CURRENCY DERIVATIVES OPTIONS CHAIN as on 24-MAY-2012 17:00:00 hours IST             
RBI REFERENCE RATE as on 24-May-2012 : 56.2870     

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
1,575 - 15.47 6.8500 - - - -  46.00  - - 0.0050 5,000 - 0.00 - -
- - 0.00 - - - - -  46.25  - - 0.0050 5,000 - 0.00 - -
- - 0.00 - - - - -  46.50  - - 0.0050 5,000 - 0.00 - -
- - 0.00 - - - - -  46.75  - - 0.0050 5,000 - 0.00 - -
1,228 - 23.86 6.4100 - - - -  47.00  - - 0.0050 5,000 0.0025 52.21 - 27
1,634 1 66.06 8.2500 50 8.0300 - -  47.25  - - 0.0050 5,000 0.0025 50.71 - 1
1,190 3 54.92 8.2000 50 7.5400 - -  47.50  - - 0.0050 5,000 0.0025 49.25 - 159
2,775 3 79.25 8.0500 50 7.2100 - -  47.75  - - 0.0025 1 0.0025 47.75 2 462
5 - 31.88 6.7450 - - - -  48.00  - - 0.0050 5,000 0.0025 46.29 - 142
- - 0.00 - - - - -  48.25  - - 0.0050 5,000 - 0.00 - -
- - 0.00 - - - - -  48.50  - - 0.0050 5,000 - 0.00 - -
- - 0.00 - - - - -  48.75  - - 0.0050 5,000 - 0.00 - -
2,422 700 59.01 6.7500 - - - -  49.00  - - 0.0050 4,740 0.0050 43.55 700 1,831
300 - 8.56 3.6000 - - - -  49.25  - - 0.0050 10,000 - 0.00 - -
1,101 - 91.63 6.5900 - - - -  49.50  - - 0.0050 10,000 0.0025 37.53 - 250
- - 0.00 - - - - -  49.75  - - 0.0050 10,000 0.0025 36.09 - 200
1,991 1 101.93 6.3300 10 5.5000 - -  50.00  - - 0.0050 16,999 0.0025 34.66 795 9,194
- - 8.29 1.1500 - - - -  50.25  - - 0.0050 10,000 0.0025 33.19 - 200
1,444 - 7.18 2.0325 - - - -  50.50  - - 0.0050 5,000 0.0025 31.76 - 5,437
- - 2.41 0.9100 - - - -  50.75  - - 0.0050 10,000 0.0025 30.32 25 1,001
31,978 - 70.73 5.0300 20 4.3000 - -  51.00  - - 0.0025 380 0.0025 28.89 559 30,862
4,778 5,020 81.93 5.0000 - - - -  51.25  - - 0.0050 5,000 0.0025 27.45 19 4,129
334 - 44.80 3.0300 - - - -  51.50  - - 0.0050 8,049 0.0050 28.18 105 14,756
3,503 - 50.11 4.1150 - - - -  51.75  72 0.0025 0.0050 4,999 0.0050 26.65 501 4,649
30,823 9,210 21.36 3.7000 54 3.6925 3.7000 146  52.00  13,560 0.0025 0.0050 14,878 0.0025 23.14 4,627 51,999
4,816 - 55.01 3.7500 - - - -  52.25  3,143 0.0025 0.0050 3,020 0.0025 21.71 155 17,368
36,466 101 34.78 3.2800 - - 4.3000 100  52.50  7,023 0.0025 0.0050 3,589 0.0050 22.03 3,361 77,275
25,188 8 49.47 3.2500 2 2.9000 - -  52.75  4,219 0.0025 0.0050 675 0.0050 20.49 320 13,692
119,152 20,500 20.91 2.7200 499 2.6900 2.7125 1  53.00  915 0.0050 0.0075 867 0.0050 18.93 27,138 137,227
27,314 1,811 19.15 2.4700 1 2.4425 - -  53.25  100 0.0050 0.0075 323 0.0025 15.91 6,365 39,406
64,771 1,129 17.38 2.2200 50 2.0150 2.3500 20  53.50  12,491 0.0050 0.0100 1,050 0.0075 16.76 6,307 91,001
27,137 37 36.65 2.2250 - - - -  53.75  45 0.0100 - - 0.0100 15.81 1,268 22,372
62,951 118 18.72 1.7525 1 1.4025 2.7500 100  54.00  4,469 0.0150 0.0175 2,555 0.0175 15.58 22,084 113,323
34,224 - 34.83 1.8075 - - 2.0000 1  54.25  249 0.0200 0.0225 411 0.0225 14.42 9,332 30,708
87,834 2,955 15.01 1.2600 1 1.2325 1.2800 1  54.50  4,025 0.0375 0.0400 69 0.0375 14.25 48,331 106,464
24,683 2,517 15.25 1.0475 - - 1.1450 1  54.75  993 0.0550 0.0600 50 0.0600 13.59 40,246 26,306
137,534 18,104 12.14 0.7900 42 0.7850 0.8000 440  55.00  1,152 0.0900 0.0925 67 0.0900 12.88 100,137 92,489
23,954 6,788 9.85 0.5500 21 0.5600 0.6025 100  55.25  6 0.1300 0.1700 238 0.1375 12.29 14,714 15,452
57,219 14,437 11.84 0.4100 99 0.4100 0.4200 51  55.50  500 0.2050 0.2275 50 0.2200 12.24 67,386 94,323
27,020 23,952 11.09 0.2700 100 0.2375 0.2800 100  55.75  27 0.2975 0.3200 47 0.3200 11.68 44,458 17,357
48,773 69,549 10.35 0.1500 1,100 0.1375 0.1700 250  56.00  27 0.4500 0.4600 20 0.4500 11.02 117,423 46,227
18,098 48,526 11.37 0.1025 98 0.0900 0.1000 45  56.25  19 0.5500 0.6625 1 0.6425 11.71 38,319 11,449
39,211 75,437 11.96 0.0650 325 0.0450 0.0650 68  56.50  25 0.4800 - - 0.8800 13.87 32,560 11,408
11,301 23,022 12.45 0.0400 500 0.0350 0.0400 25  56.75  - - 1.4175 100 - 0.00 - -
10,431 7,385 13.28 0.0275 141 0.0225 0.0250 970  57.00  - - 1.6750 100 - 0.00 - -
- 1 11.16 0.0050 1 0.0025 0.0500 100  57.25  - - 1.9350 100 - 0.00 - -
57 10 15.59 0.0175 - - 0.0550 100  57.50  - - - - - 0.00 - -
- - 24.35 0.0800 - - 0.0525 100  57.75  - - - - - 0.00 - -
212 4 14.27 0.0025 - - 0.0275 400  58.00  - - - - - 0.00 - -
- - 0.00 - 250 0.0025 - -  58.50  - - - - - 0.00 - -


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