SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 634.05 | -25.95 | - | 4 | 0 | 13.5 | |||
| 20 Nov | 6645.65 | 660 | 0.00 | 43.03 | 0.5 | -0.5 | 14 | |||
| 19 Nov | 6645.65 | 660 | 6.10 | 43.03 | 0.5 | 0 | 14 | |||
| 18 Nov | 6640.20 | 653.9 | -101.10 | - | 12 | 5.5 | 13.5 | |||
| 14 Nov | 6736.85 | 755 | 39.00 | - | 0.5 | 0 | 8.5 | |||
| 13 Nov | 6704.55 | 716 | -164.00 | - | 1 | 0 | 9 | |||
| 12 Nov | 6799.45 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6949.10 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6976.30 | 880 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6930.05 | 880 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6907.60 | 880 | 0.00 | - | 0 | 9 | 0 | |||
| 28 Oct | 6751.35 | 880 | -236.65 | - | 9 | 7 | 7 | |||
| 25 Oct | 6776.45 | 1116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 1116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 1116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7295.20 | 1116.65 | 1116.65 | - | 0 | 0 | 0 | |||
| 23 Sept | 6938.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 6832.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 6725.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 6740.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 6763.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 6712.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 6710.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 6654.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 6592.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 6582.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Sept | 6558.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 6614.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 6686.20 | 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 6000 expiring on 28NOV2024
Delta for 6000 CE is -
Historical price for 6000 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 634.05, which was -25.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 660, which was 0.00 lower than the previous day. The implied volatity was 43.03, the open interest changed by -1 which decreased total open position to 28
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 660, which was 6.10 higher than the previous day. The implied volatity was 43.03, the open interest changed by 0 which decreased total open position to 28
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 653.9, which was -101.10 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 27
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 755, which was 39.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 716, which was -164.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 880, 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 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 880, 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 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 880, 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 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 880, 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 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 880, 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 880, 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 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 880, 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 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 880, 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 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 880, 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 30 Oct SIEMENS was trading at 6930.05. The strike last trading price was 880, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 880, 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 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 880, which was -236.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SIEMENS was trading at 6776.45. The strike last trading price was 1116.65, 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 24 Oct SIEMENS was trading at 6848.00. The strike last trading price was 1116.65, 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 23 Oct SIEMENS was trading at 6872.05. The strike last trading price was 1116.65, 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 27 Sept SIEMENS was trading at 7295.20. The strike last trading price was 1116.65, which was 1116.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept SIEMENS was trading at 6938.40. 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 20 Sept SIEMENS was trading at 6832.75. 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 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 18 Sept SIEMENS was trading at 6740.30. 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 17 Sept SIEMENS was trading at 6763.90. 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 16 Sept SIEMENS was trading at 6712.80. 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 13 Sept SIEMENS was trading at 6710.25. 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 12 Sept SIEMENS was trading at 6654.40. 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 11 Sept SIEMENS was trading at 6592.70. 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 10 Sept SIEMENS was trading at 6582.90. 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 6 Sept SIEMENS was trading at 6614.35. 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 5 Sept SIEMENS was trading at 6686.20. 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 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.80
Theta: -2.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 7.05 | -2.30 | 45.60 | 180 | 1.5 | 327.5 |
| 20 Nov | 6645.65 | 9.35 | 0.00 | 40.87 | 260 | -1.5 | 325.5 |
| 19 Nov | 6645.65 | 9.35 | -1.65 | 40.87 | 260 | -2 | 325.5 |
| 18 Nov | 6640.20 | 11 | 1.60 | 41.24 | 444 | 25.5 | 326 |
| 14 Nov | 6736.85 | 9.4 | -5.35 | 37.86 | 212.5 | 29.5 | 300.5 |
| 13 Nov | 6704.55 | 14.75 | 1.85 | 37.76 | 667 | 11 | 271 |
| 12 Nov | 6799.45 | 12.9 | 5.40 | 38.93 | 237 | 41 | 260.5 |
| 11 Nov | 7046.05 | 7.5 | -3.55 | 41.97 | 12 | -3.5 | 222 |
| 8 Nov | 7174.35 | 11.05 | 2.95 | 43.93 | 74.5 | 38 | 220.5 |
| 7 Nov | 7073.45 | 8.1 | -0.50 | 38.57 | 63 | 2.5 | 183 |
| 6 Nov | 7050.60 | 8.6 | -13.70 | 38.63 | 168.5 | 0.5 | 182 |
| 5 Nov | 6957.65 | 22.3 | -1.65 | 41.94 | 300 | 24 | 185 |
| 4 Nov | 6954.00 | 23.95 | -8.05 | 42.54 | 297.5 | 44.5 | 160 |
| 1 Nov | 6949.10 | 32 | 7.00 | 41.97 | 7 | 1.5 | 114.5 |
| 31 Oct | 6976.30 | 25 | -5.00 | - | 75 | 4 | 112 |
| 30 Oct | 6930.05 | 30 | -2.90 | - | 79 | 32 | 107 |
| 29 Oct | 6907.60 | 32.9 | -15.05 | - | 92 | 17 | 75 |
| 28 Oct | 6751.35 | 47.95 | -11.45 | - | 41 | 10 | 58 |
| 25 Oct | 6776.45 | 59.4 | 8.35 | - | 36 | 17 | 48 |
