SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 6300 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 | |||
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| 14 Nov | 6736.85 | 454.85 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 13 Nov | 6704.55 | 454.85 | -510.40 | 32.09 | 3.5 | 2.5 | 2.5 | |||
| 12 Nov | 6799.45 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6949.10 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 6976.30 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6930.05 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6907.60 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6751.35 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 965.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 965.25 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6300 expiring on 28NOV2024
Delta for 6300 CE is 0.00
Historical price for 6300 CE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 454.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 454.85, which was -510.40 lower than the previous day. The implied volatity was 32.09, the open interest changed by 5 which increased total open position to 5
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 965.25, 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 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 965.25, 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 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 965.25, 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 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 965.25, 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 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 965.25, 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 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 965.25, 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 965.25, 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 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 965.25, 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 965.25, 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 965.25, 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 965.25, 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 965.25, 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 965.25, 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 965.25, 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 965.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 2.67
Theta: -2.96
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6736.85 | 27.25 | -13.00 | 33.51 | 142.5 | 13.5 | 77.5 |
| 13 Nov | 6704.55 | 40.25 | -0.75 | 33.55 | 202 | 2.5 | 68 |
| 12 Nov | 6799.45 | 41 | 26.20 | 37.23 | 119.5 | 14.5 | 65 |
| 11 Nov | 7046.05 | 14.8 | -3.10 | 36.23 | 69.5 | 8.5 | 53.5 |
| 8 Nov | 7174.35 | 17.9 | -1.45 | 37.56 | 59.5 | 36 | 46 |
| 7 Nov | 7073.45 | 19.35 | -1.65 | 35.03 | 7 | 4.5 | 11 |
| 6 Nov | 7050.60 | 21 | -25.00 | 35.55 | 16.5 | 3.5 | 6.5 |
| 5 Nov | 6957.65 | 46 | -63.15 | 38.47 | 4 | 2.5 | 2.5 |
| 4 Nov | 6954.00 | 109.15 | 0.00 | 10.02 | 0 | 0 | 0 |
| 1 Nov | 6949.10 | 109.15 | 0.00 | 9.06 | 0 | 0 | 0 |
| 31 Oct | 6976.30 | 109.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6930.05 | 109.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6907.60 | 109.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 109.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 109.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 109.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 109.15 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6300 expiring on 28NOV2024
Delta for 6300 PE is -0.12
Historical price for 6300 PE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 27.25, which was -13.00 lower than the previous day. The implied volatity was 33.51, the open interest changed by 27 which increased total open position to 155
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 40.25, which was -0.75 lower than the previous day. The implied volatity was 33.55, the open interest changed by 5 which increased total open position to 136
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 41, which was 26.20 higher than the previous day. The implied volatity was 37.23, the open interest changed by 29 which increased total open position to 130
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 14.8, which was -3.10 lower than the previous day. The implied volatity was 36.23, the open interest changed by 17 which increased total open position to 107
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 17.9, which was -1.45 lower than the previous day. The implied volatity was 37.56, the open interest changed by 72 which increased total open position to 92
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 19.35, which was -1.65 lower than the previous day. The implied volatity was 35.03, the open interest changed by 9 which increased total open position to 22
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 21, which was -25.00 lower than the previous day. The implied volatity was 35.55, the open interest changed by 7 which increased total open position to 13
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 46, which was -63.15 lower than the previous day. The implied volatity was 38.47, the open interest changed by 5 which increased total open position to 5
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 109.15, which was 0.00 lower than the previous day. The implied volatity was 10.02, 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 109.15, which was 0.00 lower than the previous day. The implied volatity was 9.06, 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 109.15, 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 109.15, 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 109.15, 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 109.15, 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 109.15, 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 109.15, 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 109.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
