haylaavo

CUMMINSIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 100

Spot
4,533.00
Future
4,572.40
Forward
4,572.40
PCR (OI)
7.29
Puts 5,100 / Calls 700
PCR (volume)
2.25
Puts 9 / Calls 4
Max pain
5,200
strike with least total payout to holders
Highest OI
5,200 CE · 4,400 PE
ΔOI calls +400 · puts +700
Open interest by strike
CallsPuts│ ATM┊ Max pain
01,1502,3003,8004,0504,2502,3004,4504,6504,8505,050400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——30.920.001,080.803,80025.150.0029.24——Neutral
Neutral——30.380.00992.353,90035.200.0029.24——Neutral
——30.19—673.503,95048.70—29.24——
Neutral——30.040.00906.754,00036.850.0029.24—800Neutral
Neutral——29.920.00593.804,05067.900.0029.24——Neutral
Neutral——29.830.00824.404,10064.300.0029.24——Neutral
Neutral——29.750.00519.154,15092.200.0029.24——Neutral
Neutral——29.680.00745.704,20084.150.0029.24——Neutral
Neutral——29.630.00449.554,250121.550.0029.24——Neutral
Neutral——29.590.00671.154,300108.150.0029.24——Neutral
Neutral——29.550.00386.054,350156.900.0029.24——Neutral
Neutral200—29.520.00253.554,400142.00+32.0031.00+2002,300Long buildup
Neutral——29.490.00328.504,450198.300.0029.24——Neutral
Neutral——29.470.00534.604,500168.700.0029.24——Neutral
Neutral——29.450.00276.954,550245.700.0029.24——Neutral
Neutral——29.430.00473.454,600206.050.0029.24——Neutral
Neutral——29.420.00231.454,650299.100.0029.24——Neutral
Neutral——29.410.00417.104,700248.250.0029.24——Neutral
Neutral——29.400.00191.704,750358.200.0029.24——Neutral
Neutral——29.390.00365.504,800295.150.0029.25——Neutral
Neutral——29.380.00157.354,850422.800.0029.25——Neutral
Neutral——29.370.00318.654,900346.850.0029.26——Neutral
Neutral——29.360.00128.054,950492.400.0029.26——Neutral
Neutral100—29.360.0076.155,000570.000.0029.27—700Neutral
Neutral——29.350.00103.605,050566.900.0029.28——Neutral
Neutral——29.350.00238.505,100463.750.0029.29——Neutral
Short buildup400+40029.63-166.0038.805,200676.55-103.4533.49+500900Short buildup
Neutral——29.330.00175.005,300840.000.0029.39—400Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.