SIEMENS
Siemens Ltd
Historical option data for SIEMENS
17 Apr 2025 02:12 PM IST
| SIEMENS 24APR2025 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.93
Theta: -2.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 2820.00 | 12.55 | -5.45 | 41.15 | 10,823 | -330 | 6,064 | |||
| 16 Apr | 2811.50 | 17.75 | -12.25 | 43.71 | 14,320 | 1,009 | 6,403 | |||
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| 15 Apr | 2839.50 | 30.05 | 4.75 | 45.88 | 21,514 | 733 | 5,502 | |||
| 11 Apr | 2727.80 | 25.85 | -10.85 | 51.80 | 8,439 | 1,154 | 4,769 | |||
| 9 Apr | 2715.85 | 36.05 | -41.55 | 56.59 | 9,174 | 416 | 3,609 | |||
| 8 Apr | 2763.45 | 79.85 | -97.15 | 68.95 | 14,345 | 1,275 | 3,183 | |||
| 7 Apr | 2450.00 | 180.05 | -2093.75 | 99.85 | 14,177 | 1,889 | 1,889 | |||
For Siemens Ltd - strike price 3000 expiring on 24APR2025
Delta for 3000 CE is 0.15
Historical price for 3000 CE is as follows
On 17 Apr SIEMENS was trading at 2820.00. The strike last trading price was 12.55, which was -5.45 lower than the previous day. The implied volatity was 41.15, the open interest changed by -330 which decreased total open position to 6064
On 16 Apr SIEMENS was trading at 2811.50. The strike last trading price was 17.75, which was -12.25 lower than the previous day. The implied volatity was 43.71, the open interest changed by 1009 which increased total open position to 6403
On 15 Apr SIEMENS was trading at 2839.50. The strike last trading price was 30.05, which was 4.75 higher than the previous day. The implied volatity was 45.88, the open interest changed by 733 which increased total open position to 5502
On 11 Apr SIEMENS was trading at 2727.80. The strike last trading price was 25.85, which was -10.85 lower than the previous day. The implied volatity was 51.80, the open interest changed by 1154 which increased total open position to 4769
On 9 Apr SIEMENS was trading at 2715.85. The strike last trading price was 36.05, which was -41.55 lower than the previous day. The implied volatity was 56.59, the open interest changed by 416 which increased total open position to 3609
On 8 Apr SIEMENS was trading at 2763.45. The strike last trading price was 79.85, which was -97.15 lower than the previous day. The implied volatity was 68.95, the open interest changed by 1275 which increased total open position to 3183
On 7 Apr SIEMENS was trading at 2450.00. The strike last trading price was 180.05, which was -2093.75 lower than the previous day. The implied volatity was 99.85, the open interest changed by 1889 which increased total open position to 1889
| SIEMENS 24APR2025 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.97
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 2820.00 | 189 | -8.95 | 42.98 | 234 | 16 | 651 |
| 16 Apr | 2811.50 | 194.65 | 8.2 | 45.02 | 362 | -8 | 634 |
| 15 Apr | 2839.50 | 185.85 | -103.35 | 51.79 | 93 | -15 | 643 |
| 11 Apr | 2727.80 | 289.35 | -24.4 | 51.92 | 96 | -27 | 658 |
| 9 Apr | 2715.85 | 319.2 | 15.25 | 60.52 | 286 | -22 | 687 |
| 8 Apr | 2763.45 | 293.95 | -54.5 | 68.55 | 1,225 | 40 | 708 |
| 7 Apr | 2450.00 | 340 | 339.65 | 102.29 | 4,727 | 670 | 670 |
For Siemens Ltd - strike price 3000 expiring on 24APR2025
Delta for 3000 PE is -0.84
Historical price for 3000 PE is as follows
On 17 Apr SIEMENS was trading at 2820.00. The strike last trading price was 189, which was -8.95 lower than the previous day. The implied volatity was 42.98, the open interest changed by 16 which increased total open position to 651
On 16 Apr SIEMENS was trading at 2811.50. The strike last trading price was 194.65, which was 8.2 higher than the previous day. The implied volatity was 45.02, the open interest changed by -8 which decreased total open position to 634
On 15 Apr SIEMENS was trading at 2839.50. The strike last trading price was 185.85, which was -103.35 lower than the previous day. The implied volatity was 51.79, the open interest changed by -15 which decreased total open position to 643
On 11 Apr SIEMENS was trading at 2727.80. The strike last trading price was 289.35, which was -24.4 lower than the previous day. The implied volatity was 51.92, the open interest changed by -27 which decreased total open position to 658
On 9 Apr SIEMENS was trading at 2715.85. The strike last trading price was 319.2, which was 15.25 higher than the previous day. The implied volatity was 60.52, the open interest changed by -22 which decreased total open position to 687
On 8 Apr SIEMENS was trading at 2763.45. The strike last trading price was 293.95, which was -54.5 lower than the previous day. The implied volatity was 68.55, the open interest changed by 40 which increased total open position to 708
On 7 Apr SIEMENS was trading at 2450.00. The strike last trading price was 340, which was 339.65 higher than the previous day. The implied volatity was 102.29, the open interest changed by 670 which increased total open position to 670
