IntraAlpha
Create free account Start free

Cummins Inc CMI

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-16T01:01:13.894Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:32:05.134827256Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:13.406004+00:00

Share price$532.73
1D+2.6%
AH$513$518$524$529$5345:30 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$1.02$4.48$7.94$11.40$14.86$515.04$523.13$531.23$539.33$547.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMI spot · $532.73CMI PRICE$1.40$1.64$2.06$2.51$2.97$3.42$3.88$4.34$4.79$1.48$1.99$2.49$3.00$3.51$4.39$5.30$6.21$7.13$8.04$8.95$11.05$13.86
PutsExpensive1.40×
CallsCheap0.80×
SkewBearish+5.75 pp
Implied moveBearish±$9.18
TiltBearish48.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ545.0351.1%2.6%523.0439.8%2.1%
25Δ540.7140.7%1.8%524.7540.7%1.9%
30Δ538.8738.1%1.5%526.4541.6%1.6%
35Δ537.5237.1%1.4%528.1542.4%1.4%
40Δ536.1736.1%1.2%529.8543.3%1.2%
45Δ534.8235.0%1.0%531.4543.4%1.1%
50Δ533.4734.0%0.9%533.0443.4%0.9%
55Δ532.1233.0%0.7%534.6343.4%0.8%
60Δ530.7732.0%0.5%536.2243.4%0.7%
65Δ537.8143.4%0.6%
70Δ539.4043.5%0.4%
75Δ541.9845.2%0.3%
80Δ545.1847.9%0.3%

20Δ

Calls
Pseudo strike
545.03
IV
51.1%
B/E move
2.6%
Puts
Pseudo strike
523.04
IV
39.8%
B/E move
2.1%

25Δ

Calls
Pseudo strike
540.71
IV
40.7%
B/E move
1.8%
Puts
Pseudo strike
524.75
IV
40.7%
B/E move
1.9%

30Δ

Calls
Pseudo strike
538.87
IV
38.1%
B/E move
1.5%
Puts
Pseudo strike
526.45
IV
41.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
537.52
IV
37.1%
B/E move
1.4%
Puts
Pseudo strike
528.15
IV
42.4%
B/E move
1.4%

40Δ

Calls
Pseudo strike
536.17
IV
36.1%
B/E move
1.2%
Puts
Pseudo strike
529.85
IV
43.3%
B/E move
1.2%

45Δ

Calls
Pseudo strike
534.82
IV
35.0%
B/E move
1.0%
Puts
Pseudo strike
531.45
IV
43.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
533.47
IV
34.0%
B/E move
0.9%
Puts
Pseudo strike
533.04
IV
43.4%
B/E move
0.9%

55Δ

Calls
Pseudo strike
532.12
IV
33.0%
B/E move
0.7%
Puts
Pseudo strike
534.63
IV
43.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
530.77
IV
32.0%
B/E move
0.5%
Puts
Pseudo strike
536.22
IV
43.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
537.81
IV
43.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
539.40
IV
43.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
541.98
IV
45.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
545.18
IV
47.9%
B/E move
0.3%