Option Chain (Currency Derivatives)

As on Feb 11, 2016 15:58:31 IST  
 
RBI REFERENCE RATE as on Feb 11, 2016 13:05:00 IST : 68.0155
CALLS   PUTS
Chart OI Change in OI Volume IV LTP Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
LTP IV Volume Change in OI OI Chart
3,985 1 5 20.69 5.0350 300 5.1575 5.2275 100  63.25  - - - - - 0.00 - - -
1,004 - - 17.68 4.9425 10 4.0600 - -  63.50  - - - - - 0.00 - - -
2,496 - - 13.59 4.3850 10 3.6000 - -  64.00  - - - - - 0.00 - - -
5 - - 17.81 3.5975 - - - -  64.50  - - 0.0050 1,000 - 0.00 - - -
- - - 0.00 - - - - -  64.75  - - - - - 0.00 - - -
2,729 - 51 12.98 3.3200 300 3.4400 - -  65.00  - - 0.0050 2,000 0.0025 10.47 - - 411
- - - 0.00 - - - - -  65.25  - - - - - 0.00 - - -
1,606 - - 10.48 2.6200 300 2.9500 - -  65.50  - - 0.0050 7,156 0.0050 9.90 - - 2,753
1 - - 4.03 1.4425 - - - -  65.75  - - - - - 0.00 - - -
23,026 -9 626 7.65 2.3100 100 2.4575 - -  66.00  13,148 0.0025 0.0050 3,221 0.0050 8.40 1,134 354 38,698
101 - - 6.41 1.9400 - - - -  66.25  200 0.0025 - - 0.0125 8.79 - - 180
2,807 50 304 7.11 1.8200 118 1.9375 1.9850 54  66.50  17,180 0.0050 0.0075 10,372 0.0050 6.88 18,376 -5,022 33,138
4,400 - 50 4.78 1.5000 - - - -  66.75  1,000 0.0100 0.0150 300 0.0150 7.32 1,565 650 7,853
47,910 -419 2,203 8.72 1.4975 200 1.4825 1.5350 50  67.00  4,929 0.0175 0.0200 147 0.0200 6.81 45,070 -6,547 116,150
694 50 100 4.09 1.1625 5 0.5100 - -  67.25  999 0.0300 0.0350 1,096 0.0325 6.56 16,368 -4,707 40,220
102,507 -123,285 155,945 7.46 1.0475 50 1.0425 1.0475 70  67.50  1,620 0.0600 0.0650 2,248 0.0600 6.66 128,791 -11,393 179,482
8,683 486 7,776 7.14 0.8200 37 0.8350 0.8425 100  67.75  100 0.1050 0.1100 175 0.1050 6.63 20,712 1,413 27,745
344,460 118,531 238,032 7.24 0.6525 109 0.6475 0.6550 100  68.00  588 0.1725 0.1775 352 0.1750 6.92 159,883 2,212 267,378
54,484 -2,503 24,901 7.45 0.5000 220 0.5000 0.5050 100  68.25  100 0.2675 0.2750 196 0.2700 6.92 11,535 -708 27,484
549,580 30,418 160,466 7.65 0.3825 926 0.3800 0.3850 190  68.50  112 0.3950 0.4000 283 0.3975 7.14 67,198 22,257 210,949
119,510 657 23,153 7.72 0.2800 44 0.2775 0.2800 100  68.75  - - 0.5650 400 0.7250 10.66 25 - 1,372
235,257 -11,081 122,789 7.91 0.2050 512 0.2000 0.2050 180  69.00  73 0.7125 0.7275 60 0.7300 7.59 4,061 -145 8,041
12,567 426 5,744 7.96 0.1400 522 0.1400 0.1975 20  69.25  50 0.8900 0.9525 50 0.9950 9.47 1 - 300
59,155 -13,342 73,063 8.41 0.1075 308 0.1050 0.1100 1,169  69.50  50 1.0825 1.1450 50 1.4475 15.42 60 50 1,108
2,796 - 300 7.40 0.0450 1,400 0.0500 - -  69.75  50 1.2975 1.3650 50 1.4850 12.08 50 - 75
47,134 6,630 20,636 9.07 0.0600 300 0.0600 0.0625 200  70.00  50 1.5300 1.5950 50 1.9000 17.44 - - 668
421 - - 9.76 0.0525 5,000 0.0075 - -  70.25  50 1.7625 1.8325 50 2.1325 18.45 - - 50
35,607 -4,100 7,193 9.78 0.0350 4,800 0.0325 0.0350 1,200  70.50  50 2.0025 2.0700 50 - 0.00 - - -
2 - - 9.34 0.0175 500 0.0075 - -  70.75  50 2.2425 2.3125 50 2.3375 11.77 - - -
38,015 -1,500 6,200 10.39 0.0200 1,376 0.0200 0.0250 401  71.00  - - - - 2.8600 21.89 - - 50
- - - 0.00 - - - - -  71.25  - - - - - 0.00 - - -
Total 1,700,942 964,105 Total

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  •  Highlighted options are in-the-money.