Historical option data for CUMMINSIND
29 Jun 2026 10:50 AM IST
| CUMMINSIND 28-Jul-2026 (25d) 5600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.06
Theta: -3.04
Gamma: 0.00097
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 5647.00 | 189.2 | -7.8 (-3.96%) | 25.39 | 48 | 22 | 87 | |||||||||
| 25 Jun | 5642.00 | 201 | 33.8 (20.22%) | 24.47 | 173 | 29 | 64 | |||||||||
| 24 Jun | 5555.50 | 164.25 | -102.85 (-38.51%) | 24.97 | 49 | 34 | 34 | |||||||||
| 23 Jun | 5735.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jun | 5764.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 5865.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 5858.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 5833.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 5723.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 5754.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 5600 expiring on 28JUL2026
Delta for 5600 CE is 0.57
Historical price for 5600 CE is as follows
On 29 Jun CUMMINSIND was trading at 5647.00. The strike last trading price was 189.2, which was -7.8 lower than the previous day. The implied volatity was 25.39, the open interest changed by 22 which increased total open position to 87
On 25 Jun CUMMINSIND was trading at 5642.00. The strike last trading price was 201, which was 33.8 higher than the previous day. The implied volatity was 24.47, the open interest changed by 29 which increased total open position to 64
On 24 Jun CUMMINSIND was trading at 5555.50. The strike last trading price was 164.25, which was -102.85 lower than the previous day. The implied volatity was 24.97, the open interest changed by 34 which increased total open position to 34
On 23 Jun CUMMINSIND was trading at 5735.50. 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 22 Jun CUMMINSIND was trading at 5764.00. 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 19 Jun CUMMINSIND was trading at 5865.00. 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 18 Jun CUMMINSIND was trading at 5858.00. 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 17 Jun CUMMINSIND was trading at 5833.00. 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 16 Jun CUMMINSIND was trading at 5723.50. 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 15 Jun CUMMINSIND was trading at 5754.00. 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 28-Jul-2026 (25d) 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.06
Theta: -2.73
Gamma: 0.00081
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 5647.00 | 165 | 0 (0.00%) | 30.35 | 59 | 13 | 58 |
| 25 Jun | 5642.00 | 167.4 | -37.35 (-18.24%) | 29.12 | 79 | 17 | 45 |
| 24 Jun | 5555.50 | 213.4 | 114.4 (115.56%) | 29.54 | 35 | 16 | 27 |
| 23 Jun | 5735.50 | 99 | -26 (-20.80%) | 28.64 | 2 | -1 | 11 |
| 22 Jun | 5764.00 | 125 | 28.75 (29.87%) | 28.23 | 2 | 1 | 12 |
| 19 Jun | 5865.00 | 96.25 | -23.1 (-19.35%) | 28.58 | 11 | 9 | 11 |
| 18 Jun | 5858.00 | 119.35 | 0 (0.00%) | - | 1 | 0 | 2 |
| 17 Jun | 5833.00 | 138 | 0 (0.00%) | 25.05 | 1 | 1 | 2 |
| 16 Jun | 5723.50 | 138 | 0 (0.00%) | 28.38 | 1 | 0 | 1 |
| 15 Jun | 5754.00 | 138 | -390.75 (-73.90%) | 28.38 | 1 | 1 | 1 |
For Cummins India Ltd - strike price 5600 expiring on 28JUL2026
Delta for 5600 PE is -0.43
Historical price for 5600 PE is as follows
On 29 Jun CUMMINSIND was trading at 5647.00. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 30.35, the open interest changed by 13 which increased total open position to 58
On 25 Jun CUMMINSIND was trading at 5642.00. The strike last trading price was 167.4, which was -37.35 lower than the previous day. The implied volatity was 29.12, the open interest changed by 17 which increased total open position to 45
On 24 Jun CUMMINSIND was trading at 5555.50. The strike last trading price was 213.4, which was 114.4 higher than the previous day. The implied volatity was 29.54, the open interest changed by 16 which increased total open position to 27
On 23 Jun CUMMINSIND was trading at 5735.50. The strike last trading price was 99, which was -26 lower than the previous day. The implied volatity was 28.64, the open interest changed by -1 which decreased total open position to 11
On 22 Jun CUMMINSIND was trading at 5764.00. The strike last trading price was 125, which was 28.75 higher than the previous day. The implied volatity was 28.23, the open interest changed by 1 which increased total open position to 12
On 19 Jun CUMMINSIND was trading at 5865.00. The strike last trading price was 96.25, which was -23.1 lower than the previous day. The implied volatity was 28.58, the open interest changed by 9 which increased total open position to 11
On 18 Jun CUMMINSIND was trading at 5858.00. The strike last trading price was 119.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun CUMMINSIND was trading at 5833.00. The strike last trading price was 138, which was 0 lower than the previous day. The implied volatity was 25.05, the open interest changed by 1 which increased total open position to 2
On 16 Jun CUMMINSIND was trading at 5723.50. The strike last trading price was 138, which was 0 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 1
On 15 Jun CUMMINSIND was trading at 5754.00. The strike last trading price was 138, which was -390.75 lower than the previous day. The implied volatity was 28.38, the open interest changed by 1 which increased total open position to 1
