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Cummins Inc CMI

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-16T22:42:03.711Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.003684481Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:42:02.799088+00:00

Share price$531.33
1D+0.7%
AH$527$530$534$537$5415:30 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$4.72$23.40$42.09$60.78$79.47$447.21$488.54$529.87$571.20$612.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMI spot · $531.33CMI PRICE$6.74$9.02$11.55$14.19$17.38$20.76$24.27$28.24$32.98$37.65$42.82$49.83$57.85$8.11$10.79$13.91$17.28$20.93$25.22$29.37$34.57$40.24$46.69$54.42$63.15$74.08
PutsExpensive1.13×
CallsExpensive1.15×
SkewBearish+1.78 pp
Implied moveBearish±$53.64
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ594.1738.6%13.1%482.5941.4%10.7%
25Δ582.8238.9%11.4%493.4141.0%9.2%
30Δ572.6339.2%9.9%502.7641.3%8.0%
35Δ562.9339.0%8.6%511.7941.4%6.9%
40Δ554.2839.5%7.6%520.5741.4%6.0%
45Δ545.8839.9%6.6%529.1441.7%5.2%
50Δ537.4039.8%5.7%537.6741.2%4.3%
55Δ529.1339.9%4.9%546.5141.3%3.6%
60Δ520.7440.4%4.2%555.5541.4%3.0%
65Δ512.3440.1%3.5%565.1241.4%2.4%
70Δ503.7739.7%2.9%575.6641.7%1.9%
75Δ493.9240.4%2.3%587.0341.8%1.4%
80Δ483.2940.8%1.8%600.3842.2%0.9%

20Δ

Calls
Pseudo strike
594.17
IV
38.6%
B/E move
13.1%
Puts
Pseudo strike
482.59
IV
41.4%
B/E move
10.7%

25Δ

Calls
Pseudo strike
582.82
IV
38.9%
B/E move
11.4%
Puts
Pseudo strike
493.41
IV
41.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
572.63
IV
39.2%
B/E move
9.9%
Puts
Pseudo strike
502.76
IV
41.3%
B/E move
8.0%

35Δ

Calls
Pseudo strike
562.93
IV
39.0%
B/E move
8.6%
Puts
Pseudo strike
511.79
IV
41.4%
B/E move
6.9%

40Δ

Calls
Pseudo strike
554.28
IV
39.5%
B/E move
7.6%
Puts
Pseudo strike
520.57
IV
41.4%
B/E move
6.0%

45Δ

Calls
Pseudo strike
545.88
IV
39.9%
B/E move
6.6%
Puts
Pseudo strike
529.14
IV
41.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
537.40
IV
39.8%
B/E move
5.7%
Puts
Pseudo strike
537.67
IV
41.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
529.13
IV
39.9%
B/E move
4.9%
Puts
Pseudo strike
546.51
IV
41.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
520.74
IV
40.4%
B/E move
4.2%
Puts
Pseudo strike
555.55
IV
41.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
512.34
IV
40.1%
B/E move
3.5%
Puts
Pseudo strike
565.12
IV
41.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
503.77
IV
39.7%
B/E move
2.9%
Puts
Pseudo strike
575.66
IV
41.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
493.92
IV
40.4%
B/E move
2.3%
Puts
Pseudo strike
587.03
IV
41.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
483.29
IV
40.8%
B/E move
1.8%
Puts
Pseudo strike
600.38
IV
42.2%
B/E move
0.9%