CMI
Cummins Inc.Close $661.70EOD onlyThis page reflects CMI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 390.00 | 302.00 | 270.60 | 274.50 | 0.00 | 3 | 5 | 124.8% | 0.989 | 0.0002 | -0.211 | 0.037 | 0.146 |
| 400.00 | 290.60 | 260.60 | 264.50 | 0.00 | 4 | 0 | 119.4% | 0.989 | 0.0002 | -0.212 | 0.039 | 0.150 |
| 410.00 | 276.70 | 250.60 | 254.50 | 0.00 | 0 | 1 | 114.2% | 0.988 | 0.0002 | -0.212 | 0.040 | 0.154 |
| 420.00 | 278.70 | 240.60 | 244.50 | 0.00 | 2 | 1 | 109.1% | 0.988 | 0.0002 | -0.211 | 0.042 | 0.157 |
| 440.00 | 293.70 | 220.50 | 224.50 | 0.00 | 1 | 1 | 98.3% | 0.987 | 0.0003 | -0.203 | 0.043 | 0.165 |
| 450.00 | 251.00 | 210.30 | 214.50 | 0.00 | 1 | 10 | 91.6% | 0.988 | 0.0003 | -0.187 | 0.041 | 0.169 |
| 460.00 | 192.50 | 200.50 | 205.00 | 0.00 | 1 | 2 | 92.8% | 0.982 | 0.0004 | -0.241 | 0.057 | 0.171 |
| 470.00 | 227.60 | 190.60 | 195.00 | 0.00 | 2 | 4 | 88.7% | 0.981 | 0.0004 | -0.248 | 0.061 | 0.175 |
| 480.00 | 244.30 | 180.70 | 185.00 | 0.00 | 1 | 27 | 84.6% | 0.979 | 0.0005 | -0.254 | 0.066 | 0.178 |
| 490.00 | 205.20 | 171.10 | 175.00 | 0.00 | 1 | 3 | 82.3% | 0.975 | 0.0006 | -0.280 | 0.076 | 0.181 |
| 500.00 | 203.85 | 160.50 | 165.00 | 0.00 | 1 | 8 | 74.2% | 0.978 | 0.0005 | -0.238 | 0.068 | 0.186 |
| 510.00 | 212.11 | 151.50 | 155.00 | 0.00 | 8 | 8 | 74.9% | 0.969 | 0.0007 | -0.302 | 0.092 | 0.187 |
| 520.00 | 161.70 | 141.50 | 145.00 | -37.00 | 1 | 2 | 70.2% | 0.967 | 0.0008 | -0.300 | 0.096 | 0.190 |
| 530.00 | 187.00 | 131.50 | 135.50 | 0.00 | 1 | 1 | 67.6% | 0.960 | 0.0010 | -0.327 | 0.111 | 0.192 |
| 540.00 | 185.00 | 121.50 | 125.50 | 0.00 | 1 | 1 | 62.9% | 0.958 | 0.0011 | -0.323 | 0.117 | 0.195 |
| 550.00 | 173.68 | 112.00 | 115.50 | 0.00 | 2 | 4 | 60.0% | 0.950 | 0.0013 | -0.346 | 0.133 | 0.197 |
| 560.00 | 159.30 | 102.00 | 106.00 | 0.00 | 1 | 1 | 56.8% | 0.942 | 0.0016 | -0.366 | 0.150 | 0.199 |
| 570.00 | 107.80 | 108.10 | 111.50 | 0.00 | 1 | 2 | 103.7% | 0.801 | 0.0021 | -1.391 | 0.362 | 0.161 |
| 580.00 | 102.40 | 83.00 | 86.50 | 5.35 | 1 | 2 | 50.9% | 0.918 | 0.0023 | -0.420 | 0.197 | 0.200 |
| 590.00 | 80.97 | 74.00 | 77.50 | 3.12 | 4 | 8 | 56.0% | 0.868 | 0.0030 | -0.614 | 0.278 | 0.190 |
| 600.00 | 71.62 | 65.00 | 68.50 | -31.68 | 5 | 49 | 53.4% | 0.842 | 0.0035 | -0.654 | 0.312 | 0.187 |
| 610.00 | 91.90 | 56.50 | 59.50 | 0.00 | 1 | 2 | 50.3% | 0.814 | 0.0041 | -0.680 | 0.347 | 0.184 |
| 620.00 | 67.80 | 48.50 | 51.50 | -8.20 | 1 | 21 | 49.0% | 0.771 | 0.0048 | -0.741 | 0.392 | 0.176 |
| 630.00 | 97.00 | 40.70 | 44.00 | 0.00 | 1 | 19 | 47.9% | 0.722 | 0.0054 | -0.796 | 0.435 | 0.166 |
