Option Chain (Currency Derivatives)

As on Jul 30, 2015 17:00:00 IST  
 
RBI REFERENCE RATE as on Jul 30, 2015 13:05:00 IST : 64.0061
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
4,020 300 354 3.75 3.8475 100 3.8400 3.8625 2  60.50  - - - - - 0.00 - - -
800 - - 9.09 3.5700 100 3.5900 3.8000 100  60.75  - - - - - 0.00 - - -
438 - 1 18.35 3.6100 100 3.3400 3.4200 225  61.00  - - 0.0050 1,000 - 0.00 - - -
- - - 0.00 - 100 3.0900 3.1775 25  61.25  - - - - - 0.00 - - -
- - - 0.00 - 100 2.8400 2.9125 25  61.50  - - 0.0075 1,000 - 0.00 - - -
- - - 0.00 - 100 2.5900 2.6625 25  61.75  - - - - - 0.00 - - -
1,695 1 3 6.45 2.3900 100 2.3400 2.3925 25  62.00  170 0.0025 0.0050 789 0.0050 6.18 41 - 873
- - - 0.00 - 25 2.0500 2.1525 25  62.25  - - - - - 0.00 - - -
175 1 51 4.24 1.8375 25 1.8550 1.9100 25  62.50  49 0.0100 0.0125 1,525 0.0100 5.59 553 427 556
- - - 0.00 - 25 1.5575 1.6475 25  62.75  - - - - 0.0500 6.94 - - 15
1,735 46 55 3.71 1.3925 300 1.3550 - -  63.00  1,871 0.0175 0.0200 577 0.0200 4.94 6,586 601 16,684
75 - - 2.73 1.0475 25 1.0975 1.1700 25  63.25  50 0.0300 0.0350 400 0.0325 4.73 2,132 243 1,190
17,291 -613 2,340 3.72 0.9175 1 0.9175 0.9300 275  63.50  300 0.0525 0.0600 1,035 0.0550 4.58 40,758 11,002 45,759
25,216 5,322 10,389 4.37 0.7300 525 0.7025 0.7200 1  63.75  29 0.1025 0.1075 300 0.1050 4.71 10,036 5,286 13,453
159,919 3,683 31,169 4.42 0.5475 122 0.5450 0.5550 200  64.00  25 0.1775 0.1800 116 0.1800 4.84 49,301 3,808 144,913
33,749 7,320 18,661 4.74 0.4125 200 0.4050 0.4175 225  64.25  225 0.2850 0.2950 4 0.2900 5.07 13,947 2,877 15,287
245,360 8,414 34,209 4.82 0.2925 100 0.2950 0.3100 20  64.50  90 0.4300 0.4375 174 0.4300 5.31 25,060 9,661 184,042
18,687 2,720 10,053 5.02 0.2075 50 0.2075 0.2200 200  64.75  100 0.5900 0.6025 200 0.5925 5.52 1,739 1,367 4,196
234,217 1,900 66,071 5.30 0.1500 323 0.1500 0.1575 225  65.00  10 0.7750 0.7775 82 0.7775 5.75 5,074 1,296 25,754
2,066 1,895 3,303 5.50 0.1050 225 0.1000 0.1100 225  65.25  25 0.9575 1.0050 25 1.1200 8.46 - - 312
101,414 5,047 37,945 5.62 0.0700 368 0.0675 0.0700 32  65.50  25 1.1825 1.2250 25 1.1900 6.15 8 - 692
- - - 0.00 - 500 0.0300 - -  65.75  25 1.3950 1.4500 25 - 0.00 - - -
19,918 726 5,173 6.18 0.0375 200 0.0350 0.0400 401  66.00  75 1.6300 1.6900 25 1.7100 8.46 1 - 671
- - - 0.00 - 500 0.0100 - -  66.25  25 1.8550 1.9275 25 - 0.00 - - -
3,513 - 277 7.23 0.0300 6,000 0.0200 0.0300 1,123  66.50  50 2.1300 2.1600 300 2.1550 8.58 327 1 71
10 - - 9.99 0.0825 310 0.0075 - -  66.75  25 2.3350 2.4425 25 - 0.00 - - -
49,226 5,000 10,831 7.73 0.0175 4,270 0.0175 0.0200 1,600  67.00  50 2.6300 2.7000 25 2.7375 12.66 - - 15
- - - 0.00 - 1,000 0.0075 - -  67.25  - - - - - 0.00 - - -
Total 919,524 454,483 Total

Top
 

Note:


  •  Highlighted options are in-the-money.