CURRENCY DERIVATIVES OPTIONS CHAIN as on 29-JUL-2015 09:16:50 hours IST             
RBI REFERENCE RATE as on 28-Jul-2015 : 64.0270     

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 - - - - -  60.25  - - 0.0025 5,400 0.0050 48.28 - 38
896 - 66.12 3.4825 33 3.3400 - -  60.50  - - 0.0025 3,900 0.0025 41.72 - 2
- - 0.00 - - - - -  60.75  - - 0.0025 2,400 - 0.00 - -
870 - 41.79 2.9200 5 2.8500 - -  61.00  - - 0.0025 9,100 0.0025 36.15 - 35
- - 0.00 - - - - -  61.25  - - 0.0025 3,400 - 0.00 - -
25 - 50.66 2.4850 33 2.3400 - -  61.50  - - 0.0025 7,400 0.0050 33.34 - 10
- - 0.00 - - - - -  61.75  - - 0.0025 3,400 - 0.00 - -
328 3 72.26 1.8675 33 1.8450 1.8775 10  62.00  - - 0.0025 13,000 0.0025 24.84 - 3,492
- - 0.00 - - - - -  62.25  - - 0.0025 5,500 - 0.00 - -
1,479 - 30.98 1.4700 33 1.3400 - -  62.50  - - 0.0025 15,400 0.0025 19.04 - 9,601
- - 0.00 - - - - -  62.75  - - 0.0025 10,000 0.0050 17.83 - 6
5,126 - 15.43 0.9200 101 0.8650 0.8750 1  63.00  - - 0.0025 26,700 0.0025 13.10 - 30,620
- - 0.00 - - - - -  63.25  - - 0.0025 26,788 0.0025 10.02 - 32,796
76,606 1,017 7.48 0.3675 35 0.3675 0.3775 95  63.50  - - 0.0025 27,383 0.0025 6.82 150 63,050
49,626 560 3.24 0.1325 10 0.1125 0.1300 30  63.75  - - 0.0025 3,566 0.0025 3.37 15,263 43,393
348,145 12,256 3.23 0.0025 11,533 0.0025 0.0050 6,146  64.00  200 0.1300 0.1350 180 0.1350 4.52 2,508 156,341
107,307 10 6.02 0.0025 - - 0.0025 42,539  64.25  100 0.3725 0.3850 150 0.3800 8.29 70 67,181
212,859 194 8.50 0.0025 - - 0.0025 58,906  64.50  100 0.6250 0.6350 150 0.6375 13.85 244 77,009
20,596 30 11.54 0.0025 - - 0.0025 25,669  64.75  - - - - - 0.00 - -
103,629 60 14.49 0.0025 - - 0.0025 37,440  65.00  25 1.1225 1.1350 110 1.1375 9.84 1 42,077
425 - 17.34 0.0025 - - 0.0025 11,200  65.25  - - - - - 0.00 - -
47,710 - 20.13 0.0025 - - 0.0025 19,000  65.50  148 1.5975 - - 1.4400 14.77 - 1,299
141 - 25.09 0.0050 - - 0.0025 9,400  65.75  - - - - - 0.00 - -
39,068 - 25.55 0.0025 - - 0.0025 15,500  66.00  148 2.0975 - - 2.0500 30.88 - 415
75 - 70.06 0.2100 - - 0.0025 3,500  66.25  - - - - - 0.00 - -
35,762 - 30.79 0.0025 - - 0.0025 11,500  66.50  148 2.5975 - - 2.5275 25.61 - 26
15 - 73.45 0.1650 - - 0.0025 3,500  66.75  - - - - - 0.00 - -
37,633 - 35.89 0.0025 - - 0.0025 13,500  67.00  10 3.1175 - - 2.8750 40.31 - 4,171
1,723 - 44.03 0.0075 - - 0.0025 2,400  67.25  - - - - - 0.00 - -


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