[--[65.84.65.76]--]
SIEMENS
SIEMENS LTD

4679.25 102.45 (2.24%)

Option Chain for SIEMENS

29 Feb 2024 04:27 PM IST

Note:- Click on the strike price to open the historical data.

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 617.70 4000 9.00 - 300 900 6,300
0 0 0 - 227.20 4050 244.50 - 0 0 0
0 0 0 - 205.50 4100 17.50 - 3,150 -150 4,200
0 0 0 - 185.35 4150 300.85 - 0 0 0
2,100 1,500 1,350 - 490.00 4200 21.75 - 10,950 1,350 5,850
0 0 0 - 149.60 4250 363.30 - 0 0 0
0 -750 0 - 365.00 4300 33.00 - 23,700 -1,800 21,450
0 0 0 - 119.45 4350 431.35 - 0 0 0
1,950 1,950 1,500 - 284.70 4400 50.80 - 30,750 -3,450 7,500
0 0 0 - 94.65 4450 504.75 - 0 0 0
9,000 0 5,700 - 281.85 4500 75.05 - 30,600 10,200 18,900
0 0 0 - 74.00 4550 582.35 - 0 0 0
13,350 -750 63,900 - 224.75 4600 111.10 - 20,850 11,250 13,800
0 0 0 - 57.40 4650 663.90 - 0 0 0
31,500 4,500 69,750 - 170.00 4700 161.55 - 7,650 3,150 5,100
0 0 0 - 44.10 4750 748.85 - 0 0 0
20,850 -1,950 81,750 - 130.00 4800 275.00 - 0 0 0
0 0 0 - 33.60 4850 836.50 - 0 0 0
10,500 6,600 12,600 - 95.95 4900 290.00 - 1,800 1,050 1,050
0 0 0 - 25.35 4950 926.50 - 0 0 0
27,300 8,850 43,200 - 62.40 5000 420.00 - 0 0 0
0 0 0 - 19.00 5050 1018.30 - 0 0 0
0 1,200 0 - 37.95 5100 1064.80 - 0 0 0
0 0 0 - 0.00 5150 0.00 - 0 0 0
9,750 7,350 12,600 - 31.00 5200 1158.75 - 0 0 0
1,26,300 84,150
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.