Option Chain (Currency Derivatives)

As on Feb 27, 2017 17:00:00 IST  
 
RBI REFERENCE RATE as on Feb 27, 2017 13:30:00 IST : 66.7249
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
255 - 56 14.44 3.4650 10 3.3700 3.4500 55  63.50  - - 0.0025 55 0.0025 7.47 55 - 56
- - - 0.00 - - - - -  63.75  - - - - - 0.00 - - -
4,335 - 13 9.66 2.9200 1 2.9050 - -  64.00  - - 0.0025 4 0.0025 6.50 6 - 10
33 - 22 12.26 2.6750 - - 2.6800 22  64.25  - - 0.0025 22 0.0025 6.02 22 - 22
37 - 37 11.14 2.4275 - - 2.4375 37  64.50  213 0.0025 0.0075 3,687 0.0075 6.39 287 - 250
- - - 0.00 - - - 2.7500 20  64.75  - - - - - 0.00 - - -
4,317 - 5 7.92 1.9200 - - 2.1000 5  65.00  6,100 0.0050 0.0075 100 0.0075 5.29 4,408 - 5,495
- - - 0.00 - - - - -  65.25  - - - - - 0.00 - - -
5 - - 8.07 1.6625 - - - -  65.50  300 0.0125 0.0150 60 0.0150 4.69 690 - 1,038
2,101 - - 8.28 1.4700 - - - -  65.75  1,441 0.0150 0.0200 300 0.0150 4.06 1,898 - 1,084
2,426 - 1,217 5.41 1.0175 3 0.9500 - -  66.00  407 0.0325 0.0350 1,702 0.0325 4.09 22,652 - 69,819
- - - 0.00 - - - - -  66.25  1,258 0.0550 0.0625 134 0.0600 4.03 9,834 - 12,708
62,630 - 48,281 1.99 0.5550 210 0.5475 0.5625 20  66.50  106 0.1100 0.1150 204 0.1150 4.14 145,452 - 241,706
6,167 - 6,112 2.86 0.3950 200 0.3925 0.4050 1  66.75  100 0.1925 0.1975 38 0.1975 4.25 59,484 - 151,645
109,359 - 131,695 3.40 0.2825 391 0.2800 0.2825 2  67.00  287 0.3275 0.3350 74 0.3300 4.61 101,325 - 247,207
26,607 - 26,364 3.74 0.1950 125 0.1900 0.1950 30  67.25  1 0.4875 0.5000 30 0.4900 4.96 14,067 - 35,612
166,641 - 118,208 4.05 0.1350 3,566 0.1350 0.1375 700  67.50  2 0.6775 0.6875 50 0.6850 5.49 28,373 - 147,733
31,084 - 20,892 4.37 0.0950 26 0.0950 0.1000 242  67.75  50 0.8425 0.8975 30 0.8650 5.54 4 - 20,352
197,391 - 254,315 4.73 0.0700 2,937 0.0700 0.0725 9,121  68.00  2 1.1100 1.1200 26 1.1075 6.42 7,473 - 235,486
18,977 - 16,782 5.01 0.0500 632 0.0500 0.0550 500  68.25  - - - - 1.3200 6.65 1 - 7,427
168,641 - 213,994 5.42 0.0400 21,782 0.0375 0.0425 7,424  68.50  - - 1.5925 25 1.5700 7.52 1,204 - 7,307
4,371 - 3,772 5.49 0.0250 1,958 0.0250 0.0300 2,956  68.75  - - - - - 0.00 - - -
93,216 - 100,072 5.98 0.0225 888 0.0200 0.0225 15,120  69.00  - - - - 2.0500 8.71 2 - 8,885
- - - 8.31 0.0650 3,000 0.0100 - -  69.25  - - - - - 0.00 - - -
78,828 - 28,882 6.66 0.0150 1,349 0.0150 0.0175 19,165  69.50  - - - - 1.2400 5.94 - - 5
- - - 9.20 0.0525 - - - -  69.75  - - - - - 0.00 - - -
15,787 - 6,508 7.27 0.0100 2,925 0.0100 0.0125 2,900  70.00  10 2.9900 - - 3.0500 11.77 4 - 47
50 - - 8.65 0.0700 4,000 0.0075 - -  70.25  - - - - - 0.00 - - -
110 - - 13.47 0.1200 2,000 0.0025 - -  70.50  - - - - - 0.00 - - -
- - - 0.00 - 2,000 0.0075 - -  70.75  - - - - - 0.00 - - -
182 - - 8.45 0.0050 61 0.0050 0.0100 600  71.00  - - - - 3.8800 13.17 - - 21
- - - 8.50 0.0075 - - - -  71.25  - - - - - 0.00 - - -
- - - 8.93 0.0075 - - - -  71.50  - - - - - 0.00 - - -
1,000 - - 9.79 0.0050 1,000 0.0050 0.0100 2,000  71.75  - - - - - 0.00 - - -
Total 994,550 977,227 397,241 1,193,915 Total

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  •  Highlighted options are in-the-money.