Option Chain (Currency Derivatives)

As on Nov 26, 2014 17:00:00 IST  
 
RBI REFERENCE RATE as on Nov 26, 2014 12:00:00 IST : 61.8658
CALLS   PUTS
Chart OI Change in OI Volume IV LTP Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
LTP IV Volume Change in OI OI Chart
870 - 450 57.07 4.6200 100 4.5875 4.6225 1  57.25  - - 0.0025 7,330 0.0025 56.92 70 - 512
284 - 1,002 108.75 4.4000 100 4.3375 4.7975 100  57.50  - - 0.0025 7,048 0.0025 54.08 852 - 1,246
- - - 0.00 - - - - -  57.75  - - 0.0025 3,400 - 0.00 - - -
1,428 - 2,036 75.31 3.8650 10 3.8400 3.8750 10  58.00  - - 0.0025 7,358 0.0025 48.34 42 - 613
- - - 0.00 - - - - -  58.25  - - 0.0025 3,400 - 0.00 - - -
- - - 0.00 - - - - -  58.50  - - 0.0025 6,900 - 0.00 - - -
- - - 0.00 - - - - -  58.75  - - 0.0025 3,900 - 0.00 - - -
327 - 674 48.23 2.8675 100 2.8425 2.8700 100  59.00  - - 0.0025 7,900 0.0025 36.80 - - 1,305
- - - 0.00 - - - - -  59.25  - - 0.0025 3,900 - 0.00 - - -
208 - 355 23.20 2.3650 100 2.3175 2.3700 100  59.50  - - 0.0025 5,090 0.0025 30.97 310 - 310
- - - 0.00 - - - - -  59.75  - - 0.0025 4,400 - 0.00 - - -
1,923 - 1,146 35.33 1.8700 50 1.8550 1.8725 100  60.00  - - 0.0025 12,726 0.0025 25.08 75 - 16,281
- - - 16.11 1.5700 100 1.5775 1.7100 1,000  60.25  - - 0.0025 6,400 0.0100 27.13 - - 14
146 - - 22.07 1.3800 100 1.3575 1.3725 100  60.50  - - 0.0025 12,586 0.0025 19.10 - - 19,984
- - - 0.00 - 300 0.8225 - -  60.75  - - 0.0025 8,900 0.0025 16.04 - - 5,164
25,927 - 9,066 12.16 0.8775 100 0.8600 0.8750 20  61.00  - - 0.0025 37,074 0.0025 12.92 927 - 53,175
3,270 - 14 10.49 0.5775 1 0.6150 0.6225 121  61.25  - - 0.0025 25,951 0.0025 9.71 29 - 29,760
43,393 - 3,899 12.26 0.3650 100 0.3625 0.3700 100  61.50  - - 0.0025 42,368 0.0025 6.37 467 - 84,541
36,623 - 9,355 4.50 0.1150 200 0.1150 0.1275 350  61.75  - - 0.0025 13,862 0.0025 5.41 28,582 - 41,406
184,281 - 62,540 5.97 0.0025 - - 0.0025 15,508  62.00  197 0.1300 0.1375 397 0.1300 7.39 20,485 - 106,900
32,588 - 811 8.14 0.0025 - - 0.0025 16,660  62.25  200 0.3525 - - 0.4500 7.81 164 - 4,114
56,499 - 1,375 9.40 0.0025 - - 0.0025 30,375  62.50  100 0.6200 0.6500 200 0.6175 12.96 60 - 5,385
3,489 - - 12.54 0.0025 - - 0.0025 11,890  62.75  - - - - 0.6000 4.86 - - 105
26,301 - 9 15.54 0.0025 - - 0.0025 22,717  63.00  100 1.0900 1.1500 12 1.1325 17.21 4 - 826
24 - - 22.85 0.0100 - - 0.0025 5,900  63.25  - - - - - 0.00 - - -
133 - - 21.34 0.0025 - - 0.0025 14,400  63.50  100 1.5900 - - - 0.00 - - -
25 - - 28.15 0.0075 - - 0.0025 4,900  63.75  - - - - - 0.00 - - -
16,529 - 682 26.91 0.0025 - - 0.0025 9,819  64.00  100 2.1050 2.1375 50 2.1050 23.64 2,020 - 764
8 - - 29.62 0.0025 - - 0.0025 4,400  64.25  - - - - - 0.00 - - -
1,461 - 450 32.31 0.0025 - - 0.0025 6,950  64.50  100 2.5700 2.6375 200 2.6775 59.47 600 - 651
- - - 0.00 - - - 0.0025 4,400  64.75  - - - - - 0.00 - - -

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  •  Highlighted options are in-the-money.