Assuming you are related to someone holding H-1B status, then it may be possible to apply for an H-4 visa.
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You get 60 days grace after OPT expires. By then you will leave, so apply for H-4 visa. If you apply for COS and then leave, it will be considered abandoned.
This response is general in nature and cannot be construed as legal advice, given that not enough facts are known. Any comments offered on Avvo are of a general nature only, and are not meant to create an attorney-client relationship. You are encouraged to seek independent and private counseling for a complete review of your case.
If you already have plans to depart the U.S. to visit India, you may as well request the H-4 status at the U.S. consulate. There is no need to file the FORM I-539 in the U.S. to request the change of status from F-1 to H-4.