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[--[65.84.65.76]--]
CUMMINSIND
Cummins India Ltd

2690.3 -26.70 (-0.98%)

Option Chain for CUMMINSIND

19 Feb 2025 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 150

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 404.90 0.00 2300 -0.20 1.05 50.82 43 1 135 -0.01
- 0 0 0 - 1045.80 0.00 2350 0.00 5.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 284.35 0.00 2400 -0.70 1.85 42.75 63 -11 295 -0.03
- 11 2 3 - 251.30 -6.40 2450 -0.60 3.70 41.70 43 8 31 -0.05
0.84 38 -1 12 56.37 223.80 17.55 2500 -1.20 5.50 38.15 364 -5 561 -0.08
0.88 23 2 8 35.10 162.55 -28.00 2550 1.00 12.35 39.14 386 24 126 -0.15
0.88 140 1 120 23.30 109.65 -34.10 2600 -1.15 18.20 35.38 748 -160 316 -0.22
0.67 174 20 403 32.71 83.00 -23.25 2650 1.10 31.30 34.26 999 -35 384 -0.34
0.52 653 219 2,953 32.03 53.05 -18.70 2700 3.70 51.50 33.60 1,655 32 602 -0.48
0.37 872 120 1,505 31.92 31.60 -14.40 2750 8.55 79.60 33.35 805 6 363 -0.62
0.24 795 18 1,639 32.90 18.60 -10.20 2800 12.20 115.00 33.44 301 -4 1,008 -0.75
0.16 640 -39 1,587 35.22 11.85 -5.65 2850 32.30 173.00 48.89 130 -62 193 -0.75
0.11 1,619 132 1,460 36.98 7.30 -2.70 2900 22.15 204.00 38.57 27 -3 834 -0.88
0.07 1,179 -70 646 39.40 4.90 -1.90 2950 15.25 270.00 62.81 14 -1 237 -0.81
0.05 3,487 188 1,615 42.54 3.70 -1.30 3000 17.60 304.45 47.64 137 -94 493 -0.93
0.03 668 -82 380 43.13 2.10 -1.15 3050 0.00 370.75 0.00 0 0 0 0.00
0.03 1,123 -26 344 46.89 1.85 -0.65 3100 0.00 420.00 0.00 0 0 0 0.00
0.02 459 -11 105 48.73 1.30 -0.20 3150 0.00 236.40 0.00 0 0 0 0.00
- 886 -121 233 - 1.15 -0.50 3200 33.00 506.00 - 1 0 70 -
- 264 4 26 - 0.95 -0.40 3250 -0.80 369.15 0.00 0 0 0 0.00
- 505 -21 70 - 0.85 0.20 3300 0.00 417.15 0.00 0 0 0 0.00
- 126 0 15 - 0.85 0.15 3350 0.00 193.80 0.00 0 0 0 0.00
- 341 -2 14 - 1.00 0.05 3400 0.00 698.00 0.00 0 -1 0 0.00
- 32 0 1 - 0.45 -0.30 3450 0.00 600.00 0.00 0 0 0 0.00
- 209 -5 23 - 0.50 0.20 3500 0.00 823.55 0.00 0 0 0 0.00
- 18 0 2 - 3.70 3.25 3550 145.00 845.00 - 2 0 5 -
- 186 -4 14 - 0.80 0.00 3600 0.00 850.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.25 0.00 3650 90.05 950.05 - 3 0 2 -
- 191 -1 8 - 0.05 -0.05 3700 0.00 920.00 0.00 0 0 0 0.00
14,639 5,655
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.