[--[65.84.65.76]--]

CUMMINSIND

Cummins India Ltd
4482.1 +11.50 (0.26%)
L: 4441.1 H: 4493.4

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Historical option data for CUMMINSIND

02 Jan 2026 04:10 PM IST
CUMMINSIND 27-JAN-2026 4450 CE
Delta: 0.63
Vega: 4.44
Theta: -2.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 4482.10 133 5.15 20.12 467 5 192
1 Jan 4470.60 125 17.6 20.43 879 -11 189
31 Dec 4434.40 105.7 18.5 21.35 705 -21 202
30 Dec 4389.90 86.9 -24.45 22.42 513 133 224
29 Dec 4402.20 111 10.8 23.83 320 89 95
26 Dec 4346.40 100.2 -104.15 24.83 7 5 5
24 Dec 4417.40 204.35 0 0.29 0 0 0
23 Dec 4503.20 204.35 0 - 0 0 0
22 Dec 4519.90 204.35 0 - 0 0 0
19 Dec 4410.40 204.35 0 0.01 0 0 0
18 Dec 4385.40 204.35 0 0.38 0 0 0
17 Dec 4512.70 204.35 0 - 0 0 0
16 Dec 4494.30 204.35 0 - 0 0 0
15 Dec 4539.90 204.35 0 - 0 0 0
12 Dec 4600.20 204.35 0 - 0 0 0
11 Dec 4531.90 204.35 0 - 0 0 0
10 Dec 4535.70 204.35 0 - 0 0 0
9 Dec 4479.10 204.35 0 - 0 0 0
8 Dec 4467.00 204.35 0 - 0 0 0
5 Dec 4468.90 204.35 0 - 0 0 0
4 Dec 4459.30 204.35 0 - 0 0 0
3 Dec 4514.10 204.35 0 - 0 0 0
2 Dec 4514.50 204.35 0 - 0 0 0
1 Dec 4544.20 204.35 0 - 0 0 0
28 Nov 4479.30 204.35 0 - 0 0 0


For Cummins India Ltd - strike price 4450 expiring on 27JAN2026

Delta for 4450 CE is 0.63

Historical price for 4450 CE is as follows

On 2 Jan CUMMINSIND was trading at 4482.10. The strike last trading price was 133, which was 5.15 higher than the previous day. The implied volatity was 20.12, the open interest changed by 5 which increased total open position to 192


On 1 Jan CUMMINSIND was trading at 4470.60. The strike last trading price was 125, which was 17.6 higher than the previous day. The implied volatity was 20.43, the open interest changed by -11 which decreased total open position to 189


On 31 Dec CUMMINSIND was trading at 4434.40. The strike last trading price was 105.7, which was 18.5 higher than the previous day. The implied volatity was 21.35, the open interest changed by -21 which decreased total open position to 202


On 30 Dec CUMMINSIND was trading at 4389.90. The strike last trading price was 86.9, which was -24.45 lower than the previous day. The implied volatity was 22.42, the open interest changed by 133 which increased total open position to 224


On 29 Dec CUMMINSIND was trading at 4402.20. The strike last trading price was 111, which was 10.8 higher than the previous day. The implied volatity was 23.83, the open interest changed by 89 which increased total open position to 95


On 26 Dec CUMMINSIND was trading at 4346.40. The strike last trading price was 100.2, which was -104.15 lower than the previous day. The implied volatity was 24.83, the open interest changed by 5 which increased total open position to 5


On 24 Dec CUMMINSIND was trading at 4417.40. The strike last trading price was 204.35, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 23 Dec CUMMINSIND was trading at 4503.20. The strike last trading price was 204.35, 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 22 Dec CUMMINSIND was trading at 4519.90. The strike last trading price was 204.35, 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 19 Dec CUMMINSIND was trading at 4410.40. The strike last trading price was 204.35, 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 18 Dec CUMMINSIND was trading at 4385.40. The strike last trading price was 204.35, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0


