Option Chain (Currency Derivatives)

As on Dec 09, 2016 11:14:37 IST  
 
RBI REFERENCE RATE as on Dec 08, 2016 13:30:00 IST : 67.4325
CALLS   PUTS
Chart OI Change in OI Volume IV LTP Bid
Qty
Bid
Price
Ask
Price
Ask
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Strike Price Bid
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Bid
Price
Ask
Price
Ask
Qty
LTP IV Volume Change in OI OI Chart
303 - - 29.72 4.9000 10 4.3800 4.4525 3  63.25  - - - - - 0.00 - - -
- - - 0.00 - - - - -  64.00  - - 0.0050 1,000 0.0050 10.77 - - 50
- - - 0.00 - - - - -  64.50  - - 0.0050 1,500 - 0.00 - - -
40 - - 38.21 4.1400 642 2.7375 - -  64.75  - - - - - 0.00 - - -
4,142 - - 18.04 3.0200 100 2.6125 2.6950 100  65.00  1,940 0.0025 0.0050 1,000 0.0025 7.52 60 - 3,411
- - - 0.00 - - - - -  65.25  - - - - - 0.00 - - -
3,078 - - 13.41 1.9100 300 1.4725 2.2100 300  65.50  2,000 0.0025 0.0050 1 0.0050 6.90 - - 1,442
- - - 0.00 - - - - -  65.75  - - - - - 0.00 - - -
4,326 - - 15.26 1.4575 223 1.6275 - -  66.00  1,422 0.0100 0.0125 1,000 0.0125 6.44 526 28 52,870
1,862 - - 15.56 1.2825 300 0.8825 1.5450 5,000  66.25  600 0.0175 0.0200 280 0.0200 6.23 508 50 2,381
31,616 -1 21 13.19 1.2525 120 1.1925 1.2150 120  66.50  1,664 0.0275 0.0300 1,080 0.0300 5.93 7,509 -160 119,223
1,793 - 1 2.45 0.9700 2 0.7275 1.0975 5,000  66.75  115 0.0475 0.0525 280 0.0500 5.79 3,142 348 28,258
100,497 -918 5,838 2.70 0.7675 72 0.7575 0.7625 20  67.00  1,098 0.0825 0.0850 1,003 0.0850 5.75 43,128 5,013 122,181
13,138 1,417 3,011 2.23 0.5700 100 0.5700 0.5850 125  67.25  202 0.1450 0.1500 257 0.1450 5.85 10,895 1,401 29,485
229,555 -11,813 32,023 3.84 0.4250 247 0.4200 0.4250 94  67.50  503 0.2400 0.2450 786 0.2425 6.17 59,889 -15,963 227,748
31,226 -110 12,995 4.42 0.3050 258 0.3000 0.3075 654  67.75  586 0.3675 0.3750 228 0.3725 6.57 13,777 -2,297 39,260
280,856 -2,594 49,532 4.84 0.2150 582 0.2125 0.2175 575  68.00  54 0.5300 0.5350 299 0.5300 7.00 13,321 728 313,004
27,176 4,900 10,761 5.30 0.1550 30 0.1550 0.1575 369  68.25  20 0.7150 0.7225 110 0.7200 7.64 2,375 359 30,851
229,763 2,728 28,344 5.89 0.1150 569 0.1150 0.1200 623  68.50  32 0.9275 0.9350 4 0.9275 8.34 3,246 -211 144,197
48,663 -477 10,144 6.39 0.0925 11 0.0900 0.0950 10  68.75  - - 1.1700 117 1.1300 8.73 1 - 11,001
269,542 963 33,022 6.79 0.0700 4,934 0.0675 0.0700 300  69.00  50 1.3800 1.3875 3 1.3825 10.00 1,050 -689 132,963
28,767 -377 1,369 7.15 0.0525 1,431 0.0500 0.0550 110  69.25  5,000 1.4075 1.7000 642 1.5450 9.05 - - 2,559
138,856 1,660 6,248 7.40 0.0375 13,877 0.0375 0.0425 2,852  69.50  2 1.7300 1.9575 5,000 2.0000 14.90 - - 9,900
9,167 -378 968 7.96 0.0325 10 0.0300 0.0325 1  69.75  - - - - - 0.00 - - -
173,284 850 15,030 8.11 0.0225 42,212 0.0225 0.0250 5,760  70.00  300 2.2775 2.4200 642 2.2000 8.05 - - 444
3,105 - - 7.97 0.0125 - - - -  70.25  - - - - - 0.00 - - -
22,335 -520 523 8.64 0.0125 4,540 0.0125 0.0150 2,480  70.50  588 2.7775 2.9400 5,000 - 0.00 - - -
705 - - 12.52 0.0600 5,000 0.0025 - -  70.75  - - - - - 0.00 - - -
79,866 1 402 9.61 0.0100 7,719 0.0100 0.0125 5,001  71.00  300 3.2875 3.4075 642 2.4000 8.93 - - 163
- - - 0.00 - - - - -  71.25  767 3.4100 - - - 0.00 - - -
17,279 - 101 10.42 0.0075 4,100 0.0050 0.0100 9,600  71.50  300 3.7575 3.9025 642 - 0.00 - - -
- - - 0.00 - - - - -  71.75  300 3.9875 - - - 0.00 - - -
Total 1,750,940 210,333 159,427 1,271,391 Total

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  •  Highlighted options are in-the-money.