haylaavo

CUMMINSIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 100

Spot
4,533.00
Future
4,592.00
Forward
4,592.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.513,6004,0004,2004,4004,6004,8005,0005,200
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——31.72—1,012.103,60024.50—29.26——
Neutral——30.490.00839.103,80048.400.0029.26——Neutral
Neutral——29.930.00680.154,00086.400.0029.26——Neutral
Neutral——29.770.00607.154,100111.850.0029.26——Neutral
Neutral——29.670.00538.454,200141.600.0029.27——Neutral
Neutral——29.590.00474.854,300176.500.0029.27——Neutral
Neutral——29.530.00416.304,400216.400.0029.28——Neutral
Neutral——29.480.00362.854,500261.350.0029.28——Neutral
Neutral——29.450.00314.354,600311.350.0029.29——Neutral
Neutral——29.420.00270.804,700366.250.0029.31——Neutral
Neutral——29.400.00231.954,800425.850.0029.32——Neutral
Neutral——29.390.00197.604,900489.950.0029.34——Neutral
Neutral——29.370.00167.405,000558.250.0029.37——Neutral
Neutral——29.360.00141.305,100630.600.0029.41——Neutral
Neutral——29.350.00118.605,200706.350.0029.46——Neutral
Neutral——29.340.0082.155,400866.800.0029.61——Neutral

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.