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Cummins Inc. CMI

i

Market datapartial · fetched 2026-11-04T04:47:32.479Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:34:44.390931271Z

FundamentalsAlpha Vantage · unavailable

Share price$498.00
1D-1.3%
AH$500$503$507$510$5145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMI
Sold putSold callAH

Cummins Inc. options

Live interpolated CMI call and put midpoint premiums by absolute delta.Cummins Inc.$0.00$0.27$0.54$0.81$1.08$-0.50$0.00$0.50$1.00$1.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECMI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.43%
Daily close
CMI33.1%37.0%41.0%2026-08-05: 40.36%2026-08-06: 39.25%2026-08-07: 37.62%2026-08-10: 37.57%2026-08-11: 36.52%2026-08-12: 36.15%2026-08-13: 36.07%2026-08-14: 34.85%2026-08-17: 35.75%2026-08-18: 36.30%2026-08-19: 36.80%2026-08-20: 36.12%2026-08-21: 35.14%2026-08-24: 35.85%2026-08-25: 35.53%2026-08-26: 35.41%2026-08-27: 34.54%2026-08-28: 34.13%2026-08-31: 33.98%2026-09-01: 34.09%2026-09-02: 33.63%2026-09-03: 33.86%2026-09-04: 34.33%2026-09-08: 35.65%2026-09-09: 35.93%2026-09-10: 35.27%2026-09-11: 33.68%2026-09-14: 36.75%2026-09-15: 36.06%2026-09-16: 36.52%2026-09-17: 37.16%2026-09-18: 35.00%2026-09-21: 35.43%2026-09-22: 35.47%2026-09-23: 35.55%2026-09-24: 35.74%2026-09-25: 34.82%2026-09-28: 35.89%2026-09-29: 35.42%2026-09-30: 35.03%2026-10-01: 34.88%2026-10-02: 34.37%2026-10-05: 34.29%2026-10-06: 34.96%2026-10-07: 35.12%2026-10-08: 35.71%2026-10-09: 34.18%2026-10-12: 34.93%2026-10-13: 36.38%2026-10-14: 37.09%2026-10-15: 36.43%2026-10-16: 36.98%2026-10-19: 36.64%2026-10-20: 36.75%2026-10-21: 37.03%2026-10-22: 38.27%2026-10-23: 38.78%2026-10-26: 38.44%2026-10-27: 38.15%2026-10-28: 37.84%2026-10-29: 38.77%2026-10-30: 40.43%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
40.36%
39.25%
37.62%
37.57%
36.52%
36.15%
36.07%
34.85%
35.75%
36.30%
36.80%
36.12%
35.14%
35.85%
35.53%
35.41%
34.54%
34.13%
33.98%
34.09%
33.63%
33.86%
34.33%
35.65%
35.93%
35.27%
33.68%
36.75%
36.06%
36.52%
37.16%
35.00%
35.43%
35.47%
35.55%
35.74%
34.82%
35.89%
35.42%
35.03%
34.88%
34.37%
34.29%
34.96%
35.12%
35.71%
34.18%
34.93%
36.38%
37.09%
36.43%
36.98%
36.64%
36.75%
37.03%
38.27%
38.78%
38.44%
38.15%
37.84%
38.77%
40.43%