CURRENCY DERIVATIVES OPTIONS CHAIN as on 29-APR-2016 17:00:01 hours IST             
RBI REFERENCE RATE as on 29-Apr-2016 : 66.7330     

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 - 300 3.3675 - -  63.25  - - - - - 0.00 - -
4,158 30 12.87 3.2600 300 3.1200 3.2575 300  63.50  - - 0.0075 988 0.0075 8.11 21 5
- - 0.00 - 300 2.8450 - -  63.75  - - - - - 0.00 - -
2,665 18 6.44 2.6675 300 2.6200 2.6675 10  64.00  700 0.0025 0.0075 1,000 0.0050 6.60 75 575
- - 0.00 - 300 2.3775 - -  64.25  - - - - - 0.00 - -
- - 0.00 - 300 2.1200 - -  64.50  2,100 0.0025 0.0075 375 - 0.00 - -
- - 0.00 - 300 1.8450 - -  64.75  50,000 0.0025 - - - 0.00 - -
2,506 1 3.70 1.6700 500 1.6450 1.6900 500  65.00  1,050 0.0100 0.0125 58 0.0125 5.08 2,135 6,035
- - 0.00 - 500 1.4075 1.4600 500  65.25  100 0.0125 0.0300 300 0.0400 5.71 - 1
2,725 301 7.99 1.3525 500 1.1850 1.2400 500  65.50  775 0.0350 0.0400 181 0.0375 4.86 17,928 24,704
- - 0.00 - 500 0.9600 1.0025 500  65.75  200 0.0550 0.0650 200 0.0625 4.76 5,667 22,903
64,747 20,851 4.65 0.7850 300 0.7775 0.7950 200  66.00  3,600 0.1100 0.1125 100 0.1100 4.81 73,818 163,851
419 345 4.64 0.6000 205 0.5950 0.6200 60  66.25  270 0.1800 0.1900 423 0.1900 5.03 14,563 18,270
50,590 48,824 4.94 0.4625 19 0.4550 0.4650 102  66.50  35 0.2875 0.2900 297 0.2875 5.10 137,621 139,329
13,987 13,834 5.01 0.3375 91 0.3375 0.3400 100  66.75  11 0.4125 0.4150 61 0.4125 5.19 16,620 12,382
267,105 161,639 5.11 0.2400 50 0.2400 0.2425 78  67.00  118 0.5625 0.5650 50 0.5625 5.27 86,424 217,129
15,425 20,422 5.26 0.1700 132 0.1700 0.1750 20  67.25  8 0.7325 0.7575 54 0.7800 6.05 181 1,313
205,015 80,782 5.58 0.1275 745 0.1250 0.1325 587  67.50  10 0.9425 0.9575 64 0.9725 6.24 6,838 71,120
12,309 3,560 5.86 0.0950 232 0.0850 0.0925 40  67.75  - - - - 1.0000 2.60 - 910
159,043 41,090 5.90 0.0625 3,470 0.0625 0.0675 300  68.00  50 1.1750 1.3975 89 1.4575 7.95 702 42,552
22,954 851 6.29 0.0500 5,200 0.0400 0.0500 130  68.25  300 1.6000 1.6400 500 1.2300 3.85 - 450
145,643 37,680 6.45 0.0350 1,000 0.0325 0.0400 549  68.50  300 1.8350 1.8700 500 1.8000 5.01 - 922
12 - 6.63 0.0250 - - 0.0350 10  68.75  300 2.0725 2.1175 500 1.8300 4.39 - 15
75,605 22,939 7.11 0.0225 68 0.0225 0.0250 6,976  69.00  50 2.3225 2.3575 200 2.2500 3.52 456 1,872
216 - 7.71 0.0225 - - 0.0225 50  69.25  300 2.5575 2.6050 500 2.0400 4.50 - 106
61 50 7.52 0.0125 1,979 0.0125 - -  69.50  300 2.8100 2.8500 500 2.6500 6.65 1 4
- - 0.00 - 5,000 0.0025 - -  69.75  300 3.0475 3.0875 500 - 0.00 - -
32,877 3,750 8.60 0.0125 20 0.0125 0.0150 3,150  70.00  200 3.2800 3.3500 200 3.1250 5.54 300 357
- - 0.00 - - - - -  70.25  200 3.5475 3.5825 200 3.5200 8.30 1 792
674 - 9.35 0.0100 2,000 0.0100 - -  70.50  50 3.8050 3.8325 200 3.7525 9.31 - 663
- - 0.00 - - - - -  70.75  500 4.0300 4.0750 500 - 0.00 - -
1,331 800 9.96 0.0075 1,200 0.0075 - -  71.00  50 4.3000 4.3275 200 4.2550 10.95 300 839
- - 0.00 - - - - -  71.25  300 4.5375 4.5725 300 3.4000 14.75 - -
153 - 9.60 0.0025 2,000 0.0050 0.0075 500  71.50  200 4.7850 4.8225 200 4.7500 11.71 - 604
11 - 7.90 0.0050 - - - -  71.75  - - - - 4.1600 9.70 - -


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