CURRENCY DERIVATIVES OPTIONS CHAIN as on 12-FEB-2016 17:00:00 hours IST             
RBI REFERENCE RATE as on 12-Feb-2016 : 68.4365     

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
3,987 2 32.15 5.3100 100 5.0550 5.1350 104  63.25  - - - - - 0.00 - -
1,006 2 31.03 5.0625 100 4.7325 4.8850 100  63.50  - - 0.0050 1,000 - 0.00 - -
- - 11.66 4.6000 100 4.4825 - -  63.75  - - - - - 0.00 - -
2,498 2 29.07 4.5750 100 4.2325 4.3850 100  64.00  - - 0.0050 1,000 - 0.00 - -
1 - 24.44 4.2500 100 3.9825 - -  64.25  10 0.0025 - - - 0.00 - -
5 4 11.10 3.8725 100 3.7325 3.8600 4  64.50  - - 0.0050 1,000 - 0.00 - -
- - 0.00 - 100 3.4825 - -  64.75  - - - - - 0.00 - -
2,720 356 10.64 3.3750 20 3.3400 3.3825 50  65.00  - - 0.0050 1,000 0.0025 10.71 - 411
- - 0.00 - 50 3.0850 3.1450 50  65.25  - - - - - 0.00 - -
1,607 2 10.66 2.8200 300 2.8450 2.8850 150  65.50  1,144 0.0025 0.0050 5,900 0.0025 9.26 1,056 2,753
1 - 4.03 1.4425 - - - -  65.75  - - - - - 0.00 - -
23,016 68 6.04 2.3700 50 2.3225 2.3825 40  66.00  7,548 0.0025 0.0050 6,751 0.0025 7.81 1,449 38,095
101 - 6.41 1.9400 50 2.0900 2.1500 50  66.25  280 0.0025 - - 0.0125 8.91 - 180
2,807 25 6.63 1.8600 168 1.8325 1.9125 104  66.50  7,420 0.0050 0.0075 16,004 0.0050 6.95 7,678 25,973
4,417 - 4.78 1.5000 50 1.5800 1.6575 50  66.75  300 0.0075 - - 0.0100 6.86 200 7,658
47,442 1,182 4.90 1.3850 10 1.3875 1.4300 50  67.00  2,499 0.0150 0.0175 5 0.0150 6.44 36,441 109,238
694 - 6.35 1.1625 50 1.1150 1.1775 50  67.25  498 0.0250 0.0275 29 0.0250 6.14 20,935 30,342
52,839 57,382 6.43 0.9425 400 0.8850 0.9600 59  67.50  1,015 0.0550 0.0575 482 0.0575 6.43 134,171 172,849
9,547 4,401 6.21 0.7300 100 0.6350 0.7925 100  67.75  5 0.0925 0.0950 50 0.0925 6.19 18,357 25,475
401,558 141,080 6.18 0.5450 210 0.5400 0.5550 6  68.00  199 0.1600 0.1650 170 0.1625 6.32 159,123 269,996
52,462 14,096 6.34 0.3975 200 0.3900 0.4125 100  68.25  155 0.2600 0.2700 10 0.2675 6.57 37,680 28,774
504,585 188,792 6.70 0.2900 220 0.2900 0.2925 20  68.50  5 0.3975 0.4025 34 0.4025 6.82 161,689 224,105
118,870 19,828 6.68 0.1925 50 0.1900 0.1975 48  68.75  - - 0.5750 30 0.5625 7.02 5,347 2,303
233,695 164,248 6.83 0.1275 550 0.1275 0.1325 118  69.00  100 0.7275 0.7700 192 0.7125 6.41 38,480 37,838
14,573 16,548 7.21 0.0900 16 0.0850 0.0925 10  69.25  50 0.9275 1.0000 50 0.8400 3.62 100 401
59,828 54,761 7.45 0.0600 20 0.0600 0.0625 200  69.50  150 1.1525 1.2225 50 1.1000 3.90 460 737
1,761 762 8.05 0.0475 548 0.0350 0.0500 480  69.75  50 1.3775 1.4525 50 1.4850 11.15 - 25
44,766 52,430 8.00 0.0275 133 0.0275 0.0300 1,000  70.00  50 1.6125 1.6875 50 1.5500 5.49 14 610
421 - 10.37 0.0525 162 0.0150 - -  70.25  50 1.8550 1.9300 50 2.1325 17.93 - 50
32,568 4,538 9.04 0.0175 1,358 0.0175 0.0200 200  70.50  50 2.0975 2.1575 50 - 0.00 - -
2 - 9.89 0.0175 - - - -  70.75  50 2.3425 2.4200 50 2.3375 8.62 - -
43,114 11,856 9.79 0.0100 8,815 0.0100 0.0125 58  71.00  100 2.6050 2.6600 50 2.6375 12.75 50 50
1 - 8.28 0.0025 2,000 0.0025 - -  71.25  50 2.8375 2.8975 50 - 0.00 - -


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