CUMMINSIND
Cummins India Ltd
3310.3
-15.75 (-0.47%)
Option Chain for CUMMINSIND
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 300 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 519.40 | 0.00 | 3000 | 2.35 | 10.20 | 38.37 | 6 | -1 | 492 | -0.09 |
| - | 0 | 0 | 0 | - | 801.50 | 0.00 | 3050 | -17.70 | 1.40 | 21.89 | 3 | 0 | 0 | -0.03 |
| 0.91 | 15 | 0 | 1 | 26.65 | 225.00 | -18.35 | 3100 | 3.80 | 18.45 | 34.56 | 2.5 | 0 | 257 | -0.15 |
| - | 0 | 0 | 0 | - | 713.35 | 0.00 | 3150 | 0.00 | 22.00 | 0.00 | 0 | 51 | 0 | 0.00 |
| 0.74 | 8 | -2 | 1.5 | 30.21 | 149.90 | -13.25 | 3200 | 7.25 | 36.90 | 32.04 | 18.5 | 1 | 288 | -0.28 |
| 0.00 | 0 | 11 | 0 | 0.00 | 133.95 | 0.00 | 3250 | 12.65 | 55.15 | 32.52 | 12 | 1 | 120 | -0.37 |
| 0.54 | 106 | 1 | 11.5 | 29.84 | 85.15 | -16.65 | 3300 | 13.65 | 72.30 | 30.75 | 47 | 14 | 458 | -0.46 |
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| 0.45 | 115 | 9 | 45.5 | 30.93 | 65.00 | -10.75 | 3350 | 11.85 | 100.05 | 31.26 | 17.5 | 0 | 235 | -0.55 |
| 0.35 | 528 | 9 | 59.5 | 29.77 | 43.55 | -10.80 | 3400 | 23.35 | 134.35 | 32.58 | 14.5 | 6 | 825 | -0.64 |
| 0.26 | 553 | 4 | 20 | 29.75 | 29.50 | -8.00 | 3450 | 0.00 | 143.80 | 0.00 | 0 | 20 | 0 | 0.00 |
| 0.20 | 1,170 | 19 | 57 | 30.98 | 21.50 | -6.00 | 3500 | 2.95 | 186.05 | 19.34 | 0.5 | 0 | 738 | -0.92 |
| 0.15 | 963 | 1 | 20.5 | 32.44 | 16.10 | -3.45 | 3550 | 0.00 | 225.50 | 0.00 | 0 | -97 | 0 | 0.00 |
| 0.11 | 2,216 | 8 | 74 | 33.34 | 11.50 | -2.95 | 3600 | 0.00 | 271.00 | 0.00 | 0 | -47 | 0 | 0.00 |
| 0.00 | 0 | -78 | 0 | 0.00 | 11.40 | 0.00 | 3650 | 0.00 | 256.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.07 | 1,375 | 14 | 22.5 | 36.01 | 6.60 | -1.15 | 3700 | 0.00 | 340.00 | 0.00 | 0 | -7 | 0 | 0.00 |
| 0.02 | 295 | 0 | 3 | 29.88 | 1.40 | -6.25 | 3750 | 0.00 | 252.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 662 | -3 | 2 | 38.54 | 4.00 | -1.45 | 3800 | 0.00 | 437.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 125 | 0 | 6 | 42.42 | 4.45 | -0.20 | 3850 | 0.00 | 337.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -4 | 0 | 0.00 | 3.85 | 0.00 | 3900 | 0.00 | 485.00 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.00 | 0 | -2 | 0 | 0.00 | 3.30 | 0.00 | 3950 | 0.00 | 300.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 668 | -1 | 2.5 | 44.59 | 1.95 | -0.65 | 4000 | 0.00 | 449.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 8,799 | 3,413 | |||||||||||||
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.
