Option Chain (Currency Derivatives)

As on Feb 08, 2016 09:22:19 IST  
 
RBI REFERENCE RATE as on Feb 05, 2016 13:05:00 IST : 67.6365
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
3,978 - - 12.67 4.5500 400 4.7200 4.7875 100  63.25  - - - - - 0.00 - - -
1,004 - - 33.68 4.9425 - - 4.5400 100  63.50  - - 0.0050 1,000 - 0.00 - - -
2,495 - - 18.54 4.0775 - - 4.0400 100  64.00  - - 0.0050 1,000 - 0.00 - - -
- - - 0.00 - - - - -  64.50  - - 0.0050 1,000 - 0.00 - - -
2,752 - - 5.98 2.8550 50 3.0025 3.0375 50  65.00  - - 0.0050 1,000 0.0050 9.19 - - 411
- - - 0.00 - 75 2.7375 2.8175 75  65.25  - - - - - 0.00 - - -
1,606 - - 23.07 2.9375 375 2.5100 2.5400 100  65.50  - - 0.0050 1,156 0.0025 7.16 - - 753
1 - - 4.03 1.4425 - - - -  65.75  - - - - - 0.00 - - -
23,101 - - 4.90 1.8650 375 2.0075 2.0400 100  66.00  10,880 0.0050 0.0075 193 0.0050 6.44 1,027 - 41,169
160 - - 8.80 1.7000 75 1.7550 1.8200 75  66.25  - - - - - 0.00 - - -
2,814 - - 6.62 1.4150 275 1.5275 1.5625 129  66.50  85 0.0225 0.0250 3,244 0.0225 6.56 526 -435 38,997
4,417 - - 6.10 1.2925 75 1.2875 1.3325 75  66.75  202 0.0275 0.0400 200 0.0500 6.92 - - 6,249
48,203 - 51 7.06 1.1000 250 1.0750 1.1025 75  67.00  1,085 0.0525 0.0550 1,218 0.0550 6.07 4,121 531 116,139
696 - - 13.85 1.2425 75 0.8425 0.8900 75  67.25  200 0.0775 0.0850 500 0.0825 5.76 901 -201 29,332
221,085 527 1,039 6.06 0.6675 20 0.6700 0.6750 22  67.50  500 0.1375 0.1400 1,097 0.1400 5.78 3,605 2 184,402
8,050 -18 440 6.26 0.5125 297 0.5100 0.5200 400  67.75  95 0.2275 0.2300 815 0.2275 5.94 2,736 67 21,863
239,695 -4,055 17,235 6.42 0.3825 553 0.3825 0.3900 720  68.00  460 0.3450 0.3500 741 0.3450 6.17 10,528 311 250,688
51,683 -390 1,615 6.64 0.2825 304 0.2825 0.2875 424  68.25  100 0.4925 0.5000 198 0.5000 6.35 1,326 -63 27,299
404,981 9,398 18,658 6.94 0.2100 609 0.2075 0.2100 391  68.50  159 0.6700 0.6750 420 0.6775 6.64 1,579 142 153,620
65,268 -67 718 7.12 0.1500 300 0.1475 0.1525 100  68.75  75 0.8325 0.8750 400 0.9750 9.03 - - 1,402
294,024 -313 4,746 7.41 0.1100 1,854 0.1075 0.1125 1,367  69.00  45 1.0550 1.0750 20 1.2500 10.94 - - 7,407
18,598 - - 7.36 0.0700 100 0.0725 0.0775 140  69.25  75 1.2600 1.3325 75 1.3100 7.65 - - 201
69,843 27 177 7.82 0.0550 300 0.0550 0.0600 2,440  69.50  75 1.4975 1.5600 75 1.1600 2.74 - - 728
3,721 - - 8.09 0.0400 104 0.0250 - -  69.75  75 1.7300 1.7850 75 1.5875 9.62 - - 75
42,733 76 600 8.55 0.0325 1,010 0.0300 0.0350 200  70.00  75 1.9700 2.0275 75 2.0900 11.73 - - 693
421 - - 10.43 0.0525 - - - -  70.25  75 2.2025 2.2700 75 2.1325 6.16 - - 50
29,706 - - 9.05 0.0175 3,800 0.0175 0.0200 300  70.50  75 2.4475 2.5050 75 - 0.00 - - -
2 - - 9.77 0.0175 - - - -  70.75  50 2.6875 2.7600 50 2.3375 6.63 - - -
30,833 - - 9.93 0.0125 12,400 0.0100 0.0125 100  71.00  50 2.9350 2.9925 50 2.8600 15.06 - - 50
- - - 0.00 - - - - -  71.25  50 3.1675 3.2450 50 - 0.00 - - -
Total 1,571,870 881,528 Total

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  •  Highlighted options are in-the-money.