CUMMINSIND
Cummins India Ltd
Historical option data for CUMMINSIND
23 Mar 2026 04:10 PM IST
| CUMMINSIND 30-MAR-2026 4650 CE | ||||||||||||||||
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Delta: 0.28
Vega: 2.11
Theta: -5.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 4518.00 | 35.95 | -38.7 | 33.52 | 561 | 38 | 252 | |||||||||
| 20 Mar | 4615.30 | 75 | 24.5 | 25.78 | 853 | 4 | 217 | |||||||||
| 19 Mar | 4505.70 | 50.45 | -92.55 | 31.97 | 351 | -5 | 210 | |||||||||
| 18 Mar | 4717.60 | 136.6 | 44.3 | 27.76 | 792 | -14 | 218 | |||||||||
| 17 Mar | 4596.40 | 94 | -10.5 | 30.95 | 387 | 26 | 240 | |||||||||
| 16 Mar | 4589.70 | 97.85 | -49.25 | 35.2 | 425 | -6 | 215 | |||||||||
| 13 Mar | 4649.70 | 150.9 | -54.55 | 30.22 | 359 | 30 | 226 | |||||||||
| 12 Mar | 4753.60 | 205.65 | 63.8 | 30.89 | 349 | -25 | 197 | |||||||||
| 11 Mar | 4630.70 | 139.8 | -61.55 | 31.96 | 317 | 188 | 222 | |||||||||
| 10 Mar | 4718.00 | 204.7 | -0.3 | 35.21 | 47 | 3 | 34 | |||||||||
| 9 Mar | 4691.30 | 205 | -89.85 | 39.23 | 92 | 8 | 31 | |||||||||
| 6 Mar | 4800.70 | 294.85 | 53.35 | 36 | 7 | -1 | 24 | |||||||||
| 5 Mar | 4791.40 | 238.2 | 99.35 | 25.16 | 104 | 19 | 26 | |||||||||
| 4 Mar | 4584.80 | 133.6 | 96.05 | 30.93 | 15 | 9 | 9 | |||||||||
| 2 Mar | 4816.80 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4898.30 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4962.80 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4918.50 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Feb | 4910.40 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4884.30 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4733.90 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4646.00 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4725.80 | 37.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4597.80 | 37.55 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 16 Feb | 4524.80 | 37.55 | 0 | 1.09 | 0 | 0 | 0 | |||||||||
| 13 Feb | 4412.40 | 37.55 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
| 12 Feb | 4429.30 | 37.55 | 0 | 2.5 | 0 | 0 | 0 | |||||||||
| 11 Feb | 4363.20 | 37.55 | 0 | 3.6 | 0 | 0 | 0 | |||||||||
| 10 Feb | 4418.30 | 37.55 | 0 | 2.63 | 0 | 0 | 0 | |||||||||
| 9 Feb | 4427.50 | 37.55 | 0 | 2.53 | 0 | 0 | 0 | |||||||||
| 6 Feb | 4368.40 | 37.55 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
| 5 Feb | 4391.40 | 37.55 | 0 | 3.24 | 0 | 0 | 0 | |||||||||
| 4 Feb | 4202.30 | 37.55 | 0 | 5.76 | 0 | 0 | 0 | |||||||||
| 3 Feb | 4165.80 | 37.55 | 0 | 6.03 | 0 | 0 | 0 | |||||||||
| 2 Feb | 4092.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 4020.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 4112.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 4650 expiring on 30MAR2026
Delta for 4650 CE is 0.28
Historical price for 4650 CE is as follows
On 23 Mar CUMMINSIND was trading at 4518.00. The strike last trading price was 35.95, which was -38.7 lower than the previous day. The implied volatity was 33.52, the open interest changed by 38 which increased total open position to 252
On 20 Mar CUMMINSIND was trading at 4615.30. The strike last trading price was 75, which was 24.5 higher than the previous day. The implied volatity was 25.78, the open interest changed by 4 which increased total open position to 217
On 19 Mar CUMMINSIND was trading at 4505.70. The strike last trading price was 50.45, which was -92.55 lower than the previous day. The implied volatity was 31.97, the open interest changed by -5 which decreased total open position to 210
On 18 Mar CUMMINSIND was trading at 4717.60. The strike last trading price was 136.6, which was 44.3 higher than the previous day. The implied volatity was 27.76, the open interest changed by -14 which decreased total open position to 218
On 17 Mar CUMMINSIND was trading at 4596.40. The strike last trading price was 94, which was -10.5 lower than the previous day. The implied volatity was 30.95, the open interest changed by 26 which increased total open position to 240
On 16 Mar CUMMINSIND was trading at 4589.70. The strike last trading price was 97.85, which was -49.25 lower than the previous day. The implied volatity was 35.2, the open interest changed by -6 which decreased total open position to 215
On 13 Mar CUMMINSIND was trading at 4649.70. The strike last trading price was 150.9, which was -54.55 lower than the previous day. The implied volatity was 30.22, the open interest changed by 30 which increased total open position to 226
