CURRENCY DERIVATIVES OPTIONS CHAIN as on 19-DEC-2014 17:00:00 hours IST             
RBI REFERENCE RATE as on 19-Dec-2014 : 61.8866     

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
- - 0.00 - - - - -  56.75  - - - - - 0.00 - -
6,515 152 24.70 6.2700 100 6.3700 6.4250 50  57.00  - - 0.0025 7 0.0025 22.90 - 403
- - 0.00 4.8800 - - - -  57.25  - - - - - 0.00 - -
533 1 45.57 5.7000 100 5.8675 - -  57.50  - - 0.0025 400 - 0.00 - -
- - 0.00 - - - - -  57.75  - - - - - 0.00 - -
705 1 19.03 5.1625 100 5.3850 5.4250 42  58.00  - - 0.0025 72 0.0025 18.93 - 151
- - 0.00 - - - - -  58.25  - - - - - 0.00 - -
- - 0.00 - 100 5.2550 - -  58.50  - - - - - 0.00 - -
- - 0.00 - - - - -  58.75  - - - - - 0.00 - -
1,366 215 16.14 4.4100 100 4.3800 4.4275 100  59.00  - - 0.0025 6 0.0025 16.89 - 106
553 - 35.53 4.1900 100 3.8950 3.9275 100  59.50  - - 0.0025 500 0.0025 14.87 - 553
2,502 - 15.96 3.4500 100 3.3775 3.4275 44  60.00  - - 0.0025 600 0.0025 13.35 200 5,450
- - 0.00 - - - - -  60.25  - - 0.0075 100 - 0.00 - -
100 - 37.33 3.4250 100 2.8850 2.9325 100  60.50  - - 0.0050 1,500 0.0025 11.57 - 226
- - 0.00 - - - 1.8900 35  60.75  - - 0.0075 25 - 0.00 - -
2,490 - 7.59 2.2475 200 2.3975 2.4300 10  61.00  - - 0.0050 3,000 0.0025 9.79 2,961 38,549
- - 0.00 - - - - -  61.25  - - 0.0050 1,000 0.0025 8.88 - 915
11,072 18 7.37 1.8500 50 1.9175 1.9375 15  61.50  100 0.0050 0.0075 2,564 0.0075 9.28 328 42,167
5,352 40 15.23 1.4100 100 1.5000 - -  61.75  535 0.0050 0.0075 2,300 0.0050 7.75 2,953 46,421
59,076 5,485 7.56 1.4325 120 1.4250 1.4425 100  62.00  4,150 0.0100 0.0125 51 0.0125 7.87 15,397 94,488
9,266 675 6.66 1.1850 20 1.1825 1.2025 250  62.25  500 0.0150 0.0200 699 0.0200 7.41 3,937 19,360
138,692 3,176 6.80 0.9750 50 0.9525 0.9750 50  62.50  921 0.0325 0.0350 1,866 0.0325 6.96 68,552 153,613
16,248 1,950 5.12 0.7200 100 0.5525 0.7325 100  62.75  200 0.0425 0.0550 156 0.0525 6.46 17,810 22,265
135,740 77,476 5.06 0.5050 100 0.5125 0.5250 100  63.00  3 0.0900 0.0925 150 0.0900 6.07 113,048 109,834
14,107 18,042 5.21 0.3300 121 0.3225 0.3375 122  63.25  150 0.1450 0.1625 150 0.1550 5.77 17,170 19,739
94,480 115,495 5.33 0.1975 70 0.1925 0.1975 512  63.50  593 0.2575 0.2700 100 0.2600 5.57 48,144 70,338
21,194 22,352 5.90 0.1250 150 0.1150 0.1300 200  63.75  108 0.4375 0.4525 109 0.4550 6.64 4,203 4,868
104,261 122,448 6.78 0.0900 25 0.0850 0.0900 400  64.00  29 0.6325 0.6800 50 0.6500 7.05 8,980 33,572
5,310 7,353 7.12 0.0550 50 0.0525 0.0575 50  64.25  2 0.8225 - - 1.0000 11.91 - 135
17,956 15,550 7.82 0.0400 100 0.0375 0.0400 60  64.50  10 1.0900 1.1325 10 1.1625 10.86 137 904
1,362 803 8.51 0.0300 2,005 0.0150 0.0425 20  64.75  1 1.9625 - - - 0.00 - -
23,065 11,407 8.91 0.0200 343 0.0175 0.0200 96  65.00  - - - - 1.4625 15.38 - 2,600
100 - 10.90 0.0300 - - 0.0125 25  65.25  - - - - - 0.00 - -
1,025 1,026 9.84 0.0100 975 0.0100 - -  65.50  - - - - - 0.00 - -
50 - 11.56 0.0150 - - 0.0075 100  65.75  - - - - - 0.00 - -
4,050 1,625 11.27 0.0075 500 0.0075 - -  66.00  - - - - - 0.00 - -
- - 0.00 - - - - -  66.25  - - - - - 0.00 - -
1,050 25 13.09 0.0075 975 0.0075 - -  66.50  - - - - - 0.00 - -


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