CURRENCY DERIVATIVES OPTIONS CHAIN as on 27-MAR-2015 17:00:00 hours IST             
RBI REFERENCE RATE as on 27-Mar-2015 : 62.6069     

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
3,310 4,300 95.48 4.6150 100 4.5975 4.6125 400  58.00  - - 0.0025 11,822 0.0025 56.84 2,078 2,078
- - 0.00 - - - - -  58.25  - - 0.0025 6,400 - 0.00 - -
589 5 74.11 4.3500 - - 4.6100 300  58.50  - - 0.0025 10,995 0.0025 51.15 5 588
- - 0.00 - - - - -  58.75  - - 0.0025 6,600 - 0.00 - -
1,212 156 53.06 3.6225 - - 3.6125 100  59.00  - - 0.0025 11,864 0.0025 49.39 136 1,015
- - 0.00 - - - - -  59.25  - - 0.0025 7,600 - 0.00 - -
187 253 25.37 3.1600 - - 3.5800 200  59.50  - - 0.0025 7,163 0.0025 43.30 237 237
- - 0.00 - - - - -  59.75  - - 0.0025 6,200 - 0.00 - -
929 - 57.51 2.7500 - - 2.6100 300  60.00  - - 0.0025 13,350 0.0025 34.10 - 7,017
- - 0.00 - - - - -  60.25  - - 0.0025 7,201 - 0.00 - -
5 - 84.90 2.6450 - - 2.5000 500  60.50  - - 0.0025 7,700 0.0025 28.34 - 6,096
- - 0.00 - - - - -  60.75  - - 0.0025 8,200 0.0025 25.43 - 2,001
1,475 127 31.08 1.6200 100 1.5975 1.6100 150  61.00  - - 0.0025 12,660 0.0025 22.50 45 47,217
- - 17.95 1.7500 - - 1.6100 200  61.25  - - 0.0025 9,600 0.0025 19.54 - 3,225
3,225 861 15.21 1.1175 100 1.0950 1.1100 100  61.50  - - 0.0025 18,900 0.0025 16.52 2 67,382
1,375 - 6.97 0.6050 - - - -  61.75  - - 0.0025 16,471 0.0025 13.48 - 5,343
31,012 8,560 17.12 0.6125 100 0.6000 0.6100 600  62.00  - - 0.0025 32,651 0.0025 10.33 192 83,545
48,187 3,798 10.10 0.3600 50 0.3325 0.3600 200  62.25  - - 0.0025 35,368 0.0025 7.07 2,410 40,766
204,739 26,068 7.31 0.1075 200 0.1050 0.1075 1,300  62.50  - - 0.0025 26,026 0.0025 6.33 34,006 139,483
153,455 65,612 6.39 0.0025 - - 0.0025 11,186  62.75  300 0.1400 0.1575 300 0.1500 5.08 57,007 100,142
153,349 37,092 8.97 0.0025 - - 0.0025 28,415  63.00  50 0.3925 0.4025 500 0.3950 4.66 5,949 120,040
22,437 20 10.42 0.0025 - - 0.0025 30,805  63.25  - - - - 0.5800 9.78 20 11,348
146,801 521 13.02 0.0025 - - 0.0025 43,229  63.50  50 0.8925 0.9000 100 0.8800 13.66 818 25,925
13,022 - 14.66 0.0025 - - 0.0025 19,270  63.75  - - 1.5000 1 0.9000 3.93 - 78
47,060 4 17.58 0.0025 - - 0.0025 26,396  64.00  50 1.3900 1.4000 150 1.3900 15.62 4,460 19,396
245 - 20.42 0.0025 - - 0.0025 8,400  64.25  - - - - 1.6000 8.72 - -
8,309 - 23.20 0.0025 - - 0.0025 13,400  64.50  - - - - 1.8775 42.80 - 83
10 - 52.78 0.1050 - - 0.0025 7,200  64.75  - - - - - 0.00 - -
14,428 1 28.62 0.0025 - - 0.0025 14,399  65.00  90 2.3800 2.4025 297 2.3925 87.91 3 911
- - 0.00 - - - 0.0025 8,400  65.25  - - - - - 0.00 - -
11,352 1 33.90 0.0025 - - 0.0025 15,399  65.50  - - - - 2.6500 8.38 - 1
- - 0.00 - - - 0.0025 5,200  65.75  - - - - - 0.00 - -
3,194 - 39.05 0.0025 - - 0.0025 9,200  66.00  1 3.2650 - - 3.2925 49.00 - -
- - 0.00 - - - 0.0025 6,600  66.25  - - - - - 0.00 - -
1,925 1,293 44.06 0.0025 - - 0.0025 8,357  66.50  100 3.8875 3.9050 500 3.8975 49.29 3,200 2,262
- - 0.00 - - - 0.0025 6,600  66.75  - - - - - 0.00 - -


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