Historical option data for CUMMINSIND
11 Jun 2026 04:10 PM IST
| CUMMINSIND 30-Jun-2026 (18d) 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0.05
Theta: -3.91
Gamma: 0.00107
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 5557.00 | 187 | -37.2 (-16.59%) | 28.11 | 243 | 89 | 497 | |||||||||
| 10 Jun | 5609.50 | 222 | -30.3 (-12.01%) | 28.03 | 111 | -6 | 408 | |||||||||
| 9 Jun | 5625.50 | 248 | 14.3 (6.12%) | 31.33 | 74 | 8 | 414 | |||||||||
| 8 Jun | 5610.50 | 220.2 | -156.55 (-41.55%) | 31.62 | 231 | 75 | 406 | |||||||||
| 5 Jun | 5784.00 | 380 | -13.9 (-3.53%) | 32.07 | 35 | -14 | 330 | |||||||||
| 4 Jun | 5787.50 | 393.75 | 63.65 (19.28%) | 30.88 | 426 | 43 | 344 | |||||||||
| 3 Jun | 5692.50 | 329.4 | -7.65 (-2.27%) | 31.42 | 172 | 80 | 300 | |||||||||
| 2 Jun | 5708.00 | 339.9 | 28.15 (9.03%) | 33.02 | 174 | 57 | 219 | |||||||||
| 1 Jun | 5680.50 | 317.3 | -171.6 (-35.10%) | 30.8 | 100 | -37 | 163 | |||||||||
| 29 May | 5881.00 | 495 | -98.05 (-16.53%) | 31.9 | 84 | -29 | 199 | |||||||||
| 27 May | 6027.50 | 632 | 431.9 (215.84%) | 34.03 | 2,518 | -67 | 230 | |||||||||
| 26 May | 5418.50 | 202.4 | 15.95 (8.55%) | 33.91 | 322 | 95 | 297 | |||||||||
| 25 May | 5382.00 | 185 | 15 (8.82%) | 33.56 | 107 | 12 | 205 | |||||||||
| 22 May | 5353.00 | 172 | -12 (-6.52%) | 31.91 | 97 | 59 | 192 | |||||||||
| 21 May | 5390.00 | 180 | -27 (-13.04%) | 30.66 | 57 | 15 | 131 | |||||||||
| 20 May | 5399.50 | 201 | 57 (39.58%) | 32.47 | 150 | 78 | 116 | |||||||||
| 19 May | 5254.00 | 144.15 | -6.85 (-4.54%) | 31.47 | 41 | 9 | 36 | |||||||||
| 18 May | 5298.50 | 150.55 | -58.45 (-27.97%) | 31.88 | 21 | 13 | 26 | |||||||||
| 15 May | 5392.00 | 208.55 | 138.8 (199.00%) | 31.37 | 18 | 13 | 13 | |||||||||
| 14 May | 5367.00 | 0 | -69.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 5212.00 | 0 | -69.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 5160.00 | 0 | -69.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5238.50 | 0 | -69.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 5401.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 5403.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 5324.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 5260.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 5289.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 5258.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 5264.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 5232.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 5500 expiring on 30JUN2026
Delta for 5500 CE is 0.6
Historical price for 5500 CE is as follows
On 11 Jun CUMMINSIND was trading at 5557.00. The strike last trading price was 187, which was -37.2 lower than the previous day. The implied volatity was 28.11, the open interest changed by 89 which increased total open position to 497
On 10 Jun CUMMINSIND was trading at 5609.50. The strike last trading price was 222, which was -30.3 lower than the previous day. The implied volatity was 28.03, the open interest changed by -6 which decreased total open position to 408
On 9 Jun CUMMINSIND was trading at 5625.50. The strike last trading price was 248, which was 14.3 higher than the previous day. The implied volatity was 31.33, the open interest changed by 8 which increased total open position to 414
On 8 Jun CUMMINSIND was trading at 5610.50. The strike last trading price was 220.2, which was -156.55 lower than the previous day. The implied volatity was 31.62, the open interest changed by 75 which increased total open position to 406
On 5 Jun CUMMINSIND was trading at 5784.00. The strike last trading price was 380, which was -13.9 lower than the previous day. The implied volatity was 32.07, the open interest changed by -14 which decreased total open position to 330
On 4 Jun CUMMINSIND was trading at 5787.50. The strike last trading price was 393.75, which was 63.65 higher than the previous day. The implied volatity was 30.88, the open interest changed by 43 which increased total open position to 344
On 3 Jun CUMMINSIND was trading at 5692.50. The strike last trading price was 329.4, which was -7.65 lower than the previous day. The implied volatity was 31.42, the open interest changed by 80 which increased total open position to 300
On 2 Jun CUMMINSIND was trading at 5708.00. The strike last trading price was 339.9, which was 28.15 higher than the previous day. The implied volatity was 33.02, the open interest changed by 57 which increased total open position to 219
On 1 Jun CUMMINSIND was trading at 5680.50. The strike last trading price was 317.3, which was -171.6 lower than the previous day. The implied volatity was 30.8, the open interest changed by -37 which decreased total open position to 163
On 29 May CUMMINSIND was trading at 5881.00. The strike last trading price was 495, which was -98.05 lower than the previous day. The implied volatity was 31.9, the open interest changed by -29 which decreased total open position to 199
On 27 May CUMMINSIND was trading at 6027.50. The strike last trading price was 632, which was 431.9 higher than the previous day. The implied volatity was 34.03, the open interest changed by -67 which decreased total open position to 230
On 26 May CUMMINSIND was trading at 5418.50. The strike last trading price was 202.4, which was 15.95 higher than the previous day. The implied volatity was 33.91, the open interest changed by 95 which increased total open position to 297
