FinancialGep

Futures Options Currency Expiry on Closing price (in Rs)* Volume (in lots)# OI (in lots)# 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % USDINR 27‐May‐15 64.1850 64.3700 ‐0.29% 1533533 1792589 ‐14.45% 1807027 1878248 ‐3.79% EURINR 27‐May‐15 72.0175 72.3750 ‐0.49% 61439 79916 ‐23.12% 75500 71564 5.50% GBPINR 27‐May‐15 100.5075 100.8450 ‐0.33% 90443 75070 20.48% 65734 62995 4.35% JPYINR 27‐May‐15 53.6000 53.6525 ‐0.10% 25299 22092 14.52% 9462 7243 30.64% Currency Expiry on Closing price (in Rs)* Volume (in lots)# OI (in lots)# 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % USDINR 27‐May‐15 64.1825 64.3725 ‐0.30% 209184 209070 0.05% 449623 430565 4.43% EURINR 27‐May‐15 72.0175 72.3650 ‐0.48% 6743 11874 ‐43.21% 10259 10693 ‐4.06% GBPINR 27‐May‐15 100.5175 100.8250 ‐0.30% 9366 8820 6.19% 5526 5829 ‐5.20% JPYINR 27‐May‐15 53.5950 53.6475 ‐0.10% 1689 2181 ‐22.56% 645 658 ‐1.98% Strike price Closing price (in Rs) Volume (in lots) OI (in lots) IV 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % CE62.25 0.0000 0.0000 0.0% 0 0 0.0% 0 0 0.0% 0 11.95 ‐100.0% CE62.5 1.6600 1.9500 ‐14.9% 501 1287 ‐61.1% 8457 8956 ‐5.6% 6.98 12.16 ‐42.6% CE62.75 0.0000 0.0000 0.0% 0 0 0.0% 13000 13000 0.0% 9.27 0 0.0% CE63 1.2275 1.4000 ‐12.3% 1781 3224 ‐44.8% 51200 51709 ‐1.0% 6.85 7.63 ‐10.2% CE63.25 0.9450 0.0000 0.0% 275 0 0.0% 2336 2361 ‐1.1% 3.86 0 0.0% CE63.5 0.7900 0.9625 ‐17.9% 2947 33262 ‐91.1% 75304 75459 ‐0.2% 6.28 7.48 ‐16.0% CE63.75 0.5875 0.7600 ‐22.7% 3265 1171 178.8% 18058 19114 ‐5.5% 6.49 7.19 ‐9.7% CE64 0.4350 0.5925 ‐26.6% 66716 104006 ‐35.9% 308518 304726 1.2% 6.24 7.48 ‐16.6% PE62.25 0.0000 0.0000 0.0% 0 0 0.0% 1100 1100 0.0% 7.78 8.84 ‐12.0% PE62.5 0.0125 0.0100 25.0% 4998 19638 ‐74.5% 30359 30301 0.2% 7.25 7.2 0.7% PE62.75 0.0200 0.0200 0.0% 23 455 ‐94.9% 3525 3525 0.0% 7.24 7.6 ‐4.7% PE63 0.0325 0.0325 0.0% 29789 30023 ‐0.8% 76456 75834 0.8% 6.69 7.26 ‐7.9% PE63.25 0.0525 0.0500 5.0% 4028 627 542.4% 22227 22344 ‐0.5% 6.6 6.91 ‐4.5% PE63.5 0.0950 0.0900 5.6% 37827 54995 ‐31.2% 124009 126428 ‐1.9% 6.39 7.1 ‐10.0% PE63.75 0.1550 0.1450 6.9% 2186 4311 ‐49.3% 8580 7373 16.4% 6.47 7.08 ‐8.6% PE64 0.2400 0.2225 7.9% 65538 114308 ‐42.7% 183668 184990 ‐0.7% 6.56 7.09 ‐7.5% Underlying Open Interest Volume 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % CE PE PCR CE PE PCR CE PE PCR CE PE PCR USDINR 1107772 637988 0.5759 1112530 645920 0.5806 ‐0.80% 299472 210332 0.7023 435553 335475 0.7702 ‐8.81% Visit us at www.sharekhan.com May 14, 2015 * Closing price is for near month # OI and Volume are aggregates for 12‐months USDINR (expiry on May 27, 2015): active option activity (MCX SX) PCR ratio (MCX SX) Strike price Closing price (in Rs) Volume (in lots) OI (in lots) 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % CE62.25 2.1125 1.8000 17.36% 0 0 0.00% 0 0 0.00% CE62.5 1.8650 1.5575 19.74% 0 0 0.00% 380 380 0.00% CE62.75 1.6225 1.3250 22.45% 0 0 0.00% 0 0 0.00% CE63 1.3850 1.1000 25.91% 0 0 0.00% 1330 1330 0.00% CE63.25 1.1575 0.8925 29.69% 0 0 0.00% 29 29 0.00% CE63.5 0.7775 1.0250 ‐24.15% 36 114 ‐68.42% 542 514 5.45% CE63.75 0.5900 0.8200 ‐28.05% 93 67 38.81% 164 134 22.39% CE64 0.4375 0.5900 ‐25.85% 3657 7267 ‐49.68% 6398 6398 0.00% PE62.25 0.0025 0.0075 ‐66.67% 0 0 0.00% 0 0 0.00% PE62.5 0.0050 0.0125 ‐60.00% 0 50 ‐100.00% 436 436 0.00% PE62.75 0.0125 0.0325 ‐61.54% 0 0 0.00% 0 0 0.00% PE63 0.0325 0.0300 8.33% 702 388 80.93% 284 284 0.00% PE63.25 0.0450 0.0975 ‐53.85% 0 0 0.00% 42 42 0.00% PE63.5 0.0950 0.0825 15.15% 1292 1159 11.48% 556 521 6.72% PE63.75 0.1625 0.1325 22.64% 30 23 30.43% 151 121 24.79% PE64 0.2525 0.2250 12.22% 1948 7876 ‐75.27% 8978 9064 ‐0.95% Underlying Open Interest Volume 13‐05‐15 12‐05‐15 Chg. % 13‐05‐15 12‐05‐15 Chg. % CE PE PCR CE PE PCR CE PE PCR CE PE PCR USDINR 16691 12312 0.7376 14952 11877 0.7943 ‐7.14% 10484 6209 0.5922 16882 11494 0.6808 ‐13.01%