SIEMENS
Siemens Ltd
6695.05
49.40 (0.74%)
Option Chain for SIEMENS
21 Nov 2024 01:53 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 150 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 1272.10 | 0.00 | 5800 | 0.00 | 5.10 | 55.04 | 8.5 | 6 | 51 | -0.03 |
| - | 0 | 0 | 0 | - | 1296.25 | 0.00 | 5900 | 0.00 | 19.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 1.00 | 27 | 0 | 0.5 | 30.87 | 614.50 | -45.50 | 6000 | -0.15 | 9.20 | 49.34 | 150 | 0 | 652 | -0.05 |
| - | 0 | 0 | 0.5 | - | 485.35 | -640.20 | 6100 | -1.90 | 11.75 | 45.81 | 24 | 1 | 92 | -0.06 |
| - | 3 | 2 | 2.5 | - | 461.90 | -233.20 | 6200 | -2.80 | 17.35 | 43.69 | 125.5 | 45 | 291 | -0.09 |
| - | 5 | 0 | 2 | - | 373.25 | -81.60 | 6300 | -6.05 | 24.25 | 40.86 | 129.5 | 28 | 151 | -0.13 |
| 0.00 | 0 | 0 | 0 | 0.00 | 396.20 | 0.00 | 6400 | -8.45 | 36.55 | 38.97 | 116.5 | -8 | 124 | -0.18 |
| 0.80 | 29 | 1 | 7.5 | 28.81 | 245.65 | 6.95 | 6500 | -15.40 | 58.60 | 38.41 | 459.5 | 56 | 673 | -0.26 |
| 0.67 | 154 | 7 | 353 | 29.71 | 176.35 | 15.80 | 6600 | -21.60 | 85.75 | 36.73 | 479 | 104 | 488 | -0.36 |
| 0.53 | 533 | 27 | 529.5 | 29.35 | 116.70 | 6.00 | 6700 | -35.55 | 126.30 | 35.96 | 562.5 | -354 | 471 | -0.47 |
| 0.38 | 642 | -19 | 263 | 28.30 | 68.85 | -1.00 | 6800 | -21.05 | 198.95 | 40.81 | 15 | 0 | 424 | -0.58 |
| 0.27 | 584 | -7 | 239 | 30.22 | 44.65 | 1.55 | 6900 | -29.40 | 259.40 | 39.57 | 0.5 | 0 | 270 | -0.68 |
| 0.17 | 1,208 | -103 | 564 | 30.35 | 24.80 | -4.15 | 7000 | -36.80 | 334.90 | 40.06 | 6.5 | -6 | 527 | -0.76 |
| 0.11 | 786 | -19 | 128.5 | 32.03 | 15.50 | -3.25 | 7100 | 24.85 | 449.85 | 52.86 | 4 | 1 | 128 | -0.76 |
| 0.08 | 837 | -59 | 327.5 | 35.01 | 11.55 | -0.55 | 7200 | 0.00 | 435.00 | 0.00 | 0 | -3 | 0 | 0.00 |
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| 0.05 | 477 | -52 | 91.5 | 36.54 | 7.45 | -1.35 | 7300 | 0.00 | 620.50 | 54.66 | 0.5 | 0 | 72 | -0.86 |
| 0.04 | 431 | -14 | 17.5 | 39.02 | 5.60 | -0.15 | 7400 | 126.90 | 733.30 | 66.64 | 3.5 | 0 | 30 | -0.84 |
| 0.03 | 1,164 | -59 | 141.5 | 41.66 | 4.45 | -0.10 | 7500 | 123.65 | 850.00 | 79.99 | 0.5 | 0 | 84 | -0.83 |
| 0.00 | 0 | -7 | 0 | 0.00 | 3.45 | 0.00 | 7600 | 0.00 | 882.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 155 | 0 | 0.5 | 46.35 | 2.60 | 0.20 | 7700 | 232.90 | 1010.05 | 71.05 | 1.5 | 0 | 18 | -0.91 |
| 0.00 | 0 | -12 | 0 | 0.00 | 2.15 | 0.00 | 7800 | 0.00 | 1035.00 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.00 | 0 | -3 | 0 | 0.00 | 2.55 | 0.00 | 7900 | 0.00 | 899.30 | - | 0 | 0 | 0 | - |
| - | 851 | -51 | 34 | - | 2.45 | 0.10 | 8000 | 0.00 | 1331.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 4.05 | 0.00 | 8100 | 0.00 | 1055.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -2 | 0 | 0.00 | 1.20 | 0.00 | 8200 | 0.00 | 1337.95 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 145.00 | 0.00 | 8300 | 0.00 | 1219.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 9.00 | 0.00 | 8400 | 0.00 | 1503.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 399 | -1 | 7 | - | 1.30 | 0.30 | 8500 | 0.00 | 1391.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 8,285 | 4,546 | |||||||||||||
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.
