`
Related Pages for SIEMENS
[--[65.84.65.76]--]
SIEMENS
Siemens Ltd
6641.65 -4.00 (-0.06%)

Back to Option Chain

Historical option data for SIEMENS

21 Nov 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SIEMENS 28NOV2024 5800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6641.65 1272.1 0.00 - 0 0 0
14 Nov 6736.85 1272.1 0.00 - 0 0 0
12 Nov 6799.45 1272.1 0.00 0.00 0 0 0
5 Nov 6957.65 1272.1 0.00 - 0 0 0
4 Nov 6954.00 1272.1 1272.10 - 0 0 0
19 Sept 6725.65 0 0.00 - 0 0 0
9 Sept 6558.25 0 0.00 - 0 0 0
4 Sept 6758.80 0 0.00 - 0 0 0
3 Sept 6768.80 0 0.00 - 0 0 0
2 Sept 6779.60 0 - 0 0 0

For Siemens Ltd - strike price 5800 expiring on 28NOV2024

Delta for 5800 CE is -

Historical price for 5800 CE is as follows

On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 1272.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 1272.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 1272.1, which was 0.00 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 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 1272.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 1272.1, which was 1272.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Sept SIEMENS was trading at 6725.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept SIEMENS was trading at 6558.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept SIEMENS was trading at 6758.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept SIEMENS was trading at 6768.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept SIEMENS was trading at 6779.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SIEMENS 28NOV2024 5800 PE
Delta: -0.02
Vega: 0.48
Theta: -1.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6641.65 3.9 -2.40 51.65 16 5.5 28
14 Nov 6736.85 6.3 1.30 42.97 2 0 22.5
12 Nov 6799.45 5 -3.10 39.63 1 0.5 23
5 Nov 6957.65 8.1 -7.40 39.95 24 14 22.5
4 Nov 6954.00 15.5 15.50 45.22 25 8.5 8.5
19 Sept 6725.65 0 0.00 - 0 0 0
9 Sept 6558.25 0 0.00 - 0 0 0
4 Sept 6758.80 0 0.00 - 0 0 0
3 Sept 6768.80 0 0.00 - 0 0 0
2 Sept 6779.60 0 - 0 0 0

For Siemens Ltd - strike price 5800 expiring on 28NOV2024

Delta for 5800 PE is -0.02

Historical price for 5800 PE is as follows

On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 3.9, which was -2.40 lower than the previous day. The implied volatity was 51.65, the open interest changed by 11 which increased total open position to 56


On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 6.3, which was 1.30 higher than the previous day. The implied volatity was 42.97, the open interest changed by 0 which decreased total open position to 45


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 5, which was -3.10 lower than the previous day. The implied volatity was 39.63, the open interest changed by 1 which increased total open position to 46


On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 8.1, which was -7.40 lower than the previous day. The implied volatity was 39.95, the open interest changed by 28 which increased total open position to 45


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 15.5, which was 15.50 higher than the previous day. The implied volatity was 45.22, the open interest changed by 17 which increased total open position to 17


On 19 Sept SIEMENS was trading at 6725.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept SIEMENS was trading at 6558.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept SIEMENS was trading at 6758.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept SIEMENS was trading at 6768.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept SIEMENS was trading at 6779.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to