Historical option data for CUMMINSIND
23 Jun 2026 12:12 PM IST
| CUMMINSIND 28-Jul-2026 (35d) 5800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.07
Theta: -2.81
Gamma: 0.00091
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 5771.50 | 181 | -3 (-1.63%) | 24.4 | 43 | -9 | 89 | |||||||||
| 22 Jun | 5764.00 | 183.5 | -55.5 (-23.22%) | 25.3 | 157 | 71 | 98 | |||||||||
| 19 Jun | 5865.00 | 239 | -1 (-0.42%) | 24.07 | 15 | 3 | 26 | |||||||||
| 18 Jun | 5858.00 | 240 | 8 (3.45%) | 24.56 | 15 | 8 | 22 | |||||||||
| 17 Jun | 5833.00 | 230.7 | 25.7 (12.54%) | 25.33 | 10 | 5 | 13 | |||||||||
| 16 Jun | 5723.50 | 205 | -8 (-3.76%) | 25.7 | 2 | 2 | 8 | |||||||||
| 15 Jun | 5754.00 | 212.65 | 13.65 (6.86%) | 25.4 | 6 | 4 | 5 | |||||||||
| 12 Jun | 5621.50 | 199.15 | 0.15 (0.08%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 5557.00 | 199.15 | 0.15 (0.08%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 5609.50 | 199.15 | 0.15 (0.08%) | 30.58 | 1 | 0 | 1 | |||||||||
| 9 Jun | 5625.50 | 199.15 | -3.85 (-1.90%) | 30.58 | 1 | 1 | 1 | |||||||||
| 8 Jun | 5610.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 5784.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 5787.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cummins India Ltd - strike price 5800 expiring on 28JUL2026
Delta for 5800 CE is 0.53
Historical price for 5800 CE is as follows
On 23 Jun CUMMINSIND was trading at 5771.50. The strike last trading price was 181, which was -3 lower than the previous day. The implied volatity was 24.4, the open interest changed by -9 which decreased total open position to 89
On 22 Jun CUMMINSIND was trading at 5764.00. The strike last trading price was 183.5, which was -55.5 lower than the previous day. The implied volatity was 25.3, the open interest changed by 71 which increased total open position to 98
On 19 Jun CUMMINSIND was trading at 5865.00. The strike last trading price was 239, which was -1 lower than the previous day. The implied volatity was 24.07, the open interest changed by 3 which increased total open position to 26
On 18 Jun CUMMINSIND was trading at 5858.00. The strike last trading price was 240, which was 8 higher than the previous day. The implied volatity was 24.56, the open interest changed by 8 which increased total open position to 22
On 17 Jun CUMMINSIND was trading at 5833.00. The strike last trading price was 230.7, which was 25.7 higher than the previous day. The implied volatity was 25.33, the open interest changed by 5 which increased total open position to 13
On 16 Jun CUMMINSIND was trading at 5723.50. The strike last trading price was 205, which was -8 lower than the previous day. The implied volatity was 25.7, the open interest changed by 2 which increased total open position to 8
On 15 Jun CUMMINSIND was trading at 5754.00. The strike last trading price was 212.65, which was 13.65 higher than the previous day. The implied volatity was 25.4, the open interest changed by 4 which increased total open position to 5
On 12 Jun CUMMINSIND was trading at 5621.50. The strike last trading price was 199.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun CUMMINSIND was trading at 5557.00. The strike last trading price was 199.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun CUMMINSIND was trading at 5609.50. The strike last trading price was 199.15, which was 0.15 higher than the previous day. The implied volatity was 30.58, the open interest changed by 0 which decreased total open position to 1
On 9 Jun CUMMINSIND was trading at 5625.50. The strike last trading price was 199.15, which was -3.85 lower than the previous day. The implied volatity was 30.58, the open interest changed by 1 which increased total open position to 1
On 8 Jun CUMMINSIND was trading at 5610.50. 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 Jun CUMMINSIND was trading at 5784.00. 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 Jun CUMMINSIND was trading at 5787.50. 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 28-Jul-2026 (35d) 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.07
