CURRENCY DERIVATIVES OPTIONS CHAIN as on 27-NOV-2014 17:00:00 hours IST             
RBI REFERENCE RATE as on 27-Nov-2014 : 61.8650     

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
6,591 5 13.45 5.2700 100 5.1225 5.2775 10  57.00  - - 0.0025 8 0.0025 11.34 - 408
- - 0.00 4.8800 - - - -  57.25  - - - - - 0.00 - -
457 50 13.39 4.6750 100 4.6250 4.6800 8  57.50  - - - - - 0.00 - -
- - 0.00 - - - - -  57.75  - - - - - 0.00 - -
716 14 9.77 4.2400 100 4.1275 - -  58.00  - - 0.0025 72 0.0025 9.32 - 151
- - 0.00 - - - - -  58.25  - - - - - 0.00 - -
- - 0.00 - 100 3.6250 - -  58.50  - - - - - 0.00 - -
1,596 1 9.48 3.2900 100 3.1475 - -  59.00  - - 0.0025 100 0.0025 7.30 - 106
553 2 0.00 2.7200 100 2.6625 - -  59.50  - - 0.0050 500 0.0025 6.28 - 553
2,033 1 5.25 2.2125 100 2.1675 2.3100 20  60.00  500 0.0050 0.0100 550 0.0100 6.37 352 1,567
- - 0.00 - - - - -  60.25  4 0.0025 - - - 0.00 - -
1 - 3.97 1.7450 100 1.6525 - -  60.50  99 0.0100 0.0175 1 0.0100 5.17 101 311
- - 0.00 - - - 1.8900 35  60.75  190 0.0125 - - - 0.00 - -
5,596 126 2.72 1.2500 1 1.2000 1.2325 2  61.00  50 0.0300 0.0350 1,800 0.0325 5.02 13,082 24,343
- - 0.00 - - - 1.2800 1  61.25  4 0.0300 0.0700 30 0.0525 4.87 310 1,140
14,578 4,161 2.32 0.7950 18 0.7775 0.7950 253  61.50  60 0.0850 0.0900 543 0.0875 4.81 38,844 59,538
2,665 528 3.36 0.6050 116 0.5950 0.6125 99  61.75  100 0.1500 0.1525 286 0.1525 4.95 8,533 25,915
118,623 22,179 3.87 0.4525 11 0.4500 0.4600 100  62.00  148 0.2500 0.2550 202 0.2500 5.19 23,562 68,246
13,723 9,666 4.17 0.3275 55 0.3225 0.3375 100  62.25  100 0.3725 0.3875 100 0.3700 5.37 5,828 7,973
129,297 49,338 4.39 0.2300 15 0.2300 0.2375 100  62.50  12 0.5375 0.5425 88 0.5400 5.88 16,575 97,667
5,612 2,136 4.62 0.1600 100 0.1525 0.1600 21  62.75  100 0.7000 0.7125 3 0.7075 6.08 4,095 3,970
112,643 46,854 4.88 0.1125 100 0.1075 0.1125 26  63.00  12 0.9100 0.9175 191 0.9200 6.71 23,114 45,665
1,980 1,172 4.99 0.0725 100 0.0675 0.0775 100  63.25  - - - - 1.3525 10.48 - 600
118,164 15,961 5.07 0.0450 281 0.0425 0.0450 112  63.50  82 1.3400 1.3425 1 1.3150 6.88 8 134
35 - 5.90 0.0475 1 0.0300 0.0600 1  63.75  - - - - 1.5300 2.74 - -
29,896 5,609 5.46 0.0200 1,388 0.0200 0.0250 3,199  64.00  50 1.7750 1.8600 50 1.8000 8.32 610 1,276
- - 0.00 - - - - -  64.25  - - - - - 0.00 - -
5,701 5,103 6.53 0.0175 500 0.0150 0.0175 124  64.50  59 2.2900 2.3325 100 2.3000 10.01 - 612
- - 0.00 - - - - -  64.75  1 1.9625 - - - 0.00 - -
5,528 4,152 7.03 0.0100 846 0.0100 0.0125 903  65.00  93 2.7650 2.8150 137 2.7175 8.58 - 2,653


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