SIEMENS
Siemens Ltd
2827
17.00 (0.60%)
Option Chain for SIEMENS
21 Apr 2025 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 75 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 2934.90 | 0.00 | 2000 | -0.20 | 0.35 | - | 82 | -30 | 304 | - |
| - | 0 | 0 | 0 | - | 2835.25 | 0.00 | 2100 | 0.00 | 0.60 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2200 | 0.00 | 0.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2300 | 0.00 | 0.00 | 0.00 | 0 | 3 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2400 | 0.00 | 0.00 | 0.00 | 0 | -244 | 0 | 0.00 |
| 0.00 | 0 | -16 | 0 | 0.00 | 0.00 | 0.00 | 2500 | 0.00 | 0.00 | 0.00 | 0 | -17 | 0 | 0.00 |
| 0.00 | 0 | 23 | 0 | 0.00 | 0.00 | 0.00 | 2600 | 0.00 | 0.00 | 0.00 | 0 | 30 | 0 | 0.00 |
| 0.00 | 0 | -39 | 0 | 0.00 | 0.00 | 0.00 | 2700 | 0.00 | 0.00 | 0.00 | 0 | -28 | 0 | 0.00 |
| 0.64 | 2,860 | 106 | 12,487 | 39.79 | 59.95 | 9.65 | 2800 | -24.40 | 22.00 | 35.98 | 5,642 | -2 | 1,229 | -0.35 |
| 0.00 | 0 | 278 | 0 | 0.00 | 0.00 | 0.00 | 2900 | 0.00 | 0.00 | 0.00 | 0 | 28 | 0 | 0.00 |
|
|
||||||||||||||
| 0.13 | 5,655 | -207 | 12,011 | 54.79 | 9.10 | -1.05 | 3000 | -31.90 | 172.55 | 50.78 | 97 | -59 | 590 | -0.89 |
| 0.00 | 0 | 491 | 0 | 0.00 | 0.00 | 0.00 | 3100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 3,051 | 663 | 5,312 | - | 2.90 | -1.05 | 3200 | -4.25 | 397.65 | - | 6 | 2 | 21 | - |
| 0.00 | 0 | -538 | 0 | 0.00 | 0.00 | 0.00 | 3300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 578 | 12 | 464 | - | 0.90 | -0.55 | 3400 | 0.00 | 564.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3500 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 659 | -138 | 405 | - | 0.55 | -0.50 | 3600 | 0.00 | 0.10 | - | 0 | 0 | 0 | - |
| 25,434 | 6,278 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