On 17 Dec CUMMINSIND was trading at 4512.70. The strike last trading price was 204.35, 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 16 Dec CUMMINSIND was trading at 4494.30. The strike last trading price was 204.35, 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 15 Dec CUMMINSIND was trading at 4539.90. The strike last trading price was 204.35, 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 Dec CUMMINSIND was trading at 4600.20. The strike last trading price was 204.35, 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 Dec CUMMINSIND was trading at 4531.90. The strike last trading price was 204.35, 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 Dec CUMMINSIND was trading at 4535.70. The strike last trading price was 204.35, 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 9 Dec CUMMINSIND was trading at 4479.10. The strike last trading price was 204.35, 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 8 Dec CUMMINSIND was trading at 4467.00. The strike last trading price was 204.35, 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 5 Dec CUMMINSIND was trading at 4468.90. The strike last trading price was 204.35, 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 Dec CUMMINSIND was trading at 4459.30. The strike last trading price was 204.35, 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 Dec CUMMINSIND was trading at 4514.10. The strike last trading price was 204.35, 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 2 Dec CUMMINSIND was trading at 4514.50. The strike last trading price was 204.35, 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 1 Dec CUMMINSIND was trading at 4544.20. The strike last trading price was 204.35, 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 28 Nov CUMMINSIND was trading at 4479.30. The strike last trading price was 204.35, 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 27JAN2026 4450 PE
Delta: -0.38
Vega: 4.46
Theta: -1.41
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 4482.10 67.35 -12.1 21.20 220 12 127
1 Jan 4470.60 81.35 -30.25 22.27 291 33 116
31 Dec 4434.40 111.95 -31.45 24.03 224 55 83
30 Dec 4389.90 150.7 17.7 25.93 83 12 29
29 Dec 4402.20 135 -161.55 25.76 31 16 16
26 Dec 4346.40 296.55 0 - 0 0 0
24 Dec 4417.40 296.55 0 - 0 0 0
23 Dec 4503.20 296.55 0 1.69 0 0 0
22 Dec 4519.90 296.55 0 2.15 0 0 0
19 Dec 4410.40 296.55 0 - 0 0 0
18 Dec 4385.40 296.55 0 - 0 0 0
17 Dec 4512.70 296.55 0 1.90 0 0 0
16 Dec 4494.30 296.55 0 1.61 0 0 0
15 Dec 4539.90 296.55 0 2.37 0 0 0
12 Dec 4600.20 296.55 0 3.22 0 0 0
11 Dec 4531.90 296.55 0 2.23 0 0 0
10 Dec 4535.70 296.55 0 2.34 0 0 0
9 Dec 4479.10 296.55 0 1.38 0 0 0
8 Dec 4467.00 296.55 0 1.17 0 0 0
5 Dec 4468.90 296.55 0 1.18 0 0 0
4 Dec 4459.30 296.55 0 1.07 0 0 0
3 Dec 4514.10 296.55 0 2.08 0 0 0
2 Dec 4514.50 296.55 0 1.86 0 0 0
1 Dec 4544.20 296.55 0 2.41 0 0 0
28 Nov 4479.30 296.55 0 1.48 0 0 0


For Cummins India Ltd - strike price 4450 expiring on 27JAN2026

Delta for 4450 PE is -0.38

Historical price for 4450 PE is as follows

On 2 Jan CUMMINSIND was trading at 4482.10. The strike last trading price was 67.35, which was -12.1 lower than the previous day. The implied volatity was 21.20, the open interest changed by 12 which increased total open position to 127


On 1 Jan CUMMINSIND was trading at 4470.60. The strike last trading price was 81.35, which was -30.25 lower than the previous day. The implied volatity was 22.27, the open interest changed by 33 which increased total open position to 116


On 31 Dec CUMMINSIND was trading at 4434.40. The strike last trading price was 111.95, which was -31.45 lower than the previous day. The implied volatity was 24.03, the open interest changed by 55 which increased total open position to 83


On 30 Dec CUMMINSIND was trading at 4389.90. The strike last trading price was 150.7, which was 17.7 higher than the previous day. The implied volatity was 25.93, the open interest changed by 12 which increased total open position to 29


On 29 Dec CUMMINSIND was trading at 4402.20. The strike last trading price was 135, which was -161.55 lower than the previous day. The implied volatity was 25.76, the open interest changed by 16 which increased total open position to 16


On 26 Dec CUMMINSIND was trading at 4346.40. The strike last trading price was 296.55, 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 24 Dec CUMMINSIND was trading at 4417.40. The strike last trading price was 296.55, 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 23 Dec CUMMINSIND was trading at 4503.20. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0


On 22 Dec CUMMINSIND was trading at 4519.90. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0


On 19 Dec CUMMINSIND was trading at 4410.40. The strike last trading price was 296.55, 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 Dec CUMMINSIND was trading at 4385.40. The strike last trading price was 296.55, 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 17 Dec CUMMINSIND was trading at 4512.70. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0


On 16 Dec CUMMINSIND was trading at 4494.30. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0


On 15 Dec CUMMINSIND was trading at 4539.90. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 12 Dec CUMMINSIND was trading at 4600.20. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 11 Dec CUMMINSIND was trading at 4531.90. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 10 Dec CUMMINSIND was trading at 4535.70. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 9 Dec CUMMINSIND was trading at 4479.10. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


On 8 Dec CUMMINSIND was trading at 4467.00. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0


On 5 Dec CUMMINSIND was trading at 4468.90. The strike last trading price was 296.55, 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 4 Dec CUMMINSIND was trading at 4459.30. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0


On 3 Dec CUMMINSIND was trading at 4514.10. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


On 2 Dec CUMMINSIND was trading at 4514.50. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 1 Dec CUMMINSIND was trading at 4544.20. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0


On 28 Nov CUMMINSIND was trading at 4479.30. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0