CUMMINSIND option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 200
Spot
4,533.00
Future
4,539.90
Forward
4,540.38
PCR (OI)
1.04
Puts 4.36 L / Calls 4.21 L
PCR (volume)
0.35
Puts 1,981 / Calls 5,723
Max pain
4,600
strike with least total payout to holders
Highest OI
5,000 CE · 4,500 PE
ΔOI calls +22,900 · puts +2,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 3,600 | 4.90 | -1.10 | 50.06 | +1,000 | 1,700 | Short buildup | |||
| · | · | · | · | · | · | · | · | · | 3,700 | 5.45 | 0.00 | 29.14 | — | 600 | Neutral | |||
| Neutral | — | — | 44.50 | 0.00 | 1,504.55 | 3,800 | 6.10 | -4.60 | 41.56 | +200 | 2,700 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 3,850 | 12.20 | 0.00 | 29.01 | — | 5,700 | Neutral | |||
| Neutral | 200 | — | 39.96 | 0.00 | 460.00 | 3,900 | 7.90 | -9.00 | 38.35 | −600 | 4,800 | Long unwinding | ||||||
| Neutral | — | — | 38.02 | 0.00 | 901.80 | 3,950 | 12.50 | -9.30 | 39.49 | −200 | 2,500 | Long unwinding | ||||||
| Neutral | 1,300 | — | — | +48.15 | 535.75 | 4,000 | 15.00 | -10.90 | 38.33 | +1,600 | 22,700 | Short buildup | ||||||
| Neutral | 200 | — | 34.94 | 0.00 | 315.55 | 4,050 | 19.60 | -9.10 | 38.05 | +400 | 3,600 | Short buildup | ||||||
| Neutral | — | — | 33.80 | 0.00 | 767.50 | 4,100 | 24.25 | -17.20 | 37.26 | −4,600 | 17,300 | Long unwinding | ||||||
| Neutral | 600 | — | 32.90 | 0.00 | 500.00 | 4,150 | 30.45 | -13.10 | 36.71 | +200 | 1,400 | Short buildup | ||||||
| Neutral | 1,500 | — | 32.21 | 0.00 | 295.00 | 4,200 | 38.75 | -22.30 | 36.44 | +1,900 | 38,300 | Short buildup | ||||||
| Neutral | 200 | — | 31.66 | 0.00 | 217.00 | 4,250 | 51.35 | -24.00 | 37.00 | — | 2,100 | Neutral | ||||||
| Neutral | 26,700 | — | 29.85 | +36.45 | 280.00 | 4,300 | 60.55 | -30.40 | 35.87 | +3,100 | 29,000 | Short buildup | ||||||
| Short covering | 6,800 | −400 | 30.92 | +41.70 | 247.00 | 4,350 | 74.00 | -35.25 | 35.46 | −200 | 44,600 | Neutral | ||||||
| Neutral | 16,600 | — | 35.43 | +53.75 | 230.95 | 4,400 | 91.15 | -38.85 | 35.43 | −600 | 44,900 | Long unwinding | ||||||
| Long buildup | 13,800 | +1,600 | 35.56 | +49.40 | 201.50 | 4,450 | 109.10 | -46.20 | 34.99 | +1,100 | 30,200 | Short buildup | ||||||
| Long buildup | 50,800 | +4,600 | 35.41 | +43.30 | 173.45 | 4,500 | 132.05 | -47.30 | 35.14 | −400 | 53,800 | Neutral | ||||||
| Long buildup | 5,600 | +800 | 35.34 | +43.60 | 148.30 | 4,550 | 163.15 | -54.25 | 36.56 | +200 | 2,400 | Short buildup | ||||||
| Short covering | 49,100 | −4,700 | 35.36 | +36.55 | 126.10 | 4,600 | 188.00 | -48.45 | 35.95 | +500 | 31,600 | Short buildup | ||||||
| Short covering | 37,400 | −3,100 | 35.46 | +33.60 | 106.70 | 4,650 | 215.30 | 0.00 | 28.17 | — | 300 | Neutral | ||||||
| Long buildup | 25,000 | +2,700 | 35.38 | +27.45 | 88.95 | 4,700 | 247.20 | -60.55 | 35.20 | −100 | 12,100 | Neutral | ||||||
| Short covering | 3,200 | −200 | 35.73 | +23.15 | 75.15 | 4,750 | 357.30 | 0.00 | 27.78 | — | 200 | Neutral | ||||||
| Short covering | 28,100 | −400 | 35.62 | +22.50 | 61.60 | 4,800 | 322.45 | -67.55 | 36.26 | −300 | 14,600 | Long unwinding | ||||||
| Long buildup | 5,400 | +2,100 | 35.87 | +19.50 | 51.20 | 4,850 | 483.00 | 0.00 | 27.14 | — | 200 | Neutral | ||||||
| Long buildup | 14,200 | +5,900 | 35.88 | +15.50 | 41.65 | 4,900 | 400.00 | -11.75 | 35.95 | +200 | 2,200 | Short buildup | ||||||
| Neutral | 3,700 | — | 29.69 | 0.00 | 46.25 | 4,950 | 317.20 | 0.00 | 25.97 | — | — | Neutral | ||||||
| Long buildup | 72,200 | +10,400 | 36.27 | +10.30 | 27.85 | 5,000 | 490.00 | +48.20 | 38.03 | −100 | 16,400 | Neutral | ||||||
| Short buildup | 2,600 | +1,400 | 34.54 | -4.40 | 18.60 | 5,050 | 378.55 | 0.00 | 23.19 | — | — | Neutral | ||||||
| Long buildup | 1,100 | +400 | 34.85 | +4.50 | 15.00 | 5,100 | 517.00 | 0.00 | 17.02 | — | 5,400 | Neutral | ||||||
| Short buildup | 1,600 | +600 | 35.80 | -3.55 | 13.05 | 5,150 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 21,200 | −1,200 | 36.94 | +5.20 | 11.70 | 5,200 | 784.00 | 0.00 | — | — | 1,300 | Neutral | ||||||
| Long unwinding | 6,100 | −1,100 | 36.33 | -2.10 | 8.40 | 5,250 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 2,500 | +1,700 | 35.11 | -1.65 | 5.35 | 5,300 | 860.00 | 0.00 | — | — | 2,000 | Neutral | ||||||
| Neutral | 200 | — | 29.52 | 0.00 | 12.45 | 5,350 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 1,900 | +1,300 | 33.76 | +0.95 | 2.30 | 5,400 | 1,030.00 | 0.00 | — | — | 200 | Neutral | ||||||
| Long buildup | 17,700 | +500 | 39.97 | +1.45 | 4.05 | 5,500 | 950.00 | -70.00 | — | −1,100 | 38,200 | Long unwinding | ||||||
| Neutral | 3,000 | — | 29.43 | 0.00 | 3.00 | 5,600 | 1,144.00 | 0.00 | — | — | 3,400 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 7.23% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.