SIEMENS
Siemens Ltd
7731
167.80 (2.22%)
Option Chain for SIEMENS
03 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 75 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 1385.00 | 0.00 | 6200 | -2.00 | 3.50 | 41.33 | 9 | -1 | 71 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 874.15 | 0.00 | 6300 | 0.00 | 127.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 978.80 | 0.00 | 6400 | -2.85 | 4.45 | 37.52 | 36 | -2 | 212 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1117.00 | 0.00 | 6500 | -2.95 | 5.90 | 36.51 | 89 | -24 | 490 | -0.02 |
| - | 0 | 0 | 0 | - | 844.10 | 0.00 | 6600 | -7.05 | 8.00 | 35.65 | 90 | 7 | 197 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 962.55 | 0.00 | 6700 | -7.25 | 10.00 | 34.29 | 60 | -5 | 113 | -0.04 |
| 0.00 | 0 | -1 | 0 | 0.00 | 856.75 | 0.00 | 6800 | -8.45 | 13.95 | 33.65 | 456 | -35 | 439 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 740.00 | 0.00 | 6900 | -10.90 | 19.05 | 32.93 | 173 | -37 | 246 | -0.07 |
| - | 191 | -2 | 15 | - | 774.10 | 116.50 | 7000 | -15.45 | 25.50 | 32.10 | 1,026 | -28 | 732 | -0.09 |
| - | 35 | 0 | 2 | - | 630.75 | 99.80 | 7100 | -22.20 | 32.95 | 31.01 | 282 | 0 | 295 | -0.11 |
| 0.94 | 97 | -12 | 29 | 20.56 | 595.90 | 108.35 | 7200 | -29.05 | 43.50 | 30.14 | 1,700 | 192 | 793 | -0.14 |
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|
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| 0.89 | 150 | -9 | 59 | 21.64 | 509.00 | 100.70 | 7300 | -39.15 | 56.95 | 29.24 | 978 | 17 | 388 | -0.18 |
| 0.81 | 271 | -57 | 184 | 24.35 | 438.30 | 93.30 | 7400 | -52.70 | 76.40 | 28.74 | 994 | 76 | 608 | -0.23 |
| 0.74 | 717 | -275 | 1,548 | 24.02 | 361.00 | 75.00 | 7500 | -62.25 | 100.05 | 28.09 | 1,866 | 168 | 976 | -0.28 |
| 0.67 | 1,256 | -168 | 7,802 | 24.47 | 296.00 | 65.00 | 7600 | -73.40 | 135.00 | 28.22 | 1,934 | 259 | 694 | -0.35 |
| 0.58 | 608 | 76 | 5,737 | 24.99 | 240.00 | 55.45 | 7700 | -89.60 | 177.10 | 28.35 | 1,185 | 189 | 267 | -0.42 |
| 0.50 | 569 | 97 | 2,386 | 25.20 | 190.00 | 42.80 | 7800 | -96.10 | 229.95 | 28.94 | 240 | 65 | 103 | -0.49 |
| 0.42 | 198 | -4 | 1,116 | 25.49 | 148.65 | 34.40 | 7900 | -62.90 | 307.80 | 31.87 | 9 | 3 | 5 | -0.55 |
| 0.35 | 1,589 | 46 | 5,469 | 25.81 | 114.90 | 27.65 | 8000 | -94.60 | 365.00 | 31.33 | 37 | 20 | 145 | -0.62 |
| 0.28 | 239 | -74 | 1,082 | 25.87 | 86.00 | 18.50 | 8100 | 0.00 | 1141.20 | - | 0 | 0 | 0 | - |
| 0.22 | 616 | -152 | 1,648 | 25.76 | 62.20 | 8.90 | 8200 | -119.00 | 511.00 | 32.28 | 11 | 5 | 11 | -0.72 |
| 0.18 | 231 | 55 | 442 | 26.21 | 46.70 | 5.75 | 8300 | -704.80 | 606.45 | 35.36 | 4 | 1 | 1 | -0.75 |
| 0.13 | 355 | -32 | 389 | 26.46 | 34.00 | 1.80 | 8400 | 0.00 | 1324.85 | - | 0 | 0 | 0 | - |
| 0.10 | 248 | -41 | 474 | 26.95 | 25.35 | -2.25 | 8500 | 0.00 | 1020.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 347 | -105 | 891 | 27.55 | 19.20 | -2.30 | 8600 | 0.00 | 970.65 | 0.00 | 0 | 2 | 0 | 0.00 |
| 7,717 | 6,786 | |||||||||||||
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.
