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Related Pages for CUMMINSIND
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CUMMINSIND
Cummins India Ltd
3294.2 -7.05 (-0.21%)

Option Chain for CUMMINSIND

21 Nov 2024 02:20 PM IST

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

Call
Put

Lot Size : 300
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 1002.70 0.00 2800 -0.85 3.00 - 11 14 159 -
0.00 0 0 0 0.00 0.00 0.00 2850 0.00 0.00 0.00 0 0 0 0.00
0.00 0 1 0 0.00 468.95 0.00 2900 0.25 4.00 53.83 61 62 255 -0.04
- 0 0 0 - 892.85 0.00 2950 0.00 11.70 20.01 0 0 0 -0.00
- 5 0 1 - 283.65 -235.75 3000 -1.80 6.75 47.12 225.5 43 680 -0.07
- 0 0 0 - 801.50 0.00 3050 -2.95 7.00 41.04 8.5 2 32 -0.08
0.86 22 0 2 42.66 212.70 -1.90 3100 -1.80 11.70 39.95 38.5 19 286 -0.13
- 0 0 0 - 713.35 0.00 3150 -3.25 17.60 37.75 250 7 129 -0.18
0.80 106 -31 49 26.89 112.75 -14.25 3200 -3.30 26.70 35.78 379.5 102 505 -0.26
0.66 53 17 38 27.32 77.55 -15.20 3250 -2.20 40.80 34.28 361 -70 445 -0.37
0.50 528 212 756.5 29.38 53.00 -7.00 3300 -4.45 63.50 34.52 688.5 104 915 -0.49
0.36 407 71 375 28.64 31.10 -8.90 3350 -0.85 93.15 34.98 199 -86 244 -0.62
0.24 1,222 36 374 29.36 18.15 -5.35 3400 0.20 128.35 35.52 213 -186 741 -0.72
0.16 335 -53 340 31.26 11.50 -2.90 3450 -9.30 160.70 29.62 4 -5 294 -0.86
0.10 1,142 -164 425.5 32.75 7.00 -2.15 3500 -3.05 216.45 41.58 10.5 -8 465 -0.84
0.07 801 30 380.5 35.06 4.80 -1.20 3550 8.75 262.15 43.62 27.5 5 221 -0.88
0.05 2,293 -42 335 38.30 3.85 -0.95 3600 -8.00 302.00 31.52 1.5 0 595 -0.98
0.04 513 37 185 41.15 3.05 -0.90 3650 106.00 375.10 68.67 1.5 -1 107 -0.84
0.03 1,454 -33 220.5 44.01 2.50 -0.25 3700 0.00 314.00 0.00 0 0 0 0.00
0.03 299 13 44 47.87 2.40 0.05 3750 0.00 252.15 0.00 0 0 0 0.00
0.02 579 -15 59.5 49.42 1.75 -0.10 3800 0.00 454.40 0.00 0 0 0 0.00
0.01 137 -1 1.5 49.60 1.00 -0.50 3850 0.00 337.30 0.00 0 0 0 0.00
0.01 374 -46 38 53.42 1.10 0.55 3900 0.00 555.00 0.00 0 0 0 0.00
- 42 -10 14.5 - 1.00 0.00 3950 0.00 300.00 0.00 0 0 0 0.00
- 470 -65 44 - 0.65 -0.30 4000 0.00 449.75 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 1.00 0.00 4050 0.00 367.50 - 0 0 0 -
- 119 0 4 - 0.25 -0.05 4100 0.00 420.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.00 0.00 4150 0.00 435.10 0.00 0 0 0 0.00
- 230 -3 4.5 - 0.60 0.40 4200 10.00 895.00 - 0.5 0 1 -
0.00 0 0 0 0.00 105.35 0.00 4250 0.00 507.90 0.00 0 0 0 0.00
- 377 0 2 - 0.45 0.35 4300 0.00 618.55 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 4350 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.80 0.00 4400 0.00 695.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4450 0.00 0.00 0.00 0 0 0 0.00
- 151 -15 11 - 0.05 -0.05 4500 0.00 774.85 0.00 0 0 0 0.00
11,659 6,074
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.