CURRENCY DERIVATIVES OPTIONS CHAIN as on 30-JAN-2015 17:00:00 hours IST             
RBI REFERENCE RATE as on 30-Jan-2015 : 61.7575     

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
4,359 - 8.65 3.3400 1 3.6325 3.6675 50  58.50  - - - - 0.0050 9.81 - -
- - 0.00 - 100 3.2950 - -  58.75  - - - - 0.0075 8.24 - 15
2,201 41 14.98 3.2950 100 3.1475 3.2900 100  59.00  2,100 0.0025 0.0075 2,350 0.0075 9.09 100 1,913
- - 0.00 - 100 2.7950 - -  59.25  - - - - - 0.00 - -
254 4 14.22 2.8300 100 2.6375 2.8150 100  59.50  111 0.0050 0.0075 1,661 0.0050 7.40 399 631
- - 0.00 - - - - -  59.75  - - - - - 0.00 - -
1,597 216 12.63 2.3450 100 2.1625 2.2000 10  60.00  1,254 0.0100 0.0125 810 0.0100 6.85 26,710 35,455
10 10 0.00 1.8475 - - - -  60.25  111 0.0075 - - 0.0100 6.18 10 260
408 308 10.67 1.8500 7 1.6700 1.7300 100  60.50  342 0.0200 0.0225 390 0.0250 6.54 9,648 12,383
506 17 4.66 1.4200 - - - -  60.75  4 0.0300 - - 0.0475 6.72 80 808
4,484 872 5.31 1.2350 100 1.2250 1.2475 10  61.00  200 0.0575 0.0600 272 0.0600 6.24 49,716 62,671
353 76 7.81 1.1225 100 1.0125 1.0550 100  61.25  845 0.0950 0.0975 50 0.0950 6.20 4,949 6,348
33,627 10,182 5.76 0.8300 100 0.8200 0.8350 6  61.50  216 0.1450 0.1475 11 0.1450 6.15 70,212 82,960
3,112 3,375 5.95 0.6600 1 0.6450 0.6675 107  61.75  100 0.2125 0.2200 1 0.2150 6.13 6,170 2,843
134,241 51,330 6.01 0.5075 1 0.5025 0.5125 105  62.00  50 0.3175 0.3200 19 0.3200 6.32 59,866 57,467
18,252 22,175 6.23 0.3900 237 0.3750 0.3900 100  62.25  15 0.4450 0.4600 100 0.4450 6.44 8,871 6,268
117,990 80,165 6.35 0.2900 68 0.2825 0.2900 195  62.50  150 0.5950 0.6075 19 0.5975 6.62 13,378 29,249
892 2,865 6.78 0.2300 100 0.2050 0.2225 100  62.75  100 0.7500 0.7975 100 0.8275 7.77 15 -
72,414 43,074 6.66 0.1550 501 0.1550 0.1600 111  63.00  100 0.9575 0.9800 100 0.9600 7.00 2,573 21,838
352 3 7.18 0.1275 100 0.1100 0.1275 100  63.25  - - - - - 0.00 - -
71,033 12,119 7.20 0.0875 1 0.0800 0.0875 100  63.50  1 1.3475 1.4075 40 1.2900 3.86 1,814 2,562
12 10 7.74 0.0750 100 0.0600 0.0700 100  63.75  - - - - 1.5750 6.62 10 10
24,388 12,344 7.43 0.0425 550 0.0400 0.0425 800  64.00  100 1.8050 1.8625 27 1.8000 6.20 875 4,111
10 10 7.84 0.0350 - - - -  64.25  - - - - 2.0575 7.43 10 10
1,872 905 9.06 0.0450 500 0.0250 0.0400 250  64.50  - - - - 2.4725 13.64 1 1
- - 0.00 - - - - -  64.75  - - - - - 0.00 - -
6,847 1,191 9.17 0.0225 1,523 0.0200 0.0250 475  65.00  100 2.7800 2.8475 100 2.9575 15.17 77 365
- - 0.00 - - - - -  65.25  - - - - - 0.00 - -
1,108 - 10.03 0.0175 1,500 0.0150 0.0250 400  65.50  - - - - - 0.00 - -
- - 0.00 - - - - -  65.75  - - - - - 0.00 - -
4,001 1,000 10.33 0.0100 1,000 0.0125 0.0150 500  66.00  1 3.3700 - - 3.8000 12.26 - 13
- - 0.00 - - - - -  66.25  - - - - - 0.00 - -
5,711 1,000 11.44 0.0100 3 0.0125 - -  66.50  1 4.2725 4.4500 25 4.2500 9.32 25 3,716
- - 0.00 - - - - -  66.75  - - - - - 0.00 - -


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