On 12 Mar CUMMINSIND was trading at 4753.60. The strike last trading price was 205.65, which was 63.8 higher than the previous day. The implied volatity was 30.89, the open interest changed by -25 which decreased total open position to 197
On 11 Mar CUMMINSIND was trading at 4630.70. The strike last trading price was 139.8, which was -61.55 lower than the previous day. The implied volatity was 31.96, the open interest changed by 188 which increased total open position to 222
On 10 Mar CUMMINSIND was trading at 4718.00. The strike last trading price was 204.7, which was -0.3 lower than the previous day. The implied volatity was 35.21, the open interest changed by 3 which increased total open position to 34
On 9 Mar CUMMINSIND was trading at 4691.30. The strike last trading price was 205, which was -89.85 lower than the previous day. The implied volatity was 39.23, the open interest changed by 8 which increased total open position to 31
On 6 Mar CUMMINSIND was trading at 4800.70. The strike last trading price was 294.85, which was 53.35 higher than the previous day. The implied volatity was 36, the open interest changed by -1 which decreased total open position to 24
On 5 Mar CUMMINSIND was trading at 4791.40. The strike last trading price was 238.2, which was 99.35 higher than the previous day. The implied volatity was 25.16, the open interest changed by 19 which increased total open position to 26
On 4 Mar CUMMINSIND was trading at 4584.80. The strike last trading price was 133.6, which was 96.05 higher than the previous day. The implied volatity was 30.93, the open interest changed by 9 which increased total open position to 9
On 2 Mar CUMMINSIND was trading at 4816.80. The strike last trading price was 37.55, 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 27 Feb CUMMINSIND was trading at 4898.30. The strike last trading price was 37.55, 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 26 Feb CUMMINSIND was trading at 4962.80. The strike last trading price was 37.55, 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 25 Feb CUMMINSIND was trading at 4918.50. The strike last trading price was 37.55, 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 Feb CUMMINSIND was trading at 4910.40. The strike last trading price was 37.55, 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 Feb CUMMINSIND was trading at 4884.30. The strike last trading price was 37.55, 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 20 Feb CUMMINSIND was trading at 4733.90. The strike last trading price was 37.55, 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 19 Feb CUMMINSIND was trading at 4646.00. The strike last trading price was 37.55, 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 Feb CUMMINSIND was trading at 4725.80. The strike last trading price was 37.55, 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 Feb CUMMINSIND was trading at 4597.80. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 16 Feb CUMMINSIND was trading at 4524.80. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 13 Feb CUMMINSIND was trading at 4412.40. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 12 Feb CUMMINSIND was trading at 4429.30. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 2.5, the open interest changed by 0 which decreased total open position to 0
On 11 Feb CUMMINSIND was trading at 4363.20. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 3.6, the open interest changed by 0 which decreased total open position to 0
On 10 Feb CUMMINSIND was trading at 4418.30. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
On 9 Feb CUMMINSIND was trading at 4427.50. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 6 Feb CUMMINSIND was trading at 4368.40. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 5 Feb CUMMINSIND was trading at 4391.40. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 4 Feb CUMMINSIND was trading at 4202.30. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 3 Feb CUMMINSIND was trading at 4165.80. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0
On 2 Feb CUMMINSIND was trading at 4092.30. The strike last trading price was 0, 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 Feb CUMMINSIND was trading at 4020.90. The strike last trading price was 0, 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 Jan CUMMINSIND was trading at 4112.50. The strike last trading price was 0, 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 30MAR2026 4650 PE | |||||||
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Delta: -0.74
Vega: 2.03
