CURRENCY DERIVATIVES OPTIONS CHAIN as on 27-FEB-2015 12:59:51 hours IST             
RBI REFERENCE RATE as on 26-Feb-2015 : 61.9395     

CALLS PUTS
Quote Chart OI Volume (Contracts) Implied Volatility LTP Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
LTP Implied Volatility Volume (Contracts) OI Chart Quote
4,815 5 8.35 4.2075 200 4.1625 4.2075 84  58.00  8 0.0025 - - 0.0025 9.84 2 1,494
654 1 15.66 3.8000 100 3.6650 3.7200 84  58.50  - - - - - 0.00 - -
2,755 1 17.13 3.4000 200 3.1675 3.2075 100  59.00  - - 0.0050 850 0.0025 7.68 - 2,263
- - 0.00 - 100 2.8950 - -  59.25  - - - - - 0.00 - -
253 1 6.11 2.6800 100 2.6750 2.7050 100  59.50  - - - - 0.0050 7.19 - 50
- - 0.00 - - - - -  59.75  - - - - - 0.00 - -
1,663 81 4.80 2.1675 100 2.1925 2.2200 84  60.00  1,152 0.0100 0.0125 973 0.0100 6.66 1,347 6,437
- - 0.00 - - - - -  60.25  500 0.0025 - - - 0.00 - -
1 - 30.27 3.0150 100 1.6450 - -  60.50  250 0.0225 0.0300 808 0.0275 6.50 2,043 3,666
- - 0.00 - - - - -  60.75  200 0.0375 0.0400 348 0.0400 6.27 2,169 2,001
1,275 - 3.16 1.2000 100 1.1750 - -  61.00  774 0.0625 0.0675 377 0.0650 6.25 7,815 20,751
- - 0.00 - - - - -  61.25  86 0.1000 0.1050 758 0.1000 6.18 504 1,673
5,087 942 5.49 0.8450 658 0.8500 0.8750 11  61.50  200 0.1550 0.1575 244 0.1525 6.18 12,996 36,400
315 - 4.34 0.5950 707 0.6875 0.7000 149  61.75  758 0.2225 0.2325 230 0.2250 6.20 4,230 4,897
41,473 19,508 6.07 0.5400 200 0.5325 0.5400 60  62.00  148 0.3225 0.3250 685 0.3225 6.31 13,911 51,490
11,329 4,681 6.09 0.4100 1,120 0.4050 0.4150 260  62.25  858 0.4400 0.4425 400 0.4400 6.38 2,545 9,881
40,495 16,596 6.28 0.3100 92 0.3075 0.3100 126  62.50  268 0.5875 0.5925 200 0.5875 6.49 9,928 24,920
2,512 618 6.29 0.2225 650 0.2225 0.2275 230  62.75  956 0.7500 0.7600 148 0.7850 7.07 - 1,725
95,833 15,062 6.45 0.1625 1,192 0.1600 0.1625 557  63.00  100 0.9400 0.9475 362 0.9400 6.72 1,838 38,062
1,640 500 6.50 0.1125 808 0.1125 0.1175 200  63.25  500 1.0850 - - 1.2450 8.86 - 119
27,639 9,090 6.59 0.0775 312 0.0775 0.0800 300  63.50  50 1.3475 1.3625 31 1.3600 7.16 967 4,904
2,835 355 6.68 0.0525 491 0.0525 0.0550 245  63.75  - - - - - 0.00 - -
35,817 2,555 6.88 0.0375 513 0.0375 0.0400 360  64.00  150 1.7900 1.8150 100 1.8350 8.31 500 25,480
10 - 9.85 0.1025 300 0.0125 - -  64.25  - - - - - 0.00 - -
1,758 210 7.15 0.0175 600 0.0150 0.0225 100  64.50  - - - - 2.0700 4.49 - 66
10 - 11.57 0.1050 500 0.0025 - -  64.75  - - - - - 0.00 - -
7,973 1,803 7.67 0.0100 1,100 0.0075 0.0100 29  65.00  100 2.7200 - - 2.5800 6.65 - 955
100 - 8.00 0.0050 1,000 0.0025 0.0075 100  65.50  - - - - - 0.00 - -
17 - 9.51 0.0075 18 0.0025 0.0075 1,600  66.00  - - - - 3.2500 0.00 - 1
3 2 9.26 0.0025 9 0.0025 0.0075 250  66.50  84 4.2275 4.2525 10 4.2500 10.69 28 3,648


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