CURRENCY DERIVATIVES OPTIONS CHAIN as on 30-JUL-2014 16:59:51 hours IST             
RBI REFERENCE RATE as on 30-Jul-2014 : 60.1485     

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
2,325 2 12.32 4.4400 150 4.0900 4.3450 50  56.00  - - - - 0.0025 10.84 1 1
- - 0.00 - - - - -  56.25  - - - - - 0.00 - -
- - 0.00 - 100 3.7850 4.3525 150  56.50  - - - - - 0.00 - -
- - 0.00 - - - - -  56.75  - - - - - 0.00 - -
5,033 1 0.00 3.3875 100 3.3100 3.3525 51  57.00  - - 0.0075 500 0.0050 9.31 - 40
- - 0.00 - - - - -  57.25  - - - - - 0.00 - -
- - 0.00 - 150 2.7975 3.3575 150  57.50  1 0.0100 - - 0.0075 8.56 - 10
- - 0.00 - - - - -  57.75  - - - - - 0.00 - -
2,606 104 8.88 2.4700 100 2.3225 2.7600 150  58.00  291 0.0050 0.0075 310 0.0050 6.87 396 2,317
- - 0.00 - - - - -  58.25  - - - - - 0.00 - -
- - 0.00 - 150 1.8300 2.3650 150  58.50  - - - - 0.0100 6.25 - 50
- - 0.00 - - - - -  58.75  - - - - - 0.00 - -
3,173 751 5.98 1.4200 150 1.3250 1.7800 150  59.00  8 0.0325 0.0350 3 0.0350 6.30 4,780 8,330
- - 0.00 - - - - -  59.25  200 0.0375 0.0675 200 0.0450 5.82 1,164 1,162
2,305 436 4.22 0.9800 90 0.9425 0.9575 10  59.50  212 0.0750 0.1000 200 0.0750 5.77 13,358 15,944
- - 0.00 - 150 0.7100 1.0050 150  59.75  200 0.1200 0.1350 4 0.1300 5.93 180 172
104,938 20,023 4.47 0.5750 524 0.5750 0.5875 151  60.00  12 0.1975 0.2000 400 0.1975 5.91 36,970 64,566
942 1,458 5.03 0.4425 2 0.4250 0.4475 180  60.25  220 0.2950 0.3150 200 0.2950 6.01 6,741 5,083
44,133 24,389 5.05 0.3100 25 0.3100 0.3175 235  60.50  50 0.4200 0.4475 262 0.4225 6.18 21,120 40,331
488 732 5.44 0.2300 200 0.2100 0.2300 200  60.75  155 0.5225 0.5825 2 - 0.00 - -
46,075 39,510 5.43 0.1500 690 0.1500 0.1525 200  61.00  150 0.7550 0.7775 150 0.7625 6.78 8,358 12,614
246 353 5.85 0.1125 200 0.0400 0.1100 200  61.25  - - - - - 0.00 - -
6,939 6,583 5.85 0.0700 500 0.0650 0.0700 625  61.50  650 1.1500 1.1875 200 1.1025 5.84 102 203
199 200 5.88 0.0425 200 0.0375 0.0550 210  61.75  - - - - - 0.00 - -
6,422 5,689 6.17 0.0300 1 0.0275 0.0300 1,031  62.00  500 1.6100 1.6575 300 1.6100 7.97 298 7,043
10 - 10.77 0.1500 10 0.0075 - -  62.25  - - - - - 0.00 - -
50 50 6.25 0.0100 1,050 0.0100 - -  62.50  150 2.0575 2.2625 150 - 0.00 - -
- - 0.00 - 2,000 0.0025 - -  62.75  - - - - - 0.00 - -
4,075 3 7.17 0.0075 4,359 0.0050 0.0125 2,499  63.00  250 2.5550 2.8250 150 2.5550 9.18 2 351
- - 0.00 - - - - -  63.25  - - - - - 0.00 - -
- - 0.00 - 1 0.0050 - -  63.50  100 3.0525 3.3250 150 3.0000 7.80 - 150


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