CURRENCY DERIVATIVES OPTIONS CHAIN as on 26-AUG-2016 17:00:00 hours IST             
RBI REFERENCE RATE as on 26-Aug-2016 : 67.0299     

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
151 348 31.99 3.3250 192 3.0675 3.3225 100  63.75  - - 0.0025 10,999 0.0025 22.38 1 115
5,395 - 19.86 3.0600 11 3.0400 3.0925 395  64.00  - - 0.0025 6,000 0.0025 20.86 - 1
- - 0.00 - 1 2.5625 - -  64.25  - - 0.0025 8,400 - 0.00 - -
460 - 16.58 2.5600 192 2.2775 2.5925 391  64.50  - - 0.0025 7,199 0.0025 17.78 1 45
- - 102.94 3.8000 - - - -  64.75  - - 0.0025 7,200 - 0.00 - -
9,077 267 24.89 2.0625 100 1.8175 2.0800 100  65.00  - - 0.0025 11,190 0.0025 14.68 10 9,451
- - 82.37 3.0275 - - - -  65.25  - - 0.0025 7,700 - 0.00 - -
671 - 10.11 1.5600 150 1.5375 1.5825 150  65.50  - - 0.0025 17,600 0.0025 11.51 - 4,693
50 - 6.65 1.2050 - - - -  65.75  - - 0.0025 15,700 - 0.00 - -
17,199 1,072 11.57 1.0700 21 1.0525 1.0700 3  66.00  - - 0.0025 43,353 0.0025 8.28 4,117 143,709
1,894 10 12.79 0.7600 400 0.7825 - -  66.25  - - 0.0025 14,033 0.0025 6.61 921 17,620
116,998 5,640 5.96 0.5700 20 0.5525 0.5725 5  66.50  1,887 0.0050 0.0075 38,884 0.0075 5.96 107,110 444,578
17,196 2,983 3.50 0.3175 40 0.3100 0.3325 125  66.75  159 0.0125 0.0150 4,555 0.0150 4.64 88,235 79,082
254,752 161,407 2.27 0.1150 90 0.1125 0.1150 752  67.00  419 0.0575 0.0625 279 0.0575 4.03 219,211 304,576
103,506 235,345 3.42 0.0275 954 0.0250 0.0275 115  67.25  200 0.2125 0.2250 201 0.2200 5.26 44,808 60,645
293,549 297,549 4.37 0.0075 9,724 0.0075 0.0100 8,554  67.50  10 0.4450 0.4650 10 0.4525 7.52 115,679 149,467
35,815 27,767 5.27 0.0025 60 0.0025 0.0050 14,930  67.75  60 0.5750 0.7125 1 0.6925 9.50 3,183 10,585
107,552 12,261 6.93 0.0025 - - 0.0025 18,917  68.00  35 0.9150 0.9650 100 0.9425 11.93 1,535 32,386
20,245 118 8.53 0.0025 - - 0.0025 24,982  68.25  - - - - 1.2000 14.95 18 756
184,112 4,914 10.09 0.0025 - - 0.0025 52,986  68.50  150 1.4225 1.4625 50 1.4350 15.62 12 84,276
11,167 1,065 11.61 0.0025 - - 0.0025 25,335  68.75  150 1.6675 1.7150 150 1.7575 24.44 - 326
181,022 90 13.10 0.0025 - - 0.0025 43,230  69.00  150 1.9225 1.9500 3 1.9500 21.61 151 28,700
5 - 15.95 0.0050 - - 0.0025 11,400  69.25  150 2.1700 2.2150 150 2.1900 22.45 10 165
45,494 5 16.03 0.0025 - - 0.0025 15,795  69.50  150 2.4225 2.4650 150 2.5175 32.47 - 111
3 - 37.75 0.1500 - - 0.0025 15,400  69.75  150 2.6700 2.7150 150 - 0.00 - -
30,707 8 18.85 0.0025 - - 0.0025 12,392  70.00  150 2.9225 2.9650 150 2.9500 29.81 8 1,587
223 - 22.03 0.0050 - - 0.0025 9,400  70.25  - - - - 3.1775 27.95 - 223
3,032 - 21.62 0.0025 - - 0.0025 9,400  70.50  300 3.1175 - - 3.5100 40.80 - 617
- - 0.00 - - - 0.0025 9,400  70.75  - - - - - 0.00 - -
700 - 26.40 0.0050 - - 0.0025 9,400  71.00  - - - - 3.8700 20.01 - 152


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