| 640.00 | 31.57 | 33.50 | 37.00 | -41.43 | 1 | 64 | 46.8% | 0.665 | 0.0060 | -0.837 | 0.472 | 0.155 |
| 650.00 | 26.80 | 27.60 | 30.50 | -16.20 | 12 | 384 | 45.6% | 0.604 | 0.0065 | -0.858 | 0.499 | 0.142 |
| 660.00 | 21.61 | 22.00 | 25.00 | -17.50 | 6 | 60 | 45.2% | 0.537 | 0.0068 | -0.870 | 0.515 | 0.127 |
| 670.00 | 16.86 | 17.00 | 20.50 | -18.08 | 4 | 106 | 45.4% | 0.469 | 0.0068 | -0.870 | 0.515 | 0.111 |
| 680.00 | 18.40 | 12.30 | 16.40 | -14.30 | 2 | 108 | 45.1% | 0.403 | 0.0066 | -0.838 | 0.502 | 0.096 |
| 690.00 | 15.98 | 9.00 | 13.00 | -4.07 | 2 | 41 | 45.0% | 0.340 | 0.0063 | -0.789 | 0.475 | 0.082 |
| 700.00 | 7.10 | 6.00 | 9.90 | -7.80 | 4 | 141 | 44.4% | 0.279 | 0.0058 | -0.711 | 0.436 | 0.067 |
| 710.00 | 5.62 | 3.50 | 7.80 | -6.68 | 9 | 71 | 44.8% | 0.229 | 0.0052 | -0.646 | 0.393 | 0.055 |
| 720.00 | 4.14 | 3.50 | 5.50 | -4.56 | 15 | 126 | 43.5% | 0.177 | 0.0046 | -0.535 | 0.336 | 0.043 |
| 730.00 | 3.00 | 1.40 | 4.10 | -3.80 | 17 | 120 | 43.5% | 0.138 | 0.0039 | -0.454 | 0.285 | 0.034 |
| 740.00 | 5.30 | 1.25 | 3.20 | 0.00 | 4 | 191 | 44.3% | 0.110 | 0.0033 | -0.393 | 0.243 | 0.027 |
| 750.00 | 4.44 | 0.30 | 2.15 | 0.00 | 2 | 81 | 43.4% | 0.079 | 0.0026 | -0.301 | 0.191 | 0.019 |
| 760.00 | 2.70 | 0.20 | 1.75 | -1.32 | 1 | 114 | 44.6% | 0.064 | 0.0022 | -0.264 | 0.162 | 0.016 |
| 770.00 | 0.55 | 0.25 | 1.80 | -4.04 | 7 | 125 | 48.1% | 0.061 | 0.0019 | -0.274 | 0.157 | 0.015 |
| 780.00 | 2.60 | 0.05 | 1.55 | -0.42 | 1 | 26 | 49.7% | 0.052 | 0.0017 | -0.248 | 0.138 | 0.013 |
| 790.00 | 1.20 | 0.00 | 1.35 | 0.00 | 1 | 20 | 51.2% | 0.045 | 0.0014 | -0.226 | 0.122 | 0.011 |
| 800.00 | 0.20 | 0.00 | 0.70 | -1.43 | 7 | 169 | 48.2% | 0.026 | 0.0010 | -0.136 | 0.078 | 0.006 |
| 810.00 | 1.08 | 0.00 | 4.80 | -0.55 | 4 | 144 | 63.8% | 0.062 | 0.0015 | -0.364 | 0.158 | 0.015 |
| 820.00 | 0.93 | 0.00 | 4.80 | -2.02 | 3 | 9 | 66.8% | 0.059 | 0.0014 | -0.368 | 0.153 | 0.014 |
| 830.00 | 3.09 | 0.00 | 4.80 | 0.00 | 0 | 1 | 69.7% | 0.057 | 0.0013 | -0.373 | 0.148 | 0.014 |
| 840.00 | 2.37 | 0.00 | 4.80 | 0.00 | 3 | 18 | 72.5% | 0.055 | 0.0012 | -0.377 | 0.144 | 0.013 |
| 850.00 | 1.15 | 0.10 | 1.95 | 0.00 | 31 | 54 | 64.3% | 0.028 | 0.0008 | -0.193 | 0.083 | 0.007 |
| 860.00 | 0.50 | 0.00 | 1.45 | 0.00 | 3 | 3 | 63.2% | 0.021 | 0.0006 | -0.147 | 0.064 | 0.005 |
| 870.00 | 0.65 | 0.00 | 4.80 | 0.00 | 1 | 32 | 80.6% | 0.050 | 0.0010 | -0.388 | 0.134 | 0.012 |
| 880.00 | 1.01 | 0.00 | 4.80 | 0.00 | 0 | 4 | 83.2% | 0.049 | 0.0009 | -0.392 | 0.131 | 0.012 |