Theta: -4.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 4518.00 | 183.5 | 74.25 | 35.78 | 71 | -14 | 322 |
| 20 Mar | 4615.30 | 114 | -58.2 | 35.96 | 194 | 12 | 338 |
| 19 Mar | 4505.70 | 173.1 | 108.5 | 30.76 | 123 | -25 | 327 |
| 18 Mar | 4717.60 | 68.75 | -59.4 | 31.29 | 232 | 28 | 356 |
| 17 Mar | 4596.40 | 128.05 | -30.45 | 32.57 | 51 | -7 | 327 |
| 16 Mar | 4589.70 | 161.6 | 15.5 | 35.64 | 176 | -35 | 337 |
| 13 Mar | 4649.70 | 128.3 | 27.9 | 38.54 | 417 | 54 | 379 |
| 12 Mar | 4753.60 | 101.05 | -58.65 | 38.18 | 184 | -9 | 325 |
| 11 Mar | 4630.70 | 159 | 52.85 | 38.93 | 394 | 117 | 334 |
| 10 Mar | 4718.00 | 103.6 | -32.4 | 33.37 | 117 | -5 | 216 |
| 9 Mar | 4691.30 | 136.35 | 51.2 | 36.77 | 132 | 4 | 217 |
| 6 Mar | 4800.70 | 82.5 | -2.6 | 34.17 | 87 | -6 | 213 |
| 5 Mar | 4791.40 | 84 | -97.35 | 32.55 | 159 | 0 | 218 |
| 4 Mar | 4584.80 | 184.8 | 114.3 | 33.84 | 226 | 3 | 218 |
| 2 Mar | 4816.80 | 73.35 | 25.9 | 31.22 | 226 | -46 | 215 |
| 27 Feb | 4898.30 | 45.7 | 7.8 | 27.12 | 96 | 4 | 262 |
| 26 Feb | 4962.80 | 36.65 | -14 | 27.31 | 184 | 32 | 258 |
| 25 Feb | 4918.50 | 49 | -15 | 27.74 | 326 | 156 | 228 |
| 24 Feb | 4910.40 | 64 | -9.6 | 30.56 | 88 | 25 | 73 |
| 23 Feb | 4884.30 | 72.85 | -33.55 | 30.28 | 112 | 35 | 47 |
| 20 Feb | 4733.90 | 107.9 | -33.95 | 27.64 | 21 | 5 | 13 |
| 19 Feb | 4646.00 | 139.7 | 26.7 | 26.56 | 7 | 1 | 8 |
| 18 Feb | 4725.80 | 113 | -597.6 | 27.05 | 12 | 6 | 6 |
| 17 Feb | 4597.80 | 710.6 | 0 | 0.05 | 0 | 0 | 0 |
| 16 Feb | 4524.80 | 710.6 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 4412.40 | 710.6 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 4429.30 | 710.6 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4363.20 | 710.6 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 4418.30 | 710.6 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 4427.50 | 710.6 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 4368.40 | 710.6 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 4391.40 | 710.6 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 4202.30 | 710.6 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 4165.80 | 710.6 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 4092.30 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 4020.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 4112.50 | 0 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 4650 expiring on 30MAR2026
Delta for 4650 PE is -0.74
Historical price for 4650 PE is as follows
On 23 Mar CUMMINSIND was trading at 4518.00. The strike last trading price was 183.5, which was 74.25 higher than the previous day. The implied volatity was 35.78, the open interest changed by -14 which decreased total open position to 322
On 20 Mar CUMMINSIND was trading at 4615.30. The strike last trading price was 114, which was -58.2 lower than the previous day. The implied volatity was 35.96, the open interest changed by 12 which increased total open position to 338
On 19 Mar CUMMINSIND was trading at 4505.70. The strike last trading price was 173.1, which was 108.5 higher than the previous day. The implied volatity was 30.76, the open interest changed by -25 which decreased total open position to 327
On 18 Mar CUMMINSIND was trading at 4717.60. The strike last trading price was 68.75, which was -59.4 lower than the previous day. The implied volatity was 31.29, the open interest changed by 28 which increased total open position to 356
On 17 Mar CUMMINSIND was trading at 4596.40. The strike last trading price was 128.05, which was -30.45 lower than the previous day. The implied volatity was 32.57, the open interest changed by -7 which decreased total open position to 327
On 16 Mar CUMMINSIND was trading at 4589.70. The strike last trading price was 161.6, which was 15.5 higher than the previous day. The implied volatity was 35.64, the open interest changed by -35 which decreased total open position to 337
On 13 Mar CUMMINSIND was trading at 4649.70. The strike last trading price was 128.3, which was 27.9 higher than the previous day. The implied volatity was 38.54, the open interest changed by 54 which increased total open position to 379
On 12 Mar CUMMINSIND was trading at 4753.60. The strike last trading price was 101.05, which was -58.65 lower than the previous day. The implied volatity was 38.18, the open interest changed by -9 which decreased total open position to 325
On 11 Mar CUMMINSIND was trading at 4630.70. The strike last trading price was 159, which was 52.85 higher than the previous day. The implied volatity was 38.93, the open interest changed by 117 which increased total open position to 334
