CURRENCY DERIVATIVES OPTIONS CHAIN as on 24-MAR-2017 17:00:00 hours IST             
RBI REFERENCE RATE as on 24-Mar-2017 : 65.3117     

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
- - 0.00 - - - - -  62.25  - - - - - 0.00 - -
- - 0.00 - - - - -  63.00  - - - - - 0.00 - -
- - 0.00 - - - - -  63.25  - - - - - 0.00 - -
334 - 6.62 1.8600 300 1.8525 - -  63.50  2 0.0025 0.0050 165 0.0075 12.80 - 225
- - 0.00 - - - - -  63.75  - - - - - 0.00 - -
4,335 - 13.19 1.4950 378 1.3525 1.4700 145  64.00  1,123 0.0025 0.0050 11,000 0.0025 8.48 2,510 9,753
33 - 4.94 1.0850 - - - -  64.25  8 0.0025 0.0050 6,000 0.0050 7.96 - 22
284 90 7.54 0.8850 20 0.8950 1.4000 100  64.50  20 0.0025 0.0050 6,750 0.0050 6.55 985 35,380
100 9 5.27 0.7200 - - - -  64.75  5,743 0.0025 0.0050 20 0.0050 5.09 19,136 50,080
81,335 18,076 7.58 0.4225 200 0.4075 0.4300 3  65.00  12,949 0.0100 0.0125 25 0.0100 4.15 82,963 139,511
28,656 17,097 1.73 0.2125 79 0.1675 0.2200 9  65.25  112 0.0475 0.0500 90 0.0500 4.27 94,250 104,158
183,547 212,169 2.67 0.0650 347 0.0650 0.0725 150  65.50  250 0.1525 0.1550 875 0.1550 4.47 142,132 142,535
60,184 111,409 3.51 0.0200 6,469 0.0175 0.0200 176  65.75  22 0.3300 0.3750 200 0.3575 5.88 18,227 27,220
97,954 69,678 4.59 0.0100 6,893 0.0075 0.0100 12,869  66.00  548 0.6000 0.6500 79 0.6000 7.99 18,915 84,432
38,803 15,619 5.45 0.0050 4,645 0.0050 0.0075 7,245  66.25  26 0.8375 0.8650 78 0.8425 9.77 8,736 23,682
88,953 57,315 6.85 0.0050 48,006 0.0025 0.0050 27,987  66.50  51 1.0850 1.1125 78 1.0875 11.47 8,664 258,429
57,680 1,186 8.20 0.0050 10,429 0.0025 0.0050 23,390  66.75  1 1.3350 - - 1.3400 13.55 321 144,536
204,510 25,807 8.64 0.0025 86,437 0.0025 0.0050 68,077  67.00  3 1.5850 1.5975 2 1.6000 16.11 8,293 250,473
49,093 703 10.80 0.0050 5,474 0.0025 0.0050 25,890  67.25  301 1.8100 1.8650 102 1.8475 17.77 692 24,692
147,974 15,422 12.06 0.0050 42,113 0.0025 0.0050 69,822  67.50  67 2.0900 2.1400 82 2.0900 18.94 19,710 142,749
24,256 4,801 12.17 0.0025 7,667 0.0025 0.0050 41,950  67.75  - - - - 2.3525 21.70 7,453 13,167
145,807 61,743 13.30 0.0025 10,177 0.0025 0.0050 66,075  68.00  1 2.5575 2.7800 1 2.5875 22.10 14,548 164,890
19,388 1 14.43 0.0025 - - 0.0025 1,039  68.25  - - - - 2.9200 30.11 - 7,574
99,886 - 15.54 0.0025 - - 0.0025 5,200  68.50  300 3.0550 - - 3.0850 25.09 5 11,339
4,494 - 16.64 0.0025 - - 0.0025 1,686  68.75  - - - - - 0.00 - -
61,331 1,500 17.73 0.0025 - - 0.0025 1,500  69.00  300 3.5550 - - 3.5825 27.94 2 8,902
- - 31.12 0.0650 - - 0.0025 1,000  69.25  - - 3.8825 100 2.3300 5.95 - -
91,910 1 19.86 0.0025 - - 0.0025 999  69.50  300 4.0550 - - 4.1125 34.24 1 111
- - 32.70 0.0525 - - 0.0025 1,000  69.75  - - - - - 0.00 - -
17,570 - 21.97 0.0025 - - 0.0025 1,000  70.00  300 4.5050 - - 4.5000 19.66 - 47
50 - 37.74 0.0700 - - 0.0025 1,000  70.25  - - - - - 0.00 - -
610 - 25.97 0.0050 - - 0.0025 1,000  70.50  300 4.8150 - - - 0.00 - -
- - 0.00 - - - 0.0025 1,000  70.75  - - - - - 0.00 - -
179 - 28.13 0.0050 - - 0.0025 1,000  71.00  300 5.5050 - - 3.8800 13.17 - 21
- - 27.40 0.0075 - - 0.0050 3,000  71.25  - - - - - 0.00 - -
- - 28.41 0.0075 - - 0.0025 3,000  71.50  300 6.0050 - - - 0.00 - -
- - 28.02 0.0050 - - 0.0050 6,000  71.75  300 4.8000 - - - 0.00 - -


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