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Related Pages for CUMMINSIND
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CUMMINSIND
Cummins India Ltd
3282.25 -19.00 (-0.58%)

Option Chain for CUMMINSIND

21 Nov 2024 04:10 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 -1.20 2.55 48.02 81.5 53 246 -0.03
- 0 0 0 - 892.85 0.00 2950 0.00 11.70 19.70 0 0 0 -0.00
0.95 5 0 1 39.67 283.65 -235.75 3000 -3.60 4.95 42.08 704 14 651 -0.06
- 0 0 0 - 801.50 0.00 3050 -3.75 6.20 37.84 14.5 2 32 -0.08
0.78 22 0 2 55.32 212.70 -1.90 3100 -3.95 9.55 35.33 69 34 301 -0.12
- 0 0 0 - 713.35 0.00 3150 -6.00 14.85 32.83 258 5 127 -0.18
0.72 100 -37 56 31.84 105.80 -21.20 3200 -6.80 23.20 30.30 422.5 95 498 -0.27
0.59 69 33 49.5 30.80 71.95 -20.80 3250 -3.90 39.10 29.39 398.5 -88 427 -0.40
0.45 504 188 834 31.05 47.10 -12.90 3300 -5.85 62.10 28.53 770 92 903 -0.55
0.32 407 71 442.5 31.35 29.15 -10.85 3350 -1.10 92.90 27.80 221 -81 249 -0.70
0.21 1,169 -17 446 31.80 17.25 -6.25 3400 1.90 130.05 26.53 236.5 -211 716 -0.83
0.14 303 -85 387.5 33.03 10.50 -3.90 3450 5.30 175.30 28.16 7.5 -9 290 -0.90
0.10 1,093 -213 488 35.07 6.95 -2.20 3500 -3.05 216.45 - 10.5 -8 465 -
0.07 777 6 471.5 37.08 4.70 -1.30 3550 15.55 268.95 - 33 10 226 -
0.05 2,241 -94 415.5 39.97 3.65 -1.15 3600 0.50 310.50 - 2 0 595 -
0.04 511 35 202.5 42.63 2.85 -1.10 3650 106.00 375.10 49.79 1.5 -1 107 -0.93
0.03 1,438 -49 256 44.46 2.05 -0.70 3700 94.50 408.50 - 0.5 0 221 -
0.02 298 12 52.5 46.50 1.55 -0.80 3750 0.00 252.15 0.00 0 0 0 0.00
0.02 570 -24 75 48.54 1.20 -0.65 3800 0.00 454.40 0.00 0 0 0 0.00
0.01 128 -10 8 46.75 0.50 -1.00 3850 0.00 337.30 0.00 0 0 0 0.00
0.01 352 -68 48.5 52.05 0.70 0.15 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
- 469 -66 53 - 0.70 -0.25 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 6 - 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
- 228 -5 6.5 - 0.20 0.00 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
11,373 6,214
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.