CURRENCY DERIVATIVES OPTIONS CHAIN as on 22-JUL-2016 17:00:00 hours IST             
RBI REFERENCE RATE as on 22-Jul-2016 : 67.1355     

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
247 - 45.21 4.1075 300 3.6425 4.3475 300  63.25  - - 0.0025 300 0.0025 19.89 - 404
2,641 - 22.48 3.5350 200 3.1825 3.5925 182  63.50  - - 0.0050 999 0.0050 20.31 1 1,470
191 - 49.68 3.7725 300 3.1425 - -  63.75  - - 0.0075 50 0.0025 17.53 - 400
2,900 - 10.11 3.0000 300 3.0400 3.1050 10  64.00  - - 0.0025 2 0.0025 16.35 - 4,116
192 - 44.99 3.2750 300 2.6450 - -  64.25  - - 0.0075 50 0.0025 15.16 - 192
1,215 75 15.37 2.6400 300 2.4250 3.0525 251  64.50  - - 0.0050 1,000 0.0025 13.96 - 264
193 - 39.85 2.7700 1 2.1425 - -  64.75  - - 0.0075 50 0.0025 12.77 - 193
2,323 - 24.01 2.2500 600 2.0700 2.1125 300  65.00  - - 0.0025 429 0.0025 11.56 - 3,613
346 - 18.05 1.9425 300 1.8200 1.8625 300  65.25  - - 0.0075 50 - 0.00 - -
255 40 15.21 1.6800 300 1.5675 1.6125 300  65.50  - - 0.0050 3,469 0.0050 10.03 41 7,924
246 - 36.90 1.9675 300 1.3225 1.3650 300  65.75  4 0.0025 0.0050 50 0.0100 9.74 - 4
6,551 1,413 11.20 1.1000 300 1.0775 1.1225 300  66.00  1,011 0.0025 0.0050 15,132 0.0050 7.34 2,333 74,959
414 - 10.68 0.9475 300 0.8200 0.8650 300  66.25  1,957 0.0025 0.0050 243 0.0025 5.34 497 14,595
11,128 3,919 3.88 0.6000 5 0.5800 0.6000 1  66.50  4,986 0.0075 0.0100 6,407 0.0100 5.18 20,863 113,678
3,011 535 3.58 0.3800 25 0.3225 0.5475 1  66.75  198 0.0200 0.0225 948 0.0225 4.39 42,848 36,831
178,125 61,237 2.30 0.1600 109 0.1525 0.1550 5  67.00  276 0.0625 0.0675 100 0.0650 3.88 116,775 173,846
100,304 145,239 3.15 0.0525 807 0.0525 0.0550 100  67.25  86 0.2050 0.2350 50 0.2050 4.51 57,284 69,019
178,613 199,573 4.18 0.0225 855 0.0200 0.0225 1,115  67.50  20 0.4175 0.4450 20 0.4200 5.88 32,805 174,070
55,088 31,627 4.69 0.0075 750 0.0075 0.0100 11,862  67.75  2 0.6600 0.7500 1 0.6200 4.68 16 18,466
210,107 61,285 6.17 0.0075 21,337 0.0050 0.0075 23,344  68.00  100 0.9025 0.9200 10 0.9100 9.56 7,899 131,093
25,475 8,060 7.09 0.0050 11,681 0.0025 0.0050 3,986  68.25  200 1.1175 - - 1.0100 4.66 - 4,014
230,526 28,635 8.39 0.0050 112,041 0.0025 0.0050 7,676  68.50  300 1.3875 1.4300 300 1.3700 9.06 27 49,717
18,966 2,803 8.79 0.0025 3,135 0.0025 0.0050 11,292  68.75  300 1.6325 1.6775 300 1.2400 7.05 - 243
225,727 7,315 10.92 0.0050 30,662 0.0025 0.0050 39,320  69.00  300 1.8850 1.9275 300 1.9000 15.79 43 4,669
6,958 150 11.09 0.0025 - - 0.0025 389  69.25  300 2.1350 2.1775 300 1.7100 7.99 - 301
40,680 15,368 12.22 0.0025 - - 0.0025 3  69.50  300 2.3825 2.4275 300 1.7925 4.45 - 213
1,660 - 14.53 0.0050 - - 0.0025 300  69.75  300 2.6300 2.6775 300 2.1900 8.80 - 196
29,922 3,370 14.41 0.0025 - - 0.0025 1,000  70.00  300 2.8800 2.9275 300 2.8900 20.80 314 1,072
- - 16.45 0.0225 - - 0.0075 1  70.25  300 3.1300 3.1775 300 3.0275 14.77 - 194
17,999 - 16.57 0.0025 - - 0.0025 500  70.50  300 3.3800 3.4275 300 2.9300 10.56 - 194
193 - 16.36 0.0100 - - 0.0050 300  70.75  300 3.6300 3.6775 300 2.7775 5.35 - 193
14,921 - 18.66 0.0025 - - 0.0025 600  71.00  300 3.8800 3.9275 300 3.3000 9.23 - 17


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