CUMMINSIND
Cummins India Ltd
3312.9
-44.75 (-1.33%)
Option Chain for CUMMINSIND
20 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 150 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 1 | 0 | 0.00 | 541.60 | 0.00 | 2900 | -0.90 | 2.50 | 54.99 | 381 | 68 | 89 | -0.03 |
| - | 0 | 0 | 0 | - | 612.75 | 0.00 | 2950 | 0.00 | 29.40 | 22.52 | 0 | 0 | 0 | -0.00 |
| - | 8 | 0 | 1 | - | 366.00 | -9.50 | 3000 | -1.55 | 3.60 | 46.09 | 4,219 | -220 | 614 | -0.04 |
| - | 0 | 0 | 0 | - | 529.85 | 0.00 | 3050 | 0.00 | 45.40 | 16.77 | 0 | 0 | 0 | -0.00 |
| 0.93 | 5 | 0 | 12 | 36.36 | 217.30 | -159.60 | 3100 | -3.50 | 5.25 | 36.43 | 6,021 | 90 | 292 | -0.07 |
| - | 0 | 0 | 0 | - | 452.60 | 0.00 | 3150 | -3.15 | 8.25 | 33.50 | 1,331 | 59 | 122 | -0.12 |
| 0.84 | 12 | 5 | 20 | 28.09 | 122.80 | -57.70 | 3200 | -1.55 | 13.70 | 30.97 | 7,717 | 91 | 441 | -0.19 |
| 0.63 | 10 | 2 | 5 | 50.75 | 119.80 | -9.35 | 3250 | 0.95 | 24.55 | 29.61 | 2,128 | 44 | 195 | -0.30 |
| 0.55 | 296 | 211 | 975 | 27.44 | 52.80 | -46.15 | 3300 | 7.50 | 43.40 | 29.24 | 6,646 | 211 | 583 | -0.45 |
| 0.38 | 350 | 252 | 1,665 | 28.18 | 31.50 | -36.45 | 3350 | 13.85 | 70.20 | 28.92 | 3,118 | -20 | 229 | -0.61 |
| 0.25 | 659 | 155 | 4,677 | 28.85 | 17.55 | -28.95 | 3400 | 24.05 | 108.80 | 31.66 | 3,386 | 130 | 601 | -0.73 |
| 0.16 | 511 | 13 | 2,419 | 31.07 | 10.75 | -20.40 | 3450 | 35.35 | 152.45 | 35.08 | 168 | -32 | 249 | -0.81 |
| 0.10 | 712 | -134 | 3,083 | 32.77 | 6.35 | -13.40 | 3500 | 40.85 | 194.15 | 33.50 | 200 | -28 | 664 | -0.90 |
| 0.07 | 444 | 3 | 1,355 | 36.22 | 4.75 | -8.25 | 3550 | 54.90 | 248.65 | 45.48 | 28 | -11 | 169 | -0.88 |
| 0.05 | 739 | -332 | 1,735 | 39.49 | 3.65 | -4.65 | 3600 | 61.00 | 300.00 | 53.52 | 26 | -10 | 251 | -0.88 |
| 0.04 | 721 | 101 | 1,215 | 43.48 | 3.20 | -2.80 | 3650 | 0.00 | 284.25 | 0.00 | 0 | -12 | 0 | 0.00 |
| 0.04 | 1,528 | -280 | 1,703 | 46.87 | 2.70 | -1.80 | 3700 | -22.45 | 317.55 | - | 4 | -2 | 210 | - |
| 0.03 | 311 | -33 | 162 | 50.28 | 2.35 | -0.65 | 3750 | 0.00 | 223.05 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.02 | 544 | -69 | 309 | 53.29 | 2.00 | -0.35 | 3800 | 41.00 | 450.00 | - | 3 | -1 | 69 | - |
| 0.02 | 140 | -12 | 48 | 56.58 | 1.80 | 0.10 | 3850 | 0.00 | 227.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 308 | -21 | 57 | - | 1.50 | 0.00 | 3900 | 0.00 | 453.40 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 2.00 | 0.00 | 3950 | 0.00 | 344.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 507 | -46 | 159 | - | 0.55 | -0.40 | 4000 | 0.00 | 567.50 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 30.00 | 62.00 | 0.00 | 4050 | 0.00 | 566.40 | - | 0 | 0 | 0 | - |
| - | 79 | 0 | 5 | - | 0.90 | 0.05 | 4100 | 0.00 | 578.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 7,884 | 4,778 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
