Historical option data for CUMMINSIND
02 Jun 2026 12:32 PM IST
| CUMMINSIND 30-Jun-2026 (28d) 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.06
Theta: -3.72
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 5710.50 | 210.2 | 17.9 (9.31%) | 30.41 | 607 | 33 | 245 | |||||||||
| 1 Jun | 5680.50 | 198 | -123.85 (-38.48%) | 28.5 | 584 | 47 | 210 | |||||||||
| 29 May | 5881.00 | 325.15 | -103.8 (-24.20%) | 31.53 | 390 | -88 | 159 | |||||||||
| 27 May | 6027.50 | 454.65 | 329.55 (263.43%) | 30.4 | 2,609 | 178 | 247 | |||||||||
| 26 May | 5418.50 | 125 | 10.35 (9.03%) | 33.33 | 149 | 43 | 69 | |||||||||
| 25 May | 5382.00 | 114 | 9 (8.57%) | 32.59 | 42 | 7 | 26 | |||||||||
| 22 May | 5353.00 | 104.9 | -5.1 (-4.64%) | 31.54 | 16 | 12 | 18 | |||||||||
| 21 May | 5390.00 | 110 | 62 (129.17%) | 30.16 | 7 | 5 | 5 | |||||||||
| 18 May | 5298.50 | 0 | -47.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 5392.00 | 0 | -47.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 5367.00 | 0 | -47.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 5212.00 | 0 | -47.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 5160.00 | 0 | -47.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5238.50 | 0 | -47.6 (-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 | |||||||||
For Cummins India Ltd - strike price 5700 expiring on 30JUN2026
Delta for 5700 CE is 0.54
Historical price for 5700 CE is as follows
On 2 Jun CUMMINSIND was trading at 5710.50. The strike last trading price was 210.2, which was 17.9 higher than the previous day. The implied volatity was 30.41, the open interest changed by 33 which increased total open position to 245
On 1 Jun CUMMINSIND was trading at 5680.50. The strike last trading price was 198, which was -123.85 lower than the previous day. The implied volatity was 28.5, the open interest changed by 47 which increased total open position to 210
On 29 May CUMMINSIND was trading at 5881.00. The strike last trading price was 325.15, which was -103.8 lower than the previous day. The implied volatity was 31.53, the open interest changed by -88 which decreased total open position to 159
On 27 May CUMMINSIND was trading at 6027.50. The strike last trading price was 454.65, which was 329.55 higher than the previous day. The implied volatity was 30.4, the open interest changed by 178 which increased total open position to 247
On 26 May CUMMINSIND was trading at 5418.50. The strike last trading price was 125, which was 10.35 higher than the previous day. The implied volatity was 33.33, the open interest changed by 43 which increased total open position to 69
On 25 May CUMMINSIND was trading at 5382.00. The strike last trading price was 114, which was 9 higher than the previous day. The implied volatity was 32.59, the open interest changed by 7 which increased total open position to 26
On 22 May CUMMINSIND was trading at 5353.00. The strike last trading price was 104.9, which was -5.1 lower than the previous day. The implied volatity was 31.54, the open interest changed by 12 which increased total open position to 18
On 21 May CUMMINSIND was trading at 5390.00. The strike last trading price was 110, which was 62 higher than the previous day. The implied volatity was 30.16, the open interest changed by 5 which increased total open position to 5
On 18 May CUMMINSIND was trading at 5298.50. The strike last trading price was 0, which was -47.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May CUMMINSIND was trading at 5392.00. The strike last trading price was 0, which was -47.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May CUMMINSIND was trading at 5367.00. The strike last trading price was 0, which was -47.6 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 -47.6 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 -47.6 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 -47.6 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
| CUMMINSIND 30-Jun-2026 (28d) 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.06
Theta: -2.25
Gamma: 0.001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 5710.50 | 142.45 | -18.7 (-11.60%) | 24.87 | 383 | 44 | 464 |
| 1 Jun | 5680.50 | 155 | 70.9 (84.30%) | 25.17 | 1,960 | -27 | 420 |
| 29 May | 5881.00 | 82 | 3.8 (4.86%) | 24.29 | 2,589 | 35 | 452 |
| 27 May | 6027.50 | 67.05 | -1078.35 (-94.15%) | 29.04 | 2,352 | 420 | 420 |
| 26 May | 5418.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 5382.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 5353.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 5390.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 5298.50 | 0 | -1145 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 5392.00 | 0 | -1145.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5367.00 | 0 | -1145.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 5212.00 | 0 | -1145.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 5160.00 | 0 | -1145.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5238.50 | 0 | -1145.4 (-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 |
For Cummins India Ltd - strike price 5700 expiring on 30JUN2026
Delta for 5700 PE is -0.45
Historical price for 5700 PE is as follows
On 2 Jun CUMMINSIND was trading at 5710.50. The strike last trading price was 142.45, which was -18.7 lower than the previous day. The implied volatity was 24.87, the open interest changed by 44 which increased total open position to 464
On 1 Jun CUMMINSIND was trading at 5680.50. The strike last trading price was 155, which was 70.9 higher than the previous day. The implied volatity was 25.17, the open interest changed by -27 which decreased total open position to 420
On 29 May CUMMINSIND was trading at 5881.00. The strike last trading price was 82, which was 3.8 higher than the previous day. The implied volatity was 24.29, the open interest changed by 35 which increased total open position to 452
On 27 May CUMMINSIND was trading at 6027.50. The strike last trading price was 67.05, which was -1078.35 lower than the previous day. The implied volatity was 29.04, the open interest changed by 420 which increased total open position to 420
On 26 May CUMMINSIND was trading at 5418.50. 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 25 May CUMMINSIND was trading at 5382.00. 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 22 May CUMMINSIND was trading at 5353.00. 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 21 May CUMMINSIND was trading at 5390.00. 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 May CUMMINSIND was trading at 5298.50. The strike last trading price was 0, which was -1145 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May CUMMINSIND was trading at 5392.00. The strike last trading price was 0, which was -1145.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May CUMMINSIND was trading at 5367.00. The strike last trading price was 0, which was -1145.4 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 -1145.4 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 -1145.4 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 -1145.4 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