| 900.00 | 1.09 | 0.00 | 4.80 | 0.00 | 2 | 4 | 88.2% | 0.046 | 0.0008 | -0.398 | 0.125 | 0.011 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 390.00 | 0.80 | 0.00 | 2.35 | 0.00 | 1 | 5 | 131.2% | -0.014 | 0.0002 | -0.217 | 0.047 | -0.004 |
| 400.00 | 0.60 | 0.00 | 2.40 | 0.00 | 1 | 7 | 126.0% | -0.015 | 0.0002 | -0.220 | 0.049 | -0.004 |
| 410.00 | 1.00 | 0.00 | 2.45 | 0.00 | 1 | 2 | 120.9% | -0.016 | 0.0003 | -0.222 | 0.052 | -0.004 |
| 420.00 | 0.75 | 0.00 | 2.50 | 0.00 | 1 | 3 | 116.0% | -0.017 | 0.0003 | -0.224 | 0.054 | -0.005 |
| 430.00 | 0.55 | 0.00 | 1.10 | 0.00 | 1 | 11 | 97.7% | -0.009 | 0.0002 | -0.111 | 0.032 | -0.002 |
| 440.00 | 0.90 | 0.00 | 2.25 | 0.00 | 1 | 7 | 103.8% | -0.017 | 0.0003 | -0.202 | 0.055 | -0.005 |
| 450.00 | 1.90 | 0.00 | 4.80 | 0.00 | 1 | 3 | 113.3% | -0.032 | 0.0005 | -0.371 | 0.092 | -0.009 |
| 460.00 | 1.15 | 0.00 | 2.30 | 0.00 | 1 | 2 | 94.2% | -0.019 | 0.0004 | -0.202 | 0.060 | -0.005 |
| 470.00 | 3.10 | 0.00 | 2.95 | 0.00 | 1 | 11 | 93.4% | -0.024 | 0.0005 | -0.245 | 0.074 | -0.007 |
| 480.00 | 0.12 | 0.00 | 1.10 | 0.00 | 2 | 4 | 75.3% | -0.012 | 0.0003 | -0.107 | 0.040 | -0.003 |
| 490.00 | 1.91 | 0.00 | 4.80 | 0.00 | 1 | 4 | 92.0% | -0.039 | 0.0007 | -0.354 | 0.109 | -0.011 |
| 500.00 | 0.22 | 0.05 | 0.60 | 0.00 | 10 | 29 | 62.0% | -0.009 | 0.0003 | -0.066 | 0.030 | -0.002 |
| 510.00 | 0.42 | 0.00 | 1.20 | 0.00 | 1 | 2 | 63.6% | -0.015 | 0.0005 | -0.111 | 0.049 | -0.004 |
| 520.00 | 0.51 | 0.00 | 1.30 | 0.00 | 13 | 14 | 60.2% | -0.017 | 0.0005 | -0.117 | 0.055 | -0.005 |
| 530.00 | 0.49 | 0.10 | 1.40 | 0.14 | 1 | 19 | 57.4% | -0.021 | 0.0007 | -0.130 | 0.064 | -0.005 |
| 540.00 | 2.53 | 0.00 | 4.80 | 0.00 | 8 | 32 | 67.0% | -0.052 | 0.0012 | -0.325 | 0.138 | -0.014 |
| 550.00 | 0.40 | 0.05 | 4.90 | 0.00 | 7 | 28 | 62.6% | -0.057 | 0.0014 | -0.326 | 0.148 | -0.015 |
| 560.00 | 0.80 | 0.30 | 4.90 | -0.65 | 1 | 57 | 58.5% | -0.063 | 0.0016 | -0.331 | 0.161 | -0.017 |
| 570.00 | 1.50 | 0.30 | 4.90 | 0.00 | 2 | 39 | 53.6% | -0.068 | 0.0019 | -0.322 | 0.171 | -0.018 |
| 580.00 | 1.76 | 0.60 | 4.90 | 0.00 | 10 | 52 | 58.4% | -0.111 | 0.0025 | -0.501 | 0.245 | -0.030 |
| 590.00 | 2.30 | 1.70 | 4.90 | 0.52 | 1 | 50 | 53.0% | -0.120 | 0.0029 | -0.482 | 0.260 | -0.032 |
| 600.00 | 2.85 | 2.00 | 5.50 | 1.10 | 4 | 81 | 49.5% | -0.141 | 0.0035 | -0.500 | 0.290 | -0.038 |
| 610.00 | 3.66 | 4.00 | 7.00 | 1.21 | 3 | 277 | 48.1% | -0.177 | 0.0042 | -0.563 | 0.336 | -0.047 |
| 620.00 | 7.30 | 5.30 | 8.50 | 4.57 | 19 | 72 | 45.9% | -0.215 | 0.0049 | -0.603 | 0.379 | -0.058 |
