CURRENCY DERIVATIVES OPTIONS CHAIN as on 07-DEC-2016 17:00:00 hours IST             
RBI REFERENCE RATE as on 07-Dec-2016 : 68.2575     

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
303 3 27.05 4.9000 1 4.4600 - -  63.25  - - - - - 0.00 - -
- - 0.00 - - - - -  63.50  5,000 0.0025 - - - 0.00 - -
- - 0.00 - - - - -  63.75  - - - - - 0.00 - -
5,454 - 13.63 4.7075 - - 4.7300 1  64.00  - - 0.0050 1,000 0.0050 10.40 - 50
- - 0.00 - 200 4.4000 - -  64.50  - - 0.0050 1,000 - 0.00 - -
40 - 35.67 4.1400 - - - -  64.75  10,000 0.0025 - - - 0.00 - -
4,142 4 15.90 3.0200 5 2.6150 - -  65.00  2,700 0.0025 0.0050 940 0.0050 7.96 60 3,411
- - 0.00 - - - - -  65.25  100 0.0075 - - 0.0525 8.50 - 100
3,079 6 9.59 2.3500 1 2.0700 - -  65.50  10 0.0050 0.0075 1,500 0.0050 6.73 3 1,442
- - 0.00 - - - - -  65.75  1,000 0.0025 - - - 0.00 - -
4,353 - 11.54 2.0125 1 1.6000 2.4375 2  66.00  2,609 0.0100 0.0125 4,025 0.0125 6.32 7,716 55,730
1,853 - 11.77 1.8175 - - - -  66.25  - - - - 0.0100 5.40 6 452
34,027 15,422 9.90 1.5350 100 1.2150 1.6925 100  66.50  9 0.0275 0.0300 5,161 0.0275 5.75 32,966 115,257
1,797 - 14.65 1.6000 - - - -  66.75  50 0.0400 0.0600 250 0.0450 5.60 50,632 24,194
46,825 11,106 5.66 0.8450 5 0.8300 0.9475 100  67.00  210 0.0700 0.0775 41 0.0700 5.38 118,699 105,390
5,817 418 3.21 0.6450 100 0.6175 0.6775 41  67.25  50 0.1250 0.1475 40 0.1300 5.61 24,567 18,959
165,107 139,468 3.84 0.4725 10 0.4700 0.4900 3  67.50  125 0.2100 0.2175 435 0.2175 5.87 363,836 193,790
17,181 27,082 4.49 0.3525 348 0.3350 0.3525 4  67.75  20 0.3300 0.3375 20 0.3400 6.24 90,070 42,240
292,123 338,852 4.81 0.2500 288 0.2500 0.2550 100  68.00  8 0.4750 0.4850 102 0.4850 6.56 289,047 335,856
24,207 51,360 5.28 0.1850 60 0.1800 0.1900 20  68.25  100 0.6650 0.6700 47 0.6700 7.17 20,232 32,458
231,218 164,234 5.70 0.1375 315 0.1350 0.1375 3  68.50  100 0.8600 0.8875 25 0.8700 7.77 35,028 146,405
55,327 29,349 6.14 0.1050 20 0.1000 0.1050 217  68.75  1 1.0000 1.1000 2 1.0900 8.53 3,458 11,075
259,285 97,992 6.60 0.0825 789 0.0775 0.0825 1,427  69.00  98 1.1525 1.3300 5 1.2925 8.79 5,454 137,252
26,939 15,233 6.87 0.0600 359 0.0600 0.0650 1,610  69.25  1 1.0200 - - 1.0225 3.84 - 2,559
147,354 75,986 7.17 0.0450 30 0.0450 0.0475 1,971  69.50  - - - - 1.7700 10.45 12,198 9,917
9,722 6,020 7.53 0.0350 783 0.0325 0.0375 1,210  69.75  - - - - 1.3400 6.71 - 559
174,870 43,874 7.87 0.0275 148 0.0275 0.0300 6,199  70.00  - - - - 2.2000 10.46 3 444
3,105 - 8.88 0.0325 - - 0.0400 50  70.25  - - - - - 0.00 - -
26,549 12,736 8.33 0.0150 1,153 0.0150 0.0175 3,939  70.50  - - - - - 0.00 - -
705 - 11.74 0.0600 - - - -  70.75  - - - - - 0.00 - -
72,309 12,953 9.32 0.0125 15,379 0.0100 0.0125 1,600  71.00  - - - - 2.4000 8.93 - 163
1 - 11.58 0.0500 - - - -  71.25  - - - - - 0.00 - -
17,277 2,128 9.79 0.0075 4,993 0.0075 0.0100 4,624  71.50  - - - - - 0.00 - -
- - 0.00 - 1,000 0.0050 - -  71.75  - - - - - 0.00 - -


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