CURRENCY DERIVATIVES OPTIONS CHAIN as on 22-MAY-2015 17:00:00 hours IST             
RBI REFERENCE RATE as on 22-May-2015 : 63.6868     

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
584 - 57.46 5.0725 10 4.7475 - -  58.75  - - 0.0050 1,001 - 0.00 - -
5,096 1,255 38.75 4.5750 49 4.5000 4.5400 100  59.00  - - 0.0025 649 0.0025 24.52 308 650
- - 0.00 - 25 4.5475 - -  59.25  - - 0.0050 1,000 - 0.00 - -
254 - 61.64 4.5100 30 3.9975 4.0375 100  59.50  - - 0.0050 1,000 - 0.00 - -
- - 0.00 - 25 4.0475 - -  59.75  - - 0.0050 1,000 - 0.00 - -
1,670 - 45.85 3.8175 49 3.5050 3.5375 100  60.00  - - 0.0050 2,000 0.0050 21.20 - 693
- - 0.00 - - - - -  60.25  - - 0.0050 1,000 - 0.00 - -
- - 0.00 - 112 2.9875 - -  60.50  - - 0.0050 2,000 - 0.00 - -
- - 0.00 - - - - -  60.75  - - 0.0050 1,000 - 0.00 - -
408 16 19.05 2.6000 112 2.4975 - -  61.00  - - 0.0050 3,000 0.0025 14.50 - 235
- - 0.00 - - - - -  61.25  - - 0.0050 2,000 - 0.00 - -
- - 0.00 - 112 1.9925 - -  61.50  - - 0.0050 3,000 0.0050 13.09 - 119
- - 0.00 - - - - -  61.75  - - 0.0050 2,000 0.0025 10.66 - -
2,036 126 18.07 1.5700 30 1.5075 1.5475 111  62.00  100 0.0025 0.0050 4,394 0.0050 10.31 135 15,188
- - 0.00 - - - - -  62.25  995 0.0025 - - 0.0025 8.06 - 1,045
8,527 271 5.39 1.0800 25 1.0300 1.0475 111  62.50  3,100 0.0025 0.0050 7,610 0.0050 7.45 2,992 29,604
13,000 - 14.25 1.2000 - - - -  62.75  4,299 0.0050 0.0075 970 0.0075 6.42 2,333 9,066
51,061 10,271 4.43 0.5600 25 0.5475 0.5600 29  63.00  320 0.0150 0.0175 1,100 0.0150 5.62 67,562 84,648
3,550 2,569 2.38 0.3325 2 0.3100 0.8675 5  63.25  1,650 0.0300 0.0350 670 0.0350 4.90 50,595 57,243
194,199 79,025 3.15 0.1425 365 0.1425 0.1450 60  63.50  1,040 0.1050 0.1075 353 0.1075 4.94 163,682 173,695
34,700 108,573 4.03 0.0550 277 0.0550 0.0575 416  63.75  200 0.2525 0.2725 200 0.2700 5.92 18,204 14,630
302,705 153,911 4.83 0.0225 200 0.0225 0.0250 450  64.00  199 0.4775 0.4925 201 0.4875 7.45 59,474 191,724
40,961 35,938 5.59 0.0100 1,743 0.0075 0.0100 247  64.25  200 0.7200 0.7475 200 0.7300 9.48 1,077 11,946
240,273 111,271 6.82 0.0075 9,380 0.0075 0.0100 701  64.50  200 0.8650 1.1175 200 0.9800 11.67 43,142 46,074
9,050 918 7.76 0.0050 40 0.0050 0.0075 1,261  64.75  1 0.7000 - - 0.8900 9.04 - 1,675
111,754 8,251 9.14 0.0050 4,839 0.0025 0.0050 10,260  65.00  300 1.4425 1.4950 1 1.4400 12.49 427 3,502
3,361 735 9.53 0.0025 650 0.0025 0.0100 1,000  65.25  - - - - - 0.00 - -
34,052 8,078 10.75 0.0025 - - 0.0025 200  65.50  300 1.8625 - - 1.7200 8.20 - -
- - 0.00 - - - 0.0075 250  65.75  - - - - - 0.00 - -
36,112 1,104 13.13 0.0025 - - 0.0025 3,897  66.00  289 2.4400 2.4625 1 2.4575 21.08 281 1,199
- - 0.00 - - - 0.0050 2,400  66.25  - - - - - 0.00 - -
24,728 50 15.44 0.0025 - - 0.0025 4,950  66.50  200 2.9325 - - 2.7350 14.49 - 3,404
- - 0.00 - - - - -  66.75  - - - - - 0.00 - -
- - 0.00 - 500 0.0025 - -  67.00  200 3.4325 - - - 0.00 - -
- - 0.00 - - - - -  67.25  - - - - - 0.00 - -


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