Historical option data for CUMMINSIND
29 Jun 2026 10:50 AM IST
| CUMMINSIND 28-Jul-2026 (27d) 5650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.06
Theta: -3.05
Gamma: 0.00099
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 5647.00 | 171.5 | -2.75 (-1.58%) | 25.06 | 9 | 8 | 37 | |||||||||
| 25 Jun | 5642.00 | 175 | 28.1 (19.13%) | 23.82 | 70 | -9 | 28 | |||||||||
| 24 Jun | 5555.50 | 143 | -101.95 (-41.62%) | 25.14 | 42 | 34 | 36 | |||||||||
| 23 Jun | 5735.50 | 244.95 | 4.2 (1.74%) | 25.52 | 2 | 2 | 2 | |||||||||
| 22 Jun | 5764.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 5621.50 | 240.75 | -0.25 (-0.10%) | 26.8 | 1 | -1 | 0 | |||||||||
| 11 Jun | 5557.00 | 240.75 | -0.25 (-0.10%) | 26.8 | 1 | -1 | 0 | |||||||||
| 10 Jun | 5609.50 | 240.75 | -0.25 (-0.10%) | 28.87 | 1 | 1 | 1 | |||||||||
For Cummins India Ltd - strike price 5650 expiring on 28JUL2026
Delta for 5650 CE is 0.54
Historical price for 5650 CE is as follows
On 29 Jun CUMMINSIND was trading at 5647.00. The strike last trading price was 171.5, which was -2.75 lower than the previous day. The implied volatity was 25.06, the open interest changed by 8 which increased total open position to 37
On 25 Jun CUMMINSIND was trading at 5642.00. The strike last trading price was 175, which was 28.1 higher than the previous day. The implied volatity was 23.82, the open interest changed by -9 which decreased total open position to 28
On 24 Jun CUMMINSIND was trading at 5555.50. The strike last trading price was 143, which was -101.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 34 which increased total open position to 36
On 23 Jun CUMMINSIND was trading at 5735.50. The strike last trading price was 244.95, which was 4.2 higher than the previous day. The implied volatity was 25.52, the open interest changed by 2 which increased total open position to 2
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 12 Jun CUMMINSIND was trading at 5621.50. The strike last trading price was 240.75, which was -0.25 lower than the previous day. The implied volatity was 26.8, the open interest changed by -1 which decreased total open position to 0
On 11 Jun CUMMINSIND was trading at 5557.00. The strike last trading price was 240.75, which was -0.25 lower than the previous day. The implied volatity was 26.8, the open interest changed by -1 which decreased total open position to 0
On 10 Jun CUMMINSIND was trading at 5609.50. The strike last trading price was 240.75, which was -0.25 lower than the previous day. The implied volatity was 28.87, the open interest changed by 1 which increased total open position to 1
| CUMMINSIND 28-Jul-2026 (27d) 5650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.06
Theta: -2.73
Gamma: 0.00083
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 5647.00 | 186.2 | 0.2 (0.11%) | 30 | 1 | 0 | 3 |
| 25 Jun | 5642.00 | 183.4 | -1.85 (-1.00%) | 28.66 | 4 | 2 | 3 |
| 24 Jun | 5555.50 | 185.25 | 39.35 (26.97%) | 28.07 | 2 | -1 | 2 |
| 23 Jun | 5735.50 | 145.9 | -4.1 (-2.73%) | 28.83 | 2 | 2 | 3 |
| 22 Jun | 5764.00 | 150 | -264.3 (-63.79%) | 30.2 | 1 | 1 | 1 |
| 12 Jun | 5621.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 5557.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 5609.50 | 0 | 0 | - | 0 | 0 | 0 |
For Cummins India Ltd - strike price 5650 expiring on 28JUL2026
Delta for 5650 PE is -0.47
Historical price for 5650 PE is as follows
On 29 Jun CUMMINSIND was trading at 5647.00. The strike last trading price was 186.2, which was 0.2 higher than the previous day. The implied volatity was 30, the open interest changed by 0 which decreased total open position to 3
On 25 Jun CUMMINSIND was trading at 5642.00. The strike last trading price was 183.4, which was -1.85 lower than the previous day. The implied volatity was 28.66, the open interest changed by 2 which increased total open position to 3
On 24 Jun CUMMINSIND was trading at 5555.50. The strike last trading price was 185.25, which was 39.35 higher than the previous day. The implied volatity was 28.07, the open interest changed by -1 which decreased total open position to 2
On 23 Jun CUMMINSIND was trading at 5735.50. The strike last trading price was 145.9, which was -4.1 lower than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 3
On 22 Jun CUMMINSIND was trading at 5764.00. The strike last trading price was 150, which was -264.3 lower than the previous day. The implied volatity was 30.2, the open interest changed by 1 which increased total open position to 1
On 12 Jun CUMMINSIND was trading at 5621.50. 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 11 Jun CUMMINSIND was trading at 5557.00. 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 10 Jun CUMMINSIND was trading at 5609.50. 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