| 24 Oct | 6848.00 | 51.05 | 8.10 | - | 43 | 17 | 31 |
| 23 Oct | 6872.05 | 42.95 | 18.30 | - | 17 | 11 | 13 |
| 27 Sept | 7295.20 | 24.65 | -5.85 | - | 16 | -10 | 8 |
| 23 Sept | 6938.40 | 30.5 | -24.50 | - | 16 | 0 | 2 |
| 20 Sept | 6832.75 | 55 | -30.00 | - | 4 | 0 | 2 |
| 19 Sept | 6725.65 | 85 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 6740.30 | 85 | 0.00 | - | 0 | 0 | 2 |
| 17 Sept | 6763.90 | 85 | 0.00 | - | 0 | 0 | 2 |
| 16 Sept | 6712.80 | 85 | 0.00 | - | 0 | 0 | 2 |
| 13 Sept | 6710.25 | 85 | 0.00 | - | 0 | 0 | 2 |
| 12 Sept | 6654.40 | 85 | 0.00 | - | 0 | 0 | 2 |
| 11 Sept | 6592.70 | 85 | 0.00 | - | 0 | 0 | 2 |
| 10 Sept | 6582.90 | 85 | 0.00 | - | 0 | 0 | 2 |
| 9 Sept | 6558.25 | 85 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 6614.35 | 85 | 0.00 | - | 0 | 0 | 2 |
| 5 Sept | 6686.20 | 85 | 0.00 | - | 0 | 0 | 2 |
| 4 Sept | 6758.80 | 85 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 6768.80 | 85 | 0.00 | - | 0 | 2 | 0 |
| 2 Sept | 6779.60 | 85 | - | 2 | 0 | 0 | |
For Siemens Ltd - strike price 6000 expiring on 28NOV2024
Delta for 6000 PE is -0.04
Historical price for 6000 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 7.05, which was -2.30 lower than the previous day. The implied volatity was 45.60, the open interest changed by 3 which increased total open position to 655
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 9.35, which was 0.00 lower than the previous day. The implied volatity was 40.87, the open interest changed by -3 which decreased total open position to 651
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 9.35, which was -1.65 lower than the previous day. The implied volatity was 40.87, the open interest changed by -4 which decreased total open position to 651
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 11, which was 1.60 higher than the previous day. The implied volatity was 41.24, the open interest changed by 51 which increased total open position to 652
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 9.4, which was -5.35 lower than the previous day. The implied volatity was 37.86, the open interest changed by 59 which increased total open position to 601
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 14.75, which was 1.85 higher than the previous day. The implied volatity was 37.76, the open interest changed by 22 which increased total open position to 542
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 12.9, which was 5.40 higher than the previous day. The implied volatity was 38.93, the open interest changed by 82 which increased total open position to 521
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 7.5, which was -3.55 lower than the previous day. The implied volatity was 41.97, the open interest changed by -7 which decreased total open position to 444
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 11.05, which was 2.95 higher than the previous day. The implied volatity was 43.93, the open interest changed by 76 which increased total open position to 441
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 8.1, which was -0.50 lower than the previous day. The implied volatity was 38.57, the open interest changed by 5 which increased total open position to 366
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 8.6, which was -13.70 lower than the previous day. The implied volatity was 38.63, the open interest changed by 1 which increased total open position to 364
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 22.3, which was -1.65 lower than the previous day. The implied volatity was 41.94, the open interest changed by 48 which increased total open position to 370
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 23.95, which was -8.05 lower than the previous day. The implied volatity was 42.54, the open interest changed by 89 which increased total open position to 320
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 32, which was 7.00 higher than the previous day. The implied volatity was 41.97, the open interest changed by 3 which increased total open position to 229
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 25, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SIEMENS was trading at 6930.05. The strike last trading price was 30, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 32.9, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 47.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SIEMENS was trading at 6776.45. The strike last trading price was 59.4, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SIEMENS was trading at 6848.00. The strike last trading price was 51.05, which was 8.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SIEMENS was trading at 6872.05. The strike last trading price was 42.95, which was 18.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SIEMENS was trading at 7295.20. The strike last trading price was 24.65, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept SIEMENS was trading at 6938.40. The strike last trading price was 30.5, which was -24.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept SIEMENS was trading at 6832.75. The strike last trading price was 55, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept SIEMENS was trading at 6725.65. The strike last trading price was 85, 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 18 Sept SIEMENS was trading at 6740.30. The strike last trading price was 85, 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 17 Sept SIEMENS was trading at 6763.90. The strike last trading price was 85, 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 16 Sept SIEMENS was trading at 6712.80. The strike last trading price was 85, 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 13 Sept SIEMENS was trading at 6710.25. The strike last trading price was 85, 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 12 Sept SIEMENS was trading at 6654.40. The strike last trading price was 85, 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 11 Sept SIEMENS was trading at 6592.70. The strike last trading price was 85, 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 10 Sept SIEMENS was trading at 6582.90. The strike last trading price was 85, 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 85, 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 6 Sept SIEMENS was trading at 6614.35. The strike last trading price was 85, 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 5 Sept SIEMENS was trading at 6686.20. The strike last trading price was 85, 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 85, 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 85, 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 85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
