SIEMENS
SIEMENS LTD
6917.3
80.35 (1.18%)
Option Chain for SIEMENS
26 Jul 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 450 | 0 | 940 | 0.00 | 6000 | -6.10 | 19.05 | 56,550 | 13,950 | 37,500 |
| 0 | 0 | 0 | 1094.45 | 0.00 | 6100 | 0.00 | 99.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 1016.95 | 0.00 | 6200 | 0.00 | 115.15 | 0 | 0 | 0 |
| 0 | 0 | 0 | 942.55 | 0.00 | 6300 | -22.55 | 39.85 | 18,300 | 7,650 | 15,750 |
| 0 | 0 | 0 | 870.9 | 0.00 | 6400 | -21.95 | 56.65 | 12,000 | -1,050 | 16,200 |
| 7,950 | 1,050 | 3,900 | 542 | 65.80 | 6500 | -24.45 | 76.55 | 46,950 | 2,250 | 43,200 |
| 0 | 0 | 0 | 737.1 | 0.00 | 6600 | -33.80 | 96 | 8,850 | 3,000 | 6,900 |
| 0 | 0 | 0 | 394.4 | 0.00 | 6700 | -40.85 | 120.15 | 14,400 | 4,650 | 11,100 |
| 15,300 | -300 | 27,450 | 324.1 | 36.15 | 6800 | -47.30 | 160.5 | 40,200 | -1,050 | 36,900 |
| 23,100 | 7,950 | 69,450 | 266.4 | 15.05 | 6900 | -60.85 | 197.3 | 17,400 | 5,550 | 22,950 |
| 60,000 | -11,100 | 1,85,700 | 219 | 16.00 | 7000 | -57.60 | 252.4 | 25,500 | 4,650 | 27,000 |
| 18,900 | 2,700 | 35,250 | 179.3 | 23.75 | 7100 | -56.00 | 319 | 1,950 | 600 | 6,000 |
| 18,300 | 2,250 | 41,100 | 143 | 14.00 | 7200 | 0.00 | 448.25 | 0 | 2,700 | 0 |
| 31,500 | 2,100 | 50,400 | 119 | 17.40 | 7300 | -83.75 | 436.25 | 150 | 300 | 1,500 |
| 13,050 | 1,950 | 22,650 | 91 | 13.85 | 7400 | 0.00 | 518.45 | 0 | 150 | 0 |
| 76,950 | -450 | 1,34,550 | 76 | 11.80 | 7500 | 0.00 | 669 | 0 | 7,350 | 0 |
| 7,650 | 450 | 4,500 | 58.45 | 7.50 | 7600 | 0.00 | 787.9 | 0 | 4,650 | 0 |
| 6,600 | 1,350 | 7,650 | 48.15 | 1.60 | 7700 | 0.00 | 857.95 | 0 | 1,500 | 0 |
| 32,700 | -450 | 40,800 | 40.6 | -0.85 | 7800 | 0.00 | 922.35 | 0 | 1,050 | 0 |
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| 5,100 | 450 | 900 | 30.6 | -2.35 | 7900 | 0.00 | 964.2 | 0 | 0 | 0 |
| 71,850 | 7,800 | 36,000 | 27.25 | 1.45 | 8000 | 0.00 | 1129.9 | 0 | 2,100 | 0 |
| 3,900 | 450 | 7,500 | 20 | -1.50 | 8100 | 0.00 | 1118.7 | 0 | 0 | 0 |
| 21,750 | 10,650 | 21,300 | 15.5 | -4.25 | 8200 | 0.00 | 1199.1 | 0 | 0 | 0 |
| 0 | 150 | 0 | 90 | 0.00 | 8300 | 0.00 | 1281.4 | 0 | 0 | 0 |
| 0 | 0 | 0 | 101.3 | 0.00 | 8400 | 0.00 | 1365.35 | 0 | 0 | 0 |
| 16,500 | 1,950 | 3,750 | 13.8 | -2.20 | 8500 | 0.00 | 1450.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 77.35 | 0.00 | 8600 | 0.00 | 1537.8 | 0 | 0 | 0 |
| 0 | 0 | 0 | 102.65 | 0.00 | 8700 | 0.00 | 1379 | 0 | 0 | 0 |
| 0 | 0 | 0 | 58.6 | 0.00 | 8800 | 0.00 | 1715.45 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 8900 | 0.00 | 0 | 0 | 0 | 0 |
| 600 | 0 | 300 | 6 | -3.75 | 9000 | 0.00 | 1897.25 | 0 | 0 | 0 |
| 4,31,700 | 2,25,000 | |||||||||
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.