Theta: -2.37
Gamma: 0.00077
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 5771.50 | 205 | -9 (-4.21%) | 28.65 | 5 | 0 | 80 |
| 22 Jun | 5764.00 | 206.3 | 47.8 (30.16%) | 28.87 | 53 | 30 | 78 |
| 19 Jun | 5865.00 | 159 | -23.05 (-12.66%) | 27.04 | 46 | 39 | 47 |
| 18 Jun | 5858.00 | 182.05 | -29.95 (-14.13%) | 28.21 | 3 | 2 | 9 |
| 17 Jun | 5833.00 | 212 | -28 (-11.67%) | 28.12 | 3 | -1 | 7 |
| 16 Jun | 5723.50 | 240 | 10 (4.35%) | 28.31 | 2 | 2 | 8 |
| 15 Jun | 5754.00 | 230 | -66.55 (-22.44%) | 29.48 | 2 | 1 | 5 |
| 12 Jun | 5621.50 | 296.55 | 296.55 | - | 2 | 0 | 4 |
| 11 Jun | 5557.00 | 296.55 | 296.55 | - | 2 | 0 | 4 |
| 10 Jun | 5609.50 | 296.55 | 296.55 (0.00%) | - | 2 | 0 | 4 |
| 9 Jun | 5625.50 | 296.55 | 0 (0.00%) | 24.95 | 2 | 0 | 4 |
| 8 Jun | 5610.50 | 296.55 | 76.55 (34.80%) | 24.95 | 2 | 2 | 4 |
| 5 Jun | 5784.00 | 220 | -22 (-9.09%) | 29.98 | 1 | -1 | 2 |
| 4 Jun | 5787.50 | 242 | -420 (-63.44%) | 30.58 | 3 | 3 | 3 |
For Cummins India Ltd - strike price 5800 expiring on 28JUL2026
Delta for 5800 PE is -0.48
Historical price for 5800 PE is as follows
On 23 Jun CUMMINSIND was trading at 5771.50. The strike last trading price was 205, which was -9 lower than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 80
On 22 Jun CUMMINSIND was trading at 5764.00. The strike last trading price was 206.3, which was 47.8 higher than the previous day. The implied volatity was 28.87, the open interest changed by 30 which increased total open position to 78
On 19 Jun CUMMINSIND was trading at 5865.00. The strike last trading price was 159, which was -23.05 lower than the previous day. The implied volatity was 27.04, the open interest changed by 39 which increased total open position to 47
On 18 Jun CUMMINSIND was trading at 5858.00. The strike last trading price was 182.05, which was -29.95 lower than the previous day. The implied volatity was 28.21, the open interest changed by 2 which increased total open position to 9
On 17 Jun CUMMINSIND was trading at 5833.00. The strike last trading price was 212, which was -28 lower than the previous day. The implied volatity was 28.12, the open interest changed by -1 which decreased total open position to 7
On 16 Jun CUMMINSIND was trading at 5723.50. The strike last trading price was 240, which was 10 higher than the previous day. The implied volatity was 28.31, the open interest changed by 2 which increased total open position to 8
On 15 Jun CUMMINSIND was trading at 5754.00. The strike last trading price was 230, which was -66.55 lower than the previous day. The implied volatity was 29.48, the open interest changed by 1 which increased total open position to 5
On 12 Jun CUMMINSIND was trading at 5621.50. The strike last trading price was 296.55, which was 296.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun CUMMINSIND was trading at 5557.00. The strike last trading price was 296.55, which was 296.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun CUMMINSIND was trading at 5609.50. The strike last trading price was 296.55, which was 296.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun CUMMINSIND was trading at 5625.50. The strike last trading price was 296.55, which was 0 lower than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 4
On 8 Jun CUMMINSIND was trading at 5610.50. The strike last trading price was 296.55, which was 76.55 higher than the previous day. The implied volatity was 24.95, the open interest changed by 2 which increased total open position to 4
On 5 Jun CUMMINSIND was trading at 5784.00. The strike last trading price was 220, which was -22 lower than the previous day. The implied volatity was 29.98, the open interest changed by -1 which decreased total open position to 2
On 4 Jun CUMMINSIND was trading at 5787.50. The strike last trading price was 242, which was -420 lower than the previous day. The implied volatity was 30.58, the open interest changed by 3 which increased total open position to 3
