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Cummins Inc CMI

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-16T00:18:55.721Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:55.082434+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$4.22$23.57$42.91$62.25$81.60$447.38$488.35$529.32$570.29$611.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMI spot · $532.73CMI PRICE$6.31$8.65$10.92$13.76$16.74$19.91$23.39$27.16$31.80$36.76$42.48$48.93$56.15$8.45$11.31$14.42$17.83$21.56$25.47$30.22$34.43$40.70$47.52$54.78$63.42$76.02
PutsExpensive1.13×
CallsExpensive1.09×
SkewBearish+4.09 pp
Implied moveBearish±$53.61
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ591.2635.6%12.2%482.3942.3%11.0%
25Δ581.7236.5%10.8%493.2642.2%9.5%
30Δ571.5436.3%9.3%503.3142.1%8.2%
35Δ563.1237.0%8.3%512.7541.9%7.1%
40Δ554.8237.4%7.3%521.7541.8%6.1%
45Δ546.5737.5%6.3%530.6041.4%5.2%
50Δ538.5537.6%5.5%539.3841.6%4.4%
55Δ530.6037.6%4.7%547.8440.6%3.6%
60Δ522.5038.1%4.0%557.3241.1%3.0%
65Δ514.1938.4%3.4%567.1841.5%2.5%
70Δ505.4038.7%2.8%577.4141.3%1.9%
75Δ496.0938.9%2.3%588.7441.3%1.4%
80Δ486.1738.8%1.8%603.6442.4%1.0%

20Δ

Calls
Pseudo strike
591.26
IV
35.6%
B/E move
12.2%
Puts
Pseudo strike
482.39
IV
42.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
581.72
IV
36.5%
B/E move
10.8%
Puts
Pseudo strike
493.26
IV
42.2%
B/E move
9.5%

30Δ

Calls
Pseudo strike
571.54
IV
36.3%
B/E move
9.3%
Puts
Pseudo strike
503.31
IV
42.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
563.12
IV
37.0%
B/E move
8.3%
Puts
Pseudo strike
512.75
IV
41.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
554.82
IV
37.4%
B/E move
7.3%
Puts
Pseudo strike
521.75
IV
41.8%
B/E move
6.1%

45Δ

Calls
Pseudo strike
546.57
IV
37.5%
B/E move
6.3%
Puts
Pseudo strike
530.60
IV
41.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
538.55
IV
37.6%
B/E move
5.5%
Puts
Pseudo strike
539.38
IV
41.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
530.60
IV
37.6%
B/E move
4.7%
Puts
Pseudo strike
547.84
IV
40.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
522.50
IV
38.1%
B/E move
4.0%
Puts
Pseudo strike
557.32
IV
41.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
514.19
IV
38.4%
B/E move
3.4%
Puts
Pseudo strike
567.18
IV
41.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
505.40
IV
38.7%
B/E move
2.8%
Puts
Pseudo strike
577.41
IV
41.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
496.09
IV
38.9%
B/E move
2.3%
Puts
Pseudo strike
588.74
IV
41.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
486.17
IV
38.8%
B/E move
1.8%
Puts
Pseudo strike
603.64
IV
42.4%
B/E move
1.0%