CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
09 Dec 2025 04:10 PM IST
| CUMMINSIND 30-DEC-2025 4350 CE | ||||||||||||||||
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Delta: 0.75
Vega: 3.43
Theta: -2.63
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.26
Vega: 3.50
Theta: -1.56
Gamma: 0.00
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| 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































































































































































































































