Option Chain (Currency Derivatives)

As on Sep 28, 2016 17:00:00 IST  
 
RBI REFERENCE RATE as on Sep 28, 2016 13:30:00 IST : 66.4482
CALLS   PUTS
Chart OI Change in OI Volume IV LTP Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
LTP IV Volume Change in OI OI Chart
- - - 0.00 - - - - -  63.25  - - 0.0025 3,000 - 0.00 - - -
2 - - 89.39 3.2500 300 2.9200 2.9625 10  63.50  - - 0.0025 4,000 - 0.00 - - -
599 - - 34.34 2.7250 - - 2.7125 100  63.75  - - 0.0025 3,000 0.0050 35.68 - - 10
1,579 -3,431 4,901 31.26 2.4500 23 2.4500 2.4600 100  64.00  - - 0.0025 8,000 0.0025 30.03 2 - 52
- - - 0.00 - - - - -  64.25  - - 0.0025 3,000 - 0.00 - - -
2 - - 68.69 2.2500 300 1.9200 1.9675 1  64.50  - - 0.0025 7,000 0.0050 26.95 - - 1
1,025 - - 54.85 1.9200 200 1.6850 1.7150 110  64.75  - - 0.0025 4,000 0.0025 21.83 - - 927
7,130 -761 1,808 28.44 1.4850 200 1.4350 1.4625 300  65.00  - - 0.0025 13,418 0.0025 19.06 582 - 7,564
101 - - 82.71 1.8625 200 1.1800 1.2325 200  65.25  - - 0.0025 5,000 - 0.00 - - -
1,600 - 2 42.45 0.9750 200 0.9400 0.9600 200  65.50  - - 0.0025 22,104 0.0025 13.36 896 - 7,146
105 - 2 9.23 0.7250 200 0.7000 0.7200 200  65.75  - - 0.0025 13,900 0.0025 10.43 1 - 51
4,497 -1,140 3,315 6.40 0.4550 1,600 0.4500 0.4600 100  66.00  - - 0.0025 47,723 0.0025 7.39 3,417 16 96,059
3,860 88 694 5.32 0.2100 600 0.2000 0.2100 700  66.25  - - 0.0025 26,500 0.0025 5.30 12,470 855 147,374
243,015 34,717 179,562 3.99 0.0025 - - 0.0025 28,085  66.50  3,020 0.0425 0.0450 468 0.0450 3.93 110,763 -21,940 264,847
102,826 -945 7,579 4.97 0.0025 - - 0.0025 58,822  66.75  478 0.2925 0.2950 6 0.2950 4.60 37,388 -20,136 94,111
338,422 -996 6,762 8.45 0.0025 - - 0.0025 87,217  67.00  25 0.5400 0.5475 150 0.5450 8.01 44,597 -17,802 250,886
96,680 348 1,012 10.45 0.0025 - - 0.0025 44,917  67.25  110 0.7875 0.7975 100 0.7950 12.29 16,084 -7,868 39,139
296,404 20 78 13.30 0.0025 - - 0.0025 50,172  67.50  109 1.0400 1.0500 300 1.0450 12.51 13,447 -121 169,377
36,654 -316 2,424 16.07 0.0025 - - 0.0025 32,406  67.75  200 1.2675 1.3025 100 1.2950 18.50 5,730 -2,438 7,372
218,372 - 138 18.75 0.0025 - - 0.0025 42,128  68.00  100 1.5375 1.5500 2,181 1.5500 20.07 1,807 -323 34,652
16,348 -136 207 21.40 0.0025 - - 0.0025 18,514  68.25  200 1.7750 1.8025 99 1.7925 16.71 301 -66 653
114,730 - 190 23.99 0.0025 - - 0.0025 19,600  68.50  200 2.0275 2.0500 100 2.0450 32.64 16 - 33,937
152 - 50 26.54 0.0025 - - 0.0025 9,900  68.75  300 2.2700 2.3150 200 - 0.00 - - -
113,638 - 1,002 29.06 0.0025 - - 0.0025 13,125  69.00  200 2.5250 2.5500 100 2.5225 11.87 146 -5 387
150 - - 39.27 0.0125 - - 0.0025 8,900  69.25  200 2.7750 2.8125 200 - 0.00 - - -
49,608 - - 33.98 0.0025 - - 0.0025 14,900  69.50  200 3.0300 3.0600 22 3.0500 54.16 - - 1,411
- - - 0.00 - - - 0.0025 8,000  69.75  200 3.2750 3.3125 200 - 0.00 - - -
19,357 - - 38.79 0.0025 - - 0.0025 5,500  70.00  200 3.5250 3.5500 100 3.5375 51.27 18 - 364
5 - - 44.68 0.0050 - - 0.0025 6,000  70.25  200 3.7750 3.8125 200 - 0.00 - - -
2,840 - - 43.54 0.0025 - - 0.0025 5,500  70.50  200 4.0250 4.0625 200 3.4200 18.51 - - 101
6 - - 45.85 0.0025 - - 0.0025 5,000  70.75  - - - - 4.2600 54.05 - - 7
3,269 - - 48.16 0.0025 - - 0.0025 5,500  71.00  300 4.2225 4.5500 100 4.5400 56.72 148 -50 311
Total 1,672,976 209,726 247,813 1,156,739 Total

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  •  Highlighted options are in-the-money.