| 630.00 | 11.20 | 8.60 | 11.00 | 6.65 | 83 | 268 | 45.1% | -0.268 | 0.0056 | -0.665 | 0.427 | -0.072 |
| 640.00 | 13.45 | 11.60 | 14.00 | 6.75 | 18 | 177 | 44.2% | -0.327 | 0.0063 | -0.711 | 0.468 | -0.088 |
| 650.00 | 16.60 | 14.70 | 17.70 | 10.25 | 14 | 115 | 43.5% | -0.393 | 0.0068 | -0.742 | 0.498 | -0.106 |
| 660.00 | 21.30 | 19.40 | 22.00 | 10.25 | 68 | 177 | 42.7% | -0.463 | 0.0072 | -0.747 | 0.515 | -0.126 |
| 670.00 | 15.95 | 24.20 | 27.40 | 5.40 | 1 | 101 | 42.7% | -0.535 | 0.0072 | -0.742 | 0.515 | -0.146 |
| 680.00 | 24.90 | 29.50 | 32.50 | 5.60 | 5 | 232 | 40.9% | -0.610 | 0.0072 | -0.674 | 0.497 | -0.167 |
| 690.00 | 31.90 | 36.00 | 39.10 | 17.20 | 2 | 158 | 40.5% | -0.680 | 0.0068 | -0.613 | 0.463 | -0.187 |
| 700.00 | 26.00 | 43.00 | 46.50 | 0.00 | 2 | 71 | 40.6% | -0.742 | 0.0062 | -0.544 | 0.419 | -0.205 |
| 710.00 | 44.25 | 51.00 | 54.80 | 5.25 | 1 | 43 | 41.6% | -0.790 | 0.0054 | -0.487 | 0.374 | -0.221 |
| 720.00 | 41.39 | 59.50 | 63.00 | 0.00 | 1 | 40 | 41.2% | -0.838 | 0.0046 | -0.396 | 0.318 | -0.236 |
| 730.00 | 31.30 | 68.50 | 72.00 | 0.00 | 19 | 22 | 42.2% | -0.870 | 0.0039 | -0.337 | 0.274 | -0.248 |
| 740.00 | 36.80 | 77.50 | 81.00 | 0.00 | 17 | 13 | 42.3% | -0.901 | 0.0032 | -0.261 | 0.225 | -0.259 |
| 750.00 | 60.30 | 87.00 | 90.50 | 0.00 | 1 | 124 | 43.6% | -0.920 | 0.0026 | -0.218 | 0.193 | -0.268 |
| 760.00 | 112.00 | 96.50 | 100.00 | 0.00 | 0 | 1 | 44.4% | -0.937 | 0.0021 | -0.169 | 0.160 | -0.276 |
| 770.00 | 114.50 | 106.50 | 110.00 | 0.00 | 0 | 2 | 47.5% | -0.941 | 0.0019 | -0.172 | 0.152 | -0.280 |
| 780.00 | 124.70 | 116.00 | 120.50 | 0.00 | 1 | 1 | 53.5% | -0.933 | 0.0019 | -0.234 | 0.168 | -0.282 |
| 790.00 | 150.20 | 126.00 | 130.00 | 0.00 | 0 | 1 | 53.7% | -0.947 | 0.0015 | -0.178 | 0.140 | -0.290 |
| 810.00 | 90.83 | 146.00 | 150.00 | 0.00 | 2 | 0 | 59.5% | -0.952 | 0.0013 | -0.183 | 0.130 | -0.299 |
| 820.00 | 137.50 | 156.00 | 159.80 | 2.10 | 2 | 0 | 60.8% | -0.958 | 0.0011 | -0.159 | 0.116 | -0.304 |
| 830.00 | 147.50 | 166.00 | 170.00 | 31.70 | 1 | 0 | 65.0% | -0.956 | 0.0011 | -0.188 | 0.121 | -0.307 |
| 840.00 | 152.30 | 176.00 | 180.00 | 0.00 | 3 | 0 | 67.7% | -0.957 | 0.0010 | -0.189 | 0.118 | -0.311 |
| 860.00 | 194.20 | 196.00 | 200.00 | 0.00 | 1 | 0 | 72.9% | -0.960 | 0.0009 | -0.192 | 0.111 | -0.320 |
| 880.00 | 152.40 | 216.00 | 220.50 | 0.00 | 0 | 0 | 81.8% | -0.954 | 0.0009 | -0.263 | 0.124 | -0.326 |
| 900.00 | 181.90 | 236.00 | 240.40 | 0.00 | 2 | 0 | 86.1% | -0.958 | 0.0008 | -0.253 | 0.116 | -0.335 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.