On 10 Mar CUMMINSIND was trading at 4718.00. The strike last trading price was 103.6, which was -32.4 lower than the previous day. The implied volatity was 33.37, the open interest changed by -5 which decreased total open position to 216
On 9 Mar CUMMINSIND was trading at 4691.30. The strike last trading price was 136.35, which was 51.2 higher than the previous day. The implied volatity was 36.77, the open interest changed by 4 which increased total open position to 217
On 6 Mar CUMMINSIND was trading at 4800.70. The strike last trading price was 82.5, which was -2.6 lower than the previous day. The implied volatity was 34.17, the open interest changed by -6 which decreased total open position to 213
On 5 Mar CUMMINSIND was trading at 4791.40. The strike last trading price was 84, which was -97.35 lower than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 218
On 4 Mar CUMMINSIND was trading at 4584.80. The strike last trading price was 184.8, which was 114.3 higher than the previous day. The implied volatity was 33.84, the open interest changed by 3 which increased total open position to 218
On 2 Mar CUMMINSIND was trading at 4816.80. The strike last trading price was 73.35, which was 25.9 higher than the previous day. The implied volatity was 31.22, the open interest changed by -46 which decreased total open position to 215
On 27 Feb CUMMINSIND was trading at 4898.30. The strike last trading price was 45.7, which was 7.8 higher than the previous day. The implied volatity was 27.12, the open interest changed by 4 which increased total open position to 262
On 26 Feb CUMMINSIND was trading at 4962.80. The strike last trading price was 36.65, which was -14 lower than the previous day. The implied volatity was 27.31, the open interest changed by 32 which increased total open position to 258
On 25 Feb CUMMINSIND was trading at 4918.50. The strike last trading price was 49, which was -15 lower than the previous day. The implied volatity was 27.74, the open interest changed by 156 which increased total open position to 228
On 24 Feb CUMMINSIND was trading at 4910.40. The strike last trading price was 64, which was -9.6 lower than the previous day. The implied volatity was 30.56, the open interest changed by 25 which increased total open position to 73
On 23 Feb CUMMINSIND was trading at 4884.30. The strike last trading price was 72.85, which was -33.55 lower than the previous day. The implied volatity was 30.28, the open interest changed by 35 which increased total open position to 47
On 20 Feb CUMMINSIND was trading at 4733.90. The strike last trading price was 107.9, which was -33.95 lower than the previous day. The implied volatity was 27.64, the open interest changed by 5 which increased total open position to 13
On 19 Feb CUMMINSIND was trading at 4646.00. The strike last trading price was 139.7, which was 26.7 higher than the previous day. The implied volatity was 26.56, the open interest changed by 1 which increased total open position to 8
On 18 Feb CUMMINSIND was trading at 4725.80. The strike last trading price was 113, which was -597.6 lower than the previous day. The implied volatity was 27.05, the open interest changed by 6 which increased total open position to 6
On 17 Feb CUMMINSIND was trading at 4597.80. The strike last trading price was 710.6, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 16 Feb CUMMINSIND was trading at 4524.80. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4412.40. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4429.30. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4363.20. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4418.30. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4427.50. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4368.40. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4391.40. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4202.30. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4165.80. The strike last trading price was 710.6, 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 Feb CUMMINSIND was trading at 4092.30. The strike last trading price was 0, 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 Feb CUMMINSIND was trading at 4020.90. The strike last trading price was 0, 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 Jan CUMMINSIND was trading at 4112.50. The strike last trading price was 0, 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
