Option Chain (Currency Derivatives)

As on Aug 29, 2016 09:09:18 IST  
 
RBI REFERENCE RATE as on Aug 26, 2016 13:30:00 IST : 67.0299
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
151 - - 31.99 3.3250 300 3.3750 3.4150 10  63.75  - - 0.0025 16,000 0.0025 22.38 - - 115
5,395 - - 19.86 3.0600 300 3.1250 3.1625 100  64.00  - - 0.0025 18,000 0.0025 20.86 - - 1
- - - 0.00 - - - - -  64.25  - - 0.0025 12,000 - 0.00 - - -
460 - - 16.58 2.5600 300 2.6250 2.6625 1  64.50  - - 0.0025 11,000 0.0025 17.78 - - 45
- - - 0.00 - - - - -  64.75  - - 0.0025 13,000 - 0.00 - - -
9,073 -4 10 24.89 2.1700 100 2.1400 - -  65.00  - - 0.0025 17,996 0.0025 14.68 4 - 9,451
- - - 0.00 - - - - -  65.25  - - 0.0025 18,000 - 0.00 - - -
671 - 1 10.11 1.6300 - - 1.6625 10  65.50  - - 0.0025 23,000 0.0025 11.51 - - 4,693
- - - 0.00 - - - - -  65.75  - - 0.0025 23,000 - 0.00 - - -
17,199 - 3 11.57 1.1000 500 1.1000 1.2000 1  66.00  - - 0.0025 57,150 0.0025 8.28 - - 143,709
1,894 - - 12.79 0.7600 - - - -  66.25  - - 0.0025 42,500 0.0025 6.61 - - 17,620
116,998 - 514 5.96 0.6525 20 0.6525 0.6625 1  66.50  - - 0.0025 99,012 0.0025 5.96 50 - 444,578
17,196 - 1 3.50 0.4000 2 0.3000 0.4150 100  66.75  - - 0.0025 89,398 0.0025 4.64 753 -499 78,583
249,503 -5,249 14,819 2.27 0.1600 72 0.1575 0.1600 50  67.00  805 0.0025 0.0050 15,593 0.0050 4.03 43,873 -2,333 302,243
107,019 3,513 24,581 3.42 0.0075 8,240 0.0050 0.0075 12,367  67.25  47 0.0950 0.0975 100 0.0950 5.26 2,883 947 61,592
295,841 2,292 5,223 4.37 0.0025 - - 0.0025 69,327  67.50  185 0.3400 0.3500 218 0.3425 7.52 3,576 -75 149,392
35,815 - 100 5.27 0.0025 - - 0.0025 47,381  67.75  50 0.6000 0.6050 300 0.6925 9.50 - - 10,585
107,552 - 23 6.93 0.0025 - - 0.0025 70,176  68.00  10 0.8425 0.8475 10 0.8475 11.93 49 - 32,386
20,245 - 300 8.53 0.0025 - - 0.0025 42,500  68.25  - - - - - 0.00 - - -
184,112 - - 10.09 0.0025 - - 0.0025 42,500  68.50  50 1.3325 1.3500 1 1.4350 15.62 - - 84,276
11,167 - - 11.61 0.0025 - - 0.0025 22,000  68.75  - - - - - 0.00 - - -
181,022 - 1,999 13.10 0.0025 - - 0.0025 26,001  69.00  - - 1.8500 100 1.8500 21.61 2,000 - 28,700
5 - - 15.95 0.0050 - - 0.0025 18,000  69.25  - - - - - 0.00 - - -
45,494 - - 16.03 0.0025 - - 0.0025 26,000  69.50  - - - - - 0.00 - - -
3 - - 37.75 0.1500 - - 0.0025 15,000  69.75  - - - - - 0.00 - - -
30,707 - - 18.85 0.0025 - - 0.0025 20,000  70.00  - - - - - 0.00 - - -
223 - 5 22.03 0.0025 - - 0.0025 9,995  70.25  - - - - 3.1000 27.95 5 - 223
3,032 - - 21.62 0.0025 - - 0.0025 13,000  70.50  - - - - - 0.00 - - -
- - - 0.00 - - - 0.0025 10,000  70.75  - - - - - 0.00 - - -
700 - - 26.40 0.0050 - - 0.0025 9,000  71.00  - - - - - 0.00 - - -
Total 1,441,477 47,579 53,193 1,368,192 Total

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  •  Highlighted options are in-the-money.