CURRENCY DERIVATIVES OPTIONS CHAIN as on 30-SEP-2016 17:00:00 hours IST             
RBI REFERENCE RATE as on 30-Sep-2016 : 66.6596     

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
280 - 18.17 3.8350 - - - -  63.25  - - - - 0.0025 8.28 3,500 3,500
1 - 16.59 3.5625 - - - -  63.50  - - - - - 0.00 - -
1 - 15.66 3.3125 - - - -  63.75  - - - - - 0.00 - -
5,026 3 8.36 2.9100 - - - -  64.00  500 0.0025 - - - 0.00 - -
1 - 13.85 2.8150 - - - -  64.25  - - - - - 0.00 - -
1 - 12.96 2.5675 - - - -  64.50  - - - - - 0.00 - -
40 - 20.75 2.7700 - - - -  64.75  - - - - - 0.00 - -
6,296 3 5.40 1.9000 200 1.8425 1.8950 1  65.00  2,800 0.0025 0.0050 700 0.0025 4.61 2,083 4,984
113 - 8.40 1.7500 200 1.5950 1.6675 200  65.25  101 0.0025 - - - 0.00 - -
124 2 6.03 1.4500 1 1.3500 1.5425 100  65.50  16 0.0125 0.0150 344 0.0150 4.69 2,056 22,847
306 - 10.45 1.4525 - - - -  65.75  100 0.0225 0.0275 1,000 0.0225 4.37 2,254 2,834
10,480 3,225 3.35 0.9225 1 0.9025 0.9550 100  66.00  9 0.0425 0.0450 150 0.0425 4.28 47,055 106,481
1,054 5 4.52 0.7500 200 0.6775 0.7450 200  66.25  513 0.0750 0.0800 40 0.0750 4.16 43,014 97,708
65,312 32,402 3.87 0.5250 88 0.5250 0.5350 54  66.50  700 0.1425 0.1500 249 0.1475 4.38 194,623 344,657
53,227 23,141 4.14 0.3800 70 0.3625 0.3825 80  66.75  225 0.2350 0.2475 204 0.2425 4.46 58,680 137,921
286,694 203,060 4.33 0.2650 212 0.2550 0.2650 50  67.00  123 0.3775 0.3800 4 0.3750 4.63 136,613 258,355
53,159 42,670 4.52 0.1800 1 0.1800 0.1875 200  67.25  110 0.5400 0.5500 10 0.5450 4.93 8,230 39,582
275,314 164,363 4.83 0.1275 4 0.1275 0.1300 71  67.50  170 0.7325 0.7550 70 0.7400 5.28 43,312 159,255
53,582 26,508 4.96 0.0825 5 0.0825 0.0925 20  67.75  215 0.9275 0.9825 200 0.7825 2.00 - 6,615
224,018 135,211 5.37 0.0625 32 0.0600 0.0625 304  68.00  200 1.1375 1.1800 188 1.1750 6.05 2,002 53,299
4,793 2,009 5.66 0.0450 71 0.0450 0.0550 50  68.25  200 1.3650 1.4300 200 1.4350 7.20 9 263
102,398 38,690 6.23 0.0400 546 0.0375 0.0400 340  68.50  5 1.1100 - - 1.4050 4.40 - 1,110
323 300 6.40 0.0275 100 0.0275 - -  68.75  200 1.8450 1.9150 200 1.7675 3.88 - 107
137,583 25,828 6.78 0.0225 4,800 0.0225 0.0250 1,000  69.00  200 2.0900 2.1600 200 1.9450 5.52 - 239
- - 0.00 - 100 0.0100 - -  69.25  200 2.3350 2.4050 200 2.2575 5.81 - 350
7 3 7.87 0.0200 2,000 0.0150 0.0225 200  69.50  200 2.5825 2.6525 200 2.5000 6.48 - 102
- - 0.00 - - - - -  69.75  200 2.8300 2.9000 200 2.7550 6.83 - 101
22,971 - 8.12 0.0100 3,000 0.0125 0.0150 1  70.00  - - - - 3.2000 13.53 - 556
90 - 8.41 0.0100 - - - -  70.25  - - - - 3.4550 14.48 - 127


Top