SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 6200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6736.85 | 695.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 695.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 695.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 695.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 695.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 695.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 695.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 695.1 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 4 Nov | 6954.00 | 695.1 | -276.90 | - | 0.5 | 0 | 0 | |||
| 1 Nov | 6949.10 | 972 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 6976.30 | 972 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6930.05 | 972 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6907.60 | 972 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6751.35 | 972 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 972 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 972 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 972 | 972.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 7077.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 7177.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 7095.70 | 0 | 0.00 | - | 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 6200 expiring on 28NOV2024
Delta for 6200 CE is 0.00
Historical price for 6200 CE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 695.1, 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 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 695.1, 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 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 695.1, 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 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 695.1, 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 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 695.1, 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 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 695.1, 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 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 695.1, 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 695.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 695.1, which was -276.90 lower than the previous day. The implied volatity was -, 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 972, 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 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 972, 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 972, 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 972, 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 972, 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 25 Oct SIEMENS was trading at 6776.45. The strike last trading price was 972, 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 972, 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 972, which was 972.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept SIEMENS was trading at 7077.25. 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 25 Sept SIEMENS was trading at 7177.00. 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 24 Sept SIEMENS was trading at 7095.70. 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 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 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 1.99
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6736.85 | 17 | -12.40 | 33.90 | 176 | 33.5 | 127.5 |
| 13 Nov | 6704.55 | 29.4 | -1.55 | 35.13 | 169.5 | -6 | 96.5 |
| 12 Nov | 6799.45 | 30.95 | 21.00 | 38.72 | 207.5 | 34 | 102.5 |
| 11 Nov | 7046.05 | 9.95 | -3.95 | 36.91 | 43.5 | 1.5 | 70.5 |
| 8 Nov | 7174.35 | 13.9 | -0.60 | 38.97 | 24.5 | 4 | 69 |
| 7 Nov | 7073.45 | 14.5 | -0.15 | 36.21 | 42 | -1 | 67 |
| 6 Nov | 7050.60 | 14.65 | -21.95 | 36.05 | 66 | 4 | 67.5 |
| 5 Nov | 6957.65 | 36.6 | -3.40 | 39.74 | 58.5 | 6 | 65.5 |
| 4 Nov | 6954.00 | 40 | -3.35 | 40.80 | 99.5 | 47 | 58.5 |
| 1 Nov | 6949.10 | 43.35 | 0.00 | 38.30 | 0.5 | 0 | 11 |
| 31 Oct | 6976.30 | 43.35 | -6.65 | - | 4 | 1 | 10 |
| 30 Oct | 6930.05 | 50 | -2.00 | - | 12 | 6 | 9 |
| 29 Oct | 6907.60 | 52 | 10.65 | - | 5 | 1 | 2 |
| 28 Oct | 6751.35 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 41.35 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 6872.05 | 41.35 | -149.85 | - | 1 | 0 | 0 |
| 26 Sept | 7077.25 | 191.2 | 191.20 | - | 0 | 0 | 0 |
| 25 Sept | 7177.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 7095.70 | 0 | 0.00 | - | 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 6200 expiring on 28NOV2024
Delta for 6200 PE is -0.08
Historical price for 6200 PE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 17, which was -12.40 lower than the previous day. The implied volatity was 33.90, the open interest changed by 67 which increased total open position to 255
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 29.4, which was -1.55 lower than the previous day. The implied volatity was 35.13, the open interest changed by -12 which decreased total open position to 193
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 30.95, which was 21.00 higher than the previous day. The implied volatity was 38.72, the open interest changed by 68 which increased total open position to 205
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 9.95, which was -3.95 lower than the previous day. The implied volatity was 36.91, the open interest changed by 3 which increased total open position to 141
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 13.9, which was -0.60 lower than the previous day. The implied volatity was 38.97, the open interest changed by 8 which increased total open position to 138
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 14.5, which was -0.15 lower than the previous day. The implied volatity was 36.21, the open interest changed by -2 which decreased total open position to 134
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 14.65, which was -21.95 lower than the previous day. The implied volatity was 36.05, the open interest changed by 8 which increased total open position to 135
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 36.6, which was -3.40 lower than the previous day. The implied volatity was 39.74, the open interest changed by 12 which increased total open position to 131
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 40, which was -3.35 lower than the previous day. The implied volatity was 40.80, the open interest changed by 94 which increased total open position to 117
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 43.35, which was 0.00 lower than the previous day. The implied volatity was 38.30, the open interest changed by 0 which decreased total open position to 22
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 43.35, which was -6.65 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 50, which was -2.00 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 52, which was 10.65 higher 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 41.35, 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 25 Oct SIEMENS was trading at 6776.45. The strike last trading price was 41.35, 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 41.35, 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 41.35, which was -149.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept SIEMENS was trading at 7077.25. The strike last trading price was 191.2, which was 191.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept SIEMENS was trading at 7177.00. 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 24 Sept SIEMENS was trading at 7095.70. 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 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
