Cummins India Limited

Capital Goods · Industrial Products

NSE: CUMMINSIND BSE: 500480

₹4760.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +111.50

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	4798.0000	-67.00	5936600	204800	Short Buildup
Nov. 23, 2026	4837.0000	-56.00	375600	3000	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	4871.5000	0	0
Sept. 30, 2026	Nov. 23, 2026	4869.0000	4885.0000	4808.0000	4837.0000	375600	3000
Sept. 30, 2026	Oct. 27, 2026	4875.0000	4894.5000	4776.5000	4798.0000	5936600	204800
Sept. 29, 2026	Nov. 23, 2026	4860.0000	4924.5000	4853.0000	4893.0000	372600	11200
Sept. 29, 2026	Oct. 27, 2026	4899.0000	4915.0000	4830.0000	4865.0000	5731800	703000
Sept. 29, 2026	Sept. 29, 2026	4839.0000	4896.0000	4800.5000	4845.0000	708400	-436000
Sept. 28, 2026	Nov. 23, 2026	4932.5000	4948.5000	4880.0000	4894.0000	361400	104200
Sept. 28, 2026	Oct. 27, 2026	4954.0000	4954.0000	4853.5000	4872.0000	5028800	1622000
Sept. 28, 2026	Sept. 29, 2026	4894.5000	4902.5000	4828.5000	4849.0000	1144400	-1588200
Sept. 25, 2026	Nov. 23, 2026	5046.0000	5046.0000	4981.5000	4988.5000	257200	2400

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.933

Max Pain 4900.0000

Open Interest by Strike (Max Pain: 4900.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
1800	200	785.0000	34.42	0.975	4000.0000	-0.028	35.25	5.0000	200	1400
0	0	1193.8500	170.34	0.714	4100.0000	-0.055	36.73	11.6000	0	0
0	0	1343.0000	214.9	0.697	4200.0000	-0.099	38.76	24.4500	0	0
0	0	1009.5000	152.91	0.679	4300.0000	-0.041	23.03	5.1000	400	6600
0	0	501.6500	44.97	0.800	4350.0000	-0.139	33.64	31.9500	0	0
200	0	495.0000	52.54	0.745	4400.0000	-0.174	34.57	43.7500	0	0
0	0	420.4000	42.97	0.751	4450.0000	-0.199	33.39	50.2000	0	0
200	0	420.0000	50.67	0.696	4500.0000	-0.177	25.29	32.3500	22200	49400
0	0	345.8000	41.43	0.692	4550.0000	-0.273	33.08	75.2000	0	0
600	0	335.0000	45.76	0.647	4600.0000	-0.262	23.89	50.6500	13200	110600
0	0	279.0500	40.3	0.624	4650.0000	-0.357	32.71	108.0000	0	0
1800	1200	170.1000	24.11	0.620	4700.0000	-0.373	22.49	77.8500	5800	36200
1200	1200	134.7000	22.67	0.559	4750.0000	-0.441	22.84	101.0500	1200	1200
47200	27400	119.0000	24.45	0.494	4800.0000	-0.509	22.24	122.8000	37000	85800
10800	10800	111.5500	27.25	0.442	4850.0000	-0.576	22.36	151.6000	2800	2800
83800	26000	72.9500	23.31	0.365	4900.0000	-0.658	20.11	172.2500	1800	92600
0	0	129.6500	38.33	0.392	4950.0000	-0.642	30.82	257.2000	0	0
127000	2200	45.4500	23.54	0.256	5000.0000	-0.840	15.94	231.2500	1600	43200
0	0	96.2500	37.95	0.319	5050.0000	-0.735	29.68	323.3500	0	0
80800	1800	27.0500	23.75	0.170	5100.0000		—	291.0000	0	22600
0	0	70.2000	37.71	0.253	5150.0000	-0.823	28.02	396.8500	0	0
123600	6800	17.3500	24.74	0.114	5200.0000		—	358.4000	0	10400
0	0	49.8500	37.43	0.195	5250.0000	-0.909	24.88	476.0500	0	0
14600	-600	10.9000	25.57	0.075	5300.0000		—	480.0000	1000	7000
1200	0	61.7500	47.64	0.192	5400.0000		—	545.0000	0	3000
35800	2800	5.9500	28.74	0.041	5500.0000		—	690.0000	800	37400
0	0	368.9500	125.96	0.387	5600.0000		—	735.3500	0	2600
200	200	5.0000	33.56	0.031	5700.0000		—	780.0000	0	600
1200	1200	3.9500	34.94	0.024	5800.0000		—	815.0000	0	200
21600	20000	2.4500	37.37	0.015	6000.0000		—	1098.3500	0	3000