINSIND was trading at 4316.80. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0


On 3 Nov CUMMINSIND was trading at 4379.70. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


On 31 Oct CUMMINSIND was trading at 4344.10. The strike last trading price was 258.25, 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 30 Oct CUMMINSIND was trading at 4384.20. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0


On 29 Oct CUMMINSIND was trading at 4357.90. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0