On 25 May CUMMINSIND was trading at 5382.00. The strike last trading price was 185, which was 15 higher than the previous day. The implied volatity was 33.56, the open interest changed by 12 which increased total open position to 205
On 22 May CUMMINSIND was trading at 5353.00. The strike last trading price was 172, which was -12 lower than the previous day. The implied volatity was 31.91, the open interest changed by 59 which increased total open position to 192
On 21 May CUMMINSIND was trading at 5390.00. The strike last trading price was 180, which was -27 lower than the previous day. The implied volatity was 30.66, the open interest changed by 15 which increased total open position to 131
On 20 May CUMMINSIND was trading at 5399.50. The strike last trading price was 201, which was 57 higher than the previous day. The implied volatity was 32.47, the open interest changed by 78 which increased total open position to 116
On 19 May CUMMINSIND was trading at 5254.00. The strike last trading price was 144.15, which was -6.85 lower than the previous day. The implied volatity was 31.47, the open interest changed by 9 which increased total open position to 36
On 18 May CUMMINSIND was trading at 5298.50. The strike last trading price was 150.55, which was -58.45 lower than the previous day. The implied volatity was 31.88, the open interest changed by 13 which increased total open position to 26
On 15 May CUMMINSIND was trading at 5392.00. The strike last trading price was 208.55, which was 138.8 higher than the previous day. The implied volatity was 31.37, the open interest changed by 13 which increased total open position to 13
On 14 May CUMMINSIND was trading at 5367.00. The strike last trading price was 0, which was -69.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May CUMMINSIND was trading at 5212.00. The strike last trading price was 0, which was -69.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May CUMMINSIND was trading at 5160.00. The strike last trading price was 0, which was -69.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May CUMMINSIND was trading at 5238.50. The strike last trading price was 0, which was -69.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May CUMMINSIND was trading at 5401.00. 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 7 May CUMMINSIND was trading at 5403.00. 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 6 May CUMMINSIND was trading at 5324.50. 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
On 5 May CUMMINSIND was trading at 5260.00. 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 4 May CUMMINSIND was trading at 5289.00. 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 28 Apr CUMMINSIND was trading at 5258.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr CUMMINSIND was trading at 5264.50. 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
On 24 Apr CUMMINSIND was trading at 5232.00. 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 30-Jun-2026 (18d) 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.05
Theta: -3.04
Gamma: 0.00108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 5557.00 | 103.85 | 14.05 (15.65%) | 27.78 | 414 | -9 | 493 |
| 10 Jun | 5609.50 | 88.1 | 7 (8.63%) | 27.46 | 445 | 19 | 502 |
| 9 Jun | 5625.50 | 80 | -22.75 (-22.14%) | 26.06 | 490 | -38 | 483 |
| 8 Jun | 5610.50 | 110.4 | 60.35 (120.58%) | 29.03 | 476 | -34 | 511 |
| 5 Jun | 5784.00 | 49 | -8 (-14.04%) | 26.53 | 149 | -9 | 546 |
| 4 Jun | 5787.50 | 55 | -26 (-32.10%) | 28.53 | 424 | 43 | 556 |
| 3 Jun | 5692.50 | 82.3 | 8.6 (11.67%) | 28.29 | 575 | -3 | 516 |
| 2 Jun | 5708.00 | 71.2 | -11.6 (-14.01%) | 25.52 | 679 | 61 | 519 |
| 1 Jun | 5680.50 | 81 | 38.55 (90.81%) | 26.33 | 2,142 | -150 | 458 |
| 29 May | 5881.00 | 40 | -2.55 (-5.99%) | 26.3 | 3,076 | -55 | 607 |
| 27 May | 6027.50 | 36.35 | -196.5 (-84.39%) | 30.48 | 3,067 | 634 | 663 |
| 26 May | 5418.50 | 230 | -39.95 (-14.80%) | 29.78 | 42 | 7 | 29 |
| 25 May | 5382.00 | 260.9 | 0.9 (0.35%) | 31.67 | 26 | 14 | 22 |
| 22 May | 5353.00 | 260 | 260 (0.00%) | 30.67 | 1 | 0 | 8 |
| 21 May | 5390.00 | 260 | 0 (0.00%) | 30.67 | 1 | 0 | 8 |
| 20 May | 5399.50 | 261.25 | -38.75 (-12.92%) | 31.32 | 8 | 6 | 9 |
| 19 May | 5254.00 | 300 | 59.05 (24.51%) | 28.35 | 1 | 0 | 2 |
| 18 May | 5298.50 | 240.95 | 240.95 (0.00%) | - | 0 | 0 | 2 |
| 15 May | 5392.00 | 240.95 | -34.05 (-12.38%) | 25.4 | 1 | 0 | 1 |
| 14 May | 5367.00 | 275 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 5212.00 | 275 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 5160.00 | 275 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 5238.50 | 275 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 5401.00 | 275 | 0 (0.00%) | 30.49 | 0 | 0 | 1 |
| 7 May | 5403.00 | 275 | -696.15 (-71.68%) | 30.49 | 1 | 0 | 0 |
| 6 May | 5324.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 5260.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 5289.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 5258.00 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 5264.50 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 5232.00 | 0 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 5500 expiring on 30JUN2026
Delta for 5500 PE is -0.4
