CUMMINSIND CUMMINS INDIA LTD
CUMMINS INDIA LTD — on this desk since 2 Jan 2006.
Results meeting in 19 days Wed 4 Nov 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 646.69 | 0 | 1,800 | 4,000 | 2,000 | −1,000 | 0.14 | long unwinding |
| — | — | — | — | 4,200 | 1,000 | +400 | 5.00 | long build-up |
| — | — | — | — | 4,300 | 27,000 | +12,800 | 8.60 | long build-up |
| — | — | — | — | 4,350 | 1,200 | +600 | 12.35 | long build-up |
| short build-up | 265.58 | +200 | 400 | 4,400 | 33,000 | +16,200 | 18.90 | long build-up |
| — | — | — | — | 4,450 | 3,600 | +1,800 | 27.40 | long build-up |
| short build-up | 187.07 | +3,600 | 6,600 | 4,500 | 63,800 | +42,800 | 38.05 | long build-up |
| — | 152.88 | +7,200 | 7,200 | 4,550 | 15,000 | +13,200 | 54.55 | long build-up |
| short build-up | 113.20 | +18,200 | 19,200 | 4,600 | wall1,58,200 | +32,200 | 71.40 | long build-up |
| — | 86.30 | +49,600 | 49,600 | 4,650at the money | 20,200 | +4,000 | 93.15 | long build-up |
| short build-up | 63.15 | +67,600 | 80,400 | 4,700 | 84,400 | +37,200 | 120.35 | long build-up |
| short build-up | 46.15 | +39,000 | 51,800 | 4,750 | 28,400 | +1,600 | 154.25 | long build-up |
| short build-up | 33.20 | +52,600 | 1,50,400 | 4,800 | 1,12,800 | −3,600 | 189.75 | short covering |
| short build-up | 23.50 | +10,000 | 51,000 | 4,850 | 25,000 | −400 | 231.32 | short covering |
| short build-up | 16.80 | +17,600 | 1,64,000wall | 4,900 | 1,13,800 | −1,800 | 272.45 | short covering |
| short build-up | 11.70 | +2,000 | 27,400 | 4,950 | 7,800 | 0 | 315.86 | — |
| short build-up | 8.95 | +20,000 | 1,39,400 | 5,000 | 40,600 | −2,400 | 365.00 | short covering |
| long unwinding | 6.35 | −2,000 | 8,600 | 5,050 | 200 | 0 | 407.70 | — |
| long unwinding | 4.40 | −2,400 | 82,000 | 5,100 | 22,600 | +400 | 455.36 | long build-up |
| short build-up | 3.00 | +3,000 | 3,400 | 5,150 | — | — | — | — |
The options were priced for a move of about 3.9% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 390 of 725 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded level with the share.
Not in the F&O ban this session; open interest stood at 40% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.9% by 27 Oct; over the sessions the desk holds it ranged 1.2–8.2%.
Option prices were dearer than 56 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 3.9% | 0.03% | |
| Wed 14 Oct | short build | 3.8% | -0.02% | |
| Tue 13 Oct | short build | 3.8% | -0.08% | |
| Mon 12 Oct | long build | 4.2% | 0.62% | |
| Fri 9 Oct | short cover | 4.3% | 0.19% | |
| Thu 8 Oct | long unwind | 5.1% | 0.03% | |
| Wed 7 Oct | long unwind | 4.7% | 0.04% | |
| Tue 6 Oct | short cover | 4.7% | 0.17% | |
| Mon 5 Oct | long unwind | 5.0% | 0.03% | |
| Thu 1 Oct | long build | 5.0% | 0.20% | |
| Wed 30 Sep | short build | 6.2% | 0.80% | |
| Tue 29 Sep | short build | 5.1% | 1.35% | |
| Mon 28 Sep | short build | 5.1% | 0.35% | |
| Fri 25 Sep | short build | 1.7% | 0.03% | |
| Thu 24 Sep | long unwind | 1.7% | 0.23% | |
| Wed 23 Sep | long build | 2.1% | 0.40% | |
| Tue 22 Sep | short build | 2.5% | 0.45% | |
| Mon 21 Sep | short build | 2.5% | 0.29% | |
| Fri 18 Sep | short cover | 2.9% | 0.07% | |
| Thu 17 Sep | long build | 3.2% | 0.31% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.