SIEMENS
Siemens Ltd
Historical option data for SIEMENS
11 Apr 2025 04:12 PM IST
| SIEMENS 24APR2025 3400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 2727.80 | 4.85 | -2.85 | - | 1,067 | 171 | 644 | |||
| 9 Apr | 2715.85 | 7.7 | -10.1 | - | 1,247 | 232 | 486 | |||
| 8 Apr | 2763.45 | 20 | -2383.4 | 72.13 | 854 | 254 | 254 | |||
| 4 Apr | 4928.15 | 2403.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 5248.55 | 2403.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 5282.85 | 2403.4 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 5229.95 | 2403.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 5275.35 | 2403.4 | 0 | - | 0 | 0 | 0 | |||
For Siemens Ltd - strike price 3400 expiring on 24APR2025
Delta for 3400 CE is -
Historical price for 3400 CE is as follows
On 11 Apr SIEMENS was trading at 2727.80. The strike last trading price was 4.85, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 171 which increased total open position to 644
On 9 Apr SIEMENS was trading at 2715.85. The strike last trading price was 7.7, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 232 which increased total open position to 486
On 8 Apr SIEMENS was trading at 2763.45. The strike last trading price was 20, which was -2383.4 lower than the previous day. The implied volatity was 72.13, the open interest changed by 254 which increased total open position to 254
On 4 Apr SIEMENS was trading at 4928.15. The strike last trading price was 2403.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr SIEMENS was trading at 5248.55. The strike last trading price was 2403.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SIEMENS was trading at 5282.85. The strike last trading price was 2403.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SIEMENS was trading at 5229.95. The strike last trading price was 2403.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SIEMENS was trading at 5275.35. The strike last trading price was 2403.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 24APR2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2727.80 | 0.05 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 2715.85 | 0.05 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 2763.45 | 0.05 | 0 | - | 0 | 1,620 | 0 |
| 4 Apr | 4928.15 | 0.05 | -0.1 | - | 1,707 | 1,620 | 1,706 |
| 3 Apr | 5248.55 | 0.05 | -1.3 | - | 140 | 68 | 98 |
| 2 Apr | 5282.85 | 1.35 | -0.65 | - | 15 | 1 | 31 |
| 1 Apr | 5229.95 | 2 | -0.1 | - | 19 | 29 | 30 |
| 28 Mar | 5275.35 | 2.1 | 1.5 | - | 31 | 1 | 1 |
For Siemens Ltd - strike price 3400 expiring on 24APR2025
Delta for 3400 PE is -
Historical price for 3400 PE is as follows
On 11 Apr SIEMENS was trading at 2727.80. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SIEMENS was trading at 2715.85. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SIEMENS was trading at 2763.45. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1620 which increased total open position to 0
On 4 Apr SIEMENS was trading at 4928.15. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 1620 which increased total open position to 1706
On 3 Apr SIEMENS was trading at 5248.55. The strike last trading price was 0.05, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 98
On 2 Apr SIEMENS was trading at 5282.85. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 31
On 1 Apr SIEMENS was trading at 5229.95. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 30
On 28 Mar SIEMENS was trading at 5275.35. The strike last trading price was 2.1, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