Historical price for 5500 PE is as follows
On 11 Jun CUMMINSIND was trading at 5557.00. The strike last trading price was 103.85, which was 14.05 higher than the previous day. The implied volatity was 27.78, the open interest changed by -9 which decreased total open position to 493
On 10 Jun CUMMINSIND was trading at 5609.50. The strike last trading price was 88.1, which was 7 higher than the previous day. The implied volatity was 27.46, the open interest changed by 19 which increased total open position to 502
On 9 Jun CUMMINSIND was trading at 5625.50. The strike last trading price was 80, which was -22.75 lower than the previous day. The implied volatity was 26.06, the open interest changed by -38 which decreased total open position to 483
On 8 Jun CUMMINSIND was trading at 5610.50. The strike last trading price was 110.4, which was 60.35 higher than the previous day. The implied volatity was 29.03, the open interest changed by -34 which decreased total open position to 511
On 5 Jun CUMMINSIND was trading at 5784.00. The strike last trading price was 49, which was -8 lower than the previous day. The implied volatity was 26.53, the open interest changed by -9 which decreased total open position to 546
On 4 Jun CUMMINSIND was trading at 5787.50. The strike last trading price was 55, which was -26 lower than the previous day. The implied volatity was 28.53, the open interest changed by 43 which increased total open position to 556
On 3 Jun CUMMINSIND was trading at 5692.50. The strike last trading price was 82.3, which was 8.6 higher than the previous day. The implied volatity was 28.29, the open interest changed by -3 which decreased total open position to 516
On 2 Jun CUMMINSIND was trading at 5708.00. The strike last trading price was 71.2, which was -11.6 lower than the previous day. The implied volatity was 25.52, the open interest changed by 61 which increased total open position to 519
On 1 Jun CUMMINSIND was trading at 5680.50. The strike last trading price was 81, which was 38.55 higher than the previous day. The implied volatity was 26.33, the open interest changed by -150 which decreased total open position to 458
On 29 May CUMMINSIND was trading at 5881.00. The strike last trading price was 40, which was -2.55 lower than the previous day. The implied volatity was 26.3, the open interest changed by -55 which decreased total open position to 607
On 27 May CUMMINSIND was trading at 6027.50. The strike last trading price was 36.35, which was -196.5 lower than the previous day. The implied volatity was 30.48, the open interest changed by 634 which increased total open position to 663
On 26 May CUMMINSIND was trading at 5418.50. The strike last trading price was 230, which was -39.95 lower than the previous day. The implied volatity was 29.78, the open interest changed by 7 which increased total open position to 29
On 25 May CUMMINSIND was trading at 5382.00. The strike last trading price was 260.9, which was 0.9 higher than the previous day. The implied volatity was 31.67, the open interest changed by 14 which increased total open position to 22
On 22 May CUMMINSIND was trading at 5353.00. The strike last trading price was 260, which was 260 higher than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 8
On 21 May CUMMINSIND was trading at 5390.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 8
On 20 May CUMMINSIND was trading at 5399.50. The strike last trading price was 261.25, which was -38.75 lower than the previous day. The implied volatity was 31.32, the open interest changed by 6 which increased total open position to 9
On 19 May CUMMINSIND was trading at 5254.00. The strike last trading price was 300, which was 59.05 higher than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 2
On 18 May CUMMINSIND was trading at 5298.50. The strike last trading price was 240.95, which was 240.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May CUMMINSIND was trading at 5392.00. The strike last trading price was 240.95, which was -34.05 lower than the previous day. The implied volatity was 25.4, the open interest changed by 0 which decreased total open position to 1
On 14 May CUMMINSIND was trading at 5367.00. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May CUMMINSIND was trading at 5212.00. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May CUMMINSIND was trading at 5160.00. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May CUMMINSIND was trading at 5238.50. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May CUMMINSIND was trading at 5401.00. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 1
On 7 May CUMMINSIND was trading at 5403.00. The strike last trading price was 275, which was -696.15 lower than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 0
On 6 May CUMMINSIND was trading at 5324.50. 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
On 5 May CUMMINSIND was trading at 5260.00. 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 4 May CUMMINSIND was trading at 5289.00. 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 28 Apr CUMMINSIND was trading at 5258.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr CUMMINSIND was trading at 5264.50. 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
On 24 Apr CUMMINSIND was trading at 5232.00. 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
