SIEMENS
Siemens Ltd
Historical option data for SIEMENS
11 Apr 2025 04:12 PM IST
| SIEMENS 24APR2025 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 2727.80 | 3.25 | -1.95 | - | 814 | 111 | 882 | |||
| 9 Apr | 2715.85 | 5.15 | -5.65 | - | 884 | 252 | 778 | |||
| 8 Apr | 2763.45 | 11.8 | -1310.3 | - | 1,412 | 528 | 528 | |||
| 4 Apr | 4928.15 | 1322.1 | -577.9 | - | 65 | 64 | 65 | |||
| 3 Apr | 5248.55 | 1900 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 5282.85 | 1900 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 5229.95 | 1900 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 5275.35 | 1900 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 5418.25 | 1900 | -435.95 | - | 2 | 1 | 1 | |||
For Siemens Ltd - strike price 3600 expiring on 24APR2025
Delta for 3600 CE is -
Historical price for 3600 CE is as follows
On 11 Apr SIEMENS was trading at 2727.80. The strike last trading price was 3.25, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 111 which increased total open position to 882
On 9 Apr SIEMENS was trading at 2715.85. The strike last trading price was 5.15, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 252 which increased total open position to 778
On 8 Apr SIEMENS was trading at 2763.45. The strike last trading price was 11.8, which was -1310.3 lower than the previous day. The implied volatity was -, the open interest changed by 528 which increased total open position to 528
On 4 Apr SIEMENS was trading at 4928.15. The strike last trading price was 1322.1, which was -577.9 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 65
On 3 Apr SIEMENS was trading at 5248.55. The strike last trading price was 1900, 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 1900, 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 1900, 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 1900, 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 26 Mar SIEMENS was trading at 5418.25. The strike last trading price was 1900, which was -435.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| SIEMENS 24APR2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2727.80 | 0.1 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 2715.85 | 0.1 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 2763.45 | 0.1 | 0 | - | 0 | 1 | 0 |
| 4 Apr | 4928.15 | 0.1 | -0.1 | 43.09 | 49 | 1 | 72 |
| 3 Apr | 5248.55 | 0.15 | -1.1 | - | 55 | 3 | 71 |
| 2 Apr | 5282.85 | 1.25 | -0.75 | - | 19 | -1 | 68 |
| 1 Apr | 5229.95 | 2 | -0.1 | - | 17 | -1 | 69 |
| 28 Mar | 5275.35 | 2.1 | 0.8 | - | 71 | 70 | 70 |
| 26 Mar | 5418.25 | 1.3 | 0 | 30.00 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3600 expiring on 24APR2025
Delta for 3600 PE is -
Historical price for 3600 PE is as follows
On 11 Apr SIEMENS was trading at 2727.80. The strike last trading price was 0.1, 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 0.1, 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 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Apr SIEMENS was trading at 4928.15. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 43.09, the open interest changed by 1 which increased total open position to 72
On 3 Apr SIEMENS was trading at 5248.55. The strike last trading price was 0.15, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 71
On 2 Apr SIEMENS was trading at 5282.85. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 68
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 -1 which decreased total open position to 69
On 28 Mar SIEMENS was trading at 5275.35. The strike last trading price was 2.1, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 70
On 26 Mar SIEMENS was trading at 5418.25. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0
