Option Chain (Currency Derivatives)

As on Aug 27, 2015 17:00:00 IST  
 
RBI REFERENCE RATE as on Aug 27, 2015 13:05:00 IST : 66.0605
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
802 - 828 92.36 5.6150 127 5.5275 5.5950 300  60.50  - - 0.0025 3,600 - 0.00 - - -
734 - - 97.50 5.4700 127 5.2525 5.3200 50  60.75  - - 0.0025 2,400 0.0025 9.00 - - -
405 - 75 15.47 5.0700 127 5.0225 5.0875 200  61.00  - - 0.0025 2,400 0.0025 44.56 5 - 10
- - - 0.00 - - - - -  61.25  - - 0.0025 3,600 - 0.00 - - -
- - - 0.00 - - - - -  61.50  - - 0.0025 6,000 - 0.00 - - -
- - - 0.00 - - - - -  61.75  - - 0.0025 4,800 - 0.00 - - -
1,709 - 1,193 15.84 4.0650 - - 4.0950 300  62.00  - - 0.0025 5,130 0.0025 48.05 872 - 2,427
- - - 0.00 - - - - -  62.25  - - 0.0025 4,800 - 0.00 - - -
175 - 150 18.84 3.5500 - - - -  62.50  - - 0.0025 9,250 0.0025 42.69 150 - 2,462
- - - 0.00 - 50 3.1225 3.2425 50  62.75  - - 0.0025 7,000 0.0500 63.28 - - 15
2,130 - 893 54.68 3.0800 10 3.0550 3.0825 100  63.00  - - 0.0025 13,677 0.0025 37.32 512 - 17,896
157 - - 7.33 1.8000 - - - -  63.25  - - 0.0025 7,100 0.0025 34.63 - - 4,227
14,455 - 3,952 51.30 2.5700 100 2.5425 2.5750 450  63.50  - - 0.0025 16,631 0.0025 31.93 2,029 - 31,723
5,147 - 74 52.92 2.2500 7 2.2700 2.5600 100  63.75  - - 0.0025 11,856 0.0025 29.21 6 - 22,448
137,756 - 3,115 42.39 2.0650 50 2.0625 2.0650 98  64.00  - - 0.0025 18,528 0.0025 26.46 5,073 - 131,552
41,916 - 996 36.23 1.8300 200 1.7700 1.8450 300  64.25  - - 0.0025 8,499 0.0025 23.70 717 - 29,759
261,932 - 2,580 34.50 1.5675 10 1.5625 1.5900 86  64.50  - - 0.0025 26,407 0.0025 20.93 5,560 - 216,226
27,968 - 4,366 23.12 1.3200 150 1.3000 1.3250 150  64.75  - - 0.0025 18,454 0.0025 18.12 2,380 - 22,547
249,872 - 19,794 27.50 1.0700 1 1.0600 1.0825 500  65.00  - - 0.0025 25,457 0.0025 16.90 7,046 - 146,207
23,585 - 187 27.51 0.8050 15 0.8000 0.8500 100  65.25  - - 0.0025 31,812 0.0025 13.76 21,763 - 27,133
128,855 - 9,402 17.88 0.5650 250 0.5550 0.5800 150  65.50  - - 0.0025 25,302 0.0025 11.35 34,863 - 81,401
28,988 - 590 12.23 0.3350 250 0.3050 0.3300 250  65.75  - - 0.0025 20,285 0.0025 9.60 50,318 - 42,868
96,029 - 83,762 10.34 0.0650 460 0.0625 0.0650 200  66.00  - - 0.0025 14,577 0.0025 6.99 95,681 - 60,921
26,235 - 15,901 7.20 0.0025 - - 0.0025 5,499  66.25  1,000 0.1825 0.1875 3 0.1825 4.58 18,531 - 43,958
97,861 - 1,679 7.67 0.0025 - - 0.0025 10,953  66.50  200 0.4150 0.4400 100 0.4400 6.54 2,113 - 97,821
13,542 - - 9.57 0.0050 - - 0.0025 9,356  66.75  - - - - 0.3850 5.96 - - 141
32,718 - - 11.46 0.0025 - - 0.0025 9,801  67.00  300 0.8450 0.9425 100 0.9100 13.16 12 - 1,014
1,389 - - 15.84 0.0050 - - 0.0025 2,000  67.25  50 1.1500 1.2000 250 0.7075 7.86 - - -
6,129 - - 17.04 0.0025 - - 0.0025 4,900  67.50  250 1.4000 1.9400 100 0.7575 6.07 - - 50
- - - 0.00 - - - 0.0025 3,400  67.75  50 1.6450 - - 0.9925 9.53 - - 50
- - - 0.00 - - - 0.0025 3,400  68.00  50 1.8975 1.9725 50 - 0.00 - - -
- - - 0.00 - - - 0.0025 3,400  68.25  50 2.1450 2.2250 50 - 0.00 - - -
- - - 0.00 - - - 0.0025 4,400  68.50  50 2.3950 2.4750 50 - 0.00 - - -
- - - 0.00 - - - 0.0025 2,400  68.75  50 2.6425 2.7250 50 - 0.00 - - -
- - - 0.00 - - - 0.0025 2,400  69.00  50 2.7550 2.8375 50 - 0.00 - - -
50 - - 24.99 0.0025 - - - -  69.25  - - - - - 0.00 - - -
Total 1,200,539 982,856 Total

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  •  Highlighted options are in-the-money.