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[--[65.84.65.76]--]
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

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
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
  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.