CURRENCY DERIVATIVES OPTIONS CHAIN as on 02-SEP-2014 17:00:01 hours IST             
RBI REFERENCE RATE as on 02-Sep-2014 : 60.496     

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 - - - - -  55.50  - - - - - 0.00 - -
- - 0.00 - - - - -  55.75  - - - - - 0.00 - -
2,950 1 12.85 4.8900 250 4.9650 5.0300 100  56.00  - - 0.0075 250 - 0.00 - -
- - 0.00 - - - - -  56.25  - - - - - 0.00 - -
- - 0.00 - 100 4.4675 - -  56.50  - - - - - 0.00 - -
- - 0.00 - - - - -  56.75  - - - - - 0.00 - -
4,984 1 11.39 3.8800 250 3.9875 4.0250 150  57.00  - - 0.0050 1,000 0.0025 9.82 - -
- - 0.00 - - - - -  57.25  - - - - - 0.00 - -
- - 0.00 - 200 3.4850 - -  57.50  - - - - - 0.00 - -
- - 0.00 - - - - -  57.75  - - - - - 0.00 - -
933 - 8.40 2.9375 100 3.0000 3.0375 9  58.00  - - 0.0050 1,001 0.0025 7.93 - 16
- - 0.00 - - - - -  58.25  - - - - - 0.00 - -
- - 0.00 - - - - -  58.50  - - 0.0075 500 0.0025 6.72 - -
50 - 0.00 2.0300 100 2.2450 - -  58.75  - - - - - 0.00 - -
1,416 409 4.91 1.8675 100 2.0250 - -  59.00  3,490 0.0075 0.0100 351 0.0100 6.71 6,169 9,122
- - 0.00 - - - - -  59.25  - - - - 0.0200 6.79 - 310
907 6 3.76 1.4275 110 1.5325 1.5775 10  59.50  250 0.0175 0.0225 625 0.0200 6.00 579 3,833
- - 0.00 - - - - -  59.75  - - 0.1000 10 - 0.00 - -
15,506 1,482 6.30 1.0800 60 1.0700 1.0875 2  60.00  763 0.0475 0.0500 293 0.0475 5.44 34,021 62,985
498 86 5.68 0.8500 10 0.6475 0.9000 24  60.25  182 0.0750 0.0925 218 0.0825 5.39 1,717 1,628
39,419 15,779 6.08 0.6825 34 0.6725 0.6825 200  60.50  227 0.1400 0.1475 138 0.1450 5.50 59,773 81,473
17,795 16,340 6.00 0.5150 125 0.5000 0.5125 225  60.75  54 0.2250 0.2450 200 0.2500 5.89 5,941 3,887
151,018 59,818 6.01 0.3775 75 0.3725 0.3800 81  61.00  58 0.3400 0.3475 33 0.3400 5.56 40,351 66,717
7,728 7,416 5.91 0.2600 502 0.2600 0.2750 200  61.25  200 0.4700 0.4925 203 0.4750 5.50 972 613
92,509 51,150 6.19 0.1900 500 0.1900 0.1925 219  61.50  198 0.6525 0.6600 256 0.6500 5.68 15,995 23,968
875 55 6.08 0.1200 200 0.1250 0.1325 270  61.75  - - - - 0.9850 8.63 - 300
76,831 27,698 6.49 0.0900 84 0.0900 0.0950 457  62.00  1 1.0400 1.0675 315 1.0600 6.10 2,441 28,580
260 250 6.78 0.0650 - - 0.0875 25  62.25  - - - - - 0.00 - -
7,107 4,402 7.17 0.0500 380 0.0450 0.0500 225  62.50  1 1.4750 1.5475 10 1.6300 10.03 - 1
21 22 7.60 0.0400 150 0.0100 0.0500 25  62.75  - - - - - 0.00 - -
13,576 6,943 7.75 0.0275 962 0.0250 0.0300 600  63.00  110 1.9600 2.0300 210 2.0300 8.90 100 3,235
2 - 9.90 0.0550 - - - -  63.25  - - 2.5000 200 2.0300 5.39 - 200
7,579 230 8.49 0.0175 1,150 0.0150 0.0200 975  63.50  100 2.4125 - - 2.6050 13.41 - 150
- - 0.00 - - - - -  63.75  100 2.5000 - - 2.8700 14.83 - 824
8,233 4,912 9.32 0.0125 2,788 0.0125 0.0150 750  64.00  100 2.9200 - - 3.1550 16.84 - 103
- - 0.00 - - - - -  64.25  - - - - - 0.00 - -
- - 0.00 - - - 0.0475 10  64.50  - - - - - 0.00 - -


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