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[--[65.84.65.76]--]
CUMMINSIND
Cummins India Ltd

2804.05 -85.00 (-2.94%)

Option Chain for CUMMINSIND

24 Jan 2025 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 0 0 0.00 455.00 0.00 2500 -0.70 1.00 44.47 11 -2 114 -0.02
- 0 0 0 - 968.15 0.00 2550 0.00 5.00 19.33 0 0 0 -0.00
- 0 0 0 - 961.30 0.00 2600 1.10 3.10 38.90 53 16 304 -0.05
0.00 0 0 0 0.00 228.05 0.00 2650 -0.30 3.05 0.00 0 9 0 0.00
0.91 43 26 41 24.84 120.15 -73.00 2700 4.25 9.55 32.80 487 -47 567 -0.15
0.76 36 4 40 27.34 80.80 -59.10 2750 6.50 16.75 29.45 980 -186 321 -0.26
0.57 136 57 306 27.53 48.30 -59.95 2800 17.80 36.00 30.53 848 -60 360 -0.43
0.37 297 194 733 27.09 24.75 -51.20 2850 33.35 64.75 31.91 784 -20 142 -0.61
0.24 776 75 1,979 31.06 15.35 -30.60 2900 52.95 105.05 36.58 1,181 -204 337 -0.73
0.13 553 -12 1,008 31.73 7.45 -18.75 2950 73.95 154.30 46.13 115 -27 291 -0.77
0.08 809 -202 1,646 33.95 4.15 -10.85 3000 72.25 190.05 38.65 43 -4 266 -0.89
0.04 296 -118 581 35.48 2.15 -5.60 3050 59.95 230.20 - 25 -2 138 -
0.02 660 -143 888 35.78 0.90 -3.85 3100 82.40 292.75 57.36 33 -24 406 -0.90
0.02 250 -49 249 41.71 1.05 -2.05 3150 70.50 335.55 48.60 1 0 50 -0.96
0.02 951 -39 327 45.61 0.90 -1.25 3200 125.80 408.00 - 26 -20 336 -
0.02 862 -40 344 51.03 1.00 -0.55 3250 -20.00 370.00 - 9 -1 278 -
- 1,864 -323 1,085 - 1.10 -0.55 3300 21.00 435.00 - 1 0 381 -
- 359 -34 69 - 0.55 -0.55 3350 80.80 505.80 - 1 0 177 -
- 1,051 -38 146 - 1.10 0.10 3400 90.70 587.70 - 3 -1 165 -
- 519 -7 11 - 1.40 -1.00 3450 0.00 342.95 0.00 0 0 0 0.00
- 1,897 -141 216 - 0.60 0.05 3500 103.25 693.25 - 3 -1 235 -
- 210 -3 4 - 0.50 0.00 3550 0.00 391.75 0.00 0 0 0 0.00
- 386 -10 31 - 0.55 0.00 3600 33.70 720.00 - 1 0 80 -
- 170 0 1 - 0.25 0.00 3650 0.00 288.00 0.00 0 0 0 0.00
- 248 -18 25 - 0.45 -0.10 3700 81.00 890.00 - 2 -1 58 -
0.00 0 0 0 0.00 144.50 0.00 3750 0.00 385.00 0.00 0 0 0 0.00
- 272 -4 29 - 0.25 0.05 3800 55.40 985.40 - 5 -2 55 -
0.00 0 0 0 0.00 115.15 0.00 3850 0.00 435.70 0.00 0 0 0 0.00
- 312 0 23 - 0.15 0.10 3900 57.15 1088.80 - 8 -3 7 -
0.00 0 0 0 0.00 91.05 0.00 3950 0.00 510.35 0.00 0 0 0 0.00
- 118 -10 13 - 0.90 0.80 4000 0.00 1140.00 - 3 -2 16 -
13,075 5,084
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.