SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 6400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 5.89
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 422.75 | -2.25 | 22.95 | 2 | 0 | 0 | |||
| 24 Dec | 6654.90 | 425 | -497.60 | 28.00 | 34 | 16 | 16 | |||
| 23 Dec | 6820.75 | 922.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6868.90 | 922.6 | 922.60 | - | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6641.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6645.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6640.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 7046.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 0 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6400 expiring on 30JAN2025
Delta for 6400 CE is 0.80
Historical price for 6400 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 422.75, which was -2.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 0
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 425, which was -497.60 lower than the previous day. The implied volatity was 28.00, the open interest changed by 16 which increased total open position to 16
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 922.6, 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 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 922.6, which was 922.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SIEMENS was trading at 7348.50. 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 0 which decreased total open position to 0
On 22 Nov SIEMENS was trading at 6849.40. 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 0 which decreased total open position to 0
On 21 Nov SIEMENS was trading at 6641.65. 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 0 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 6645.65. 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 0 which decreased total open position to 0
On 19 Nov SIEMENS was trading at 6645.65. 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 0 which decreased total open position to 0
On 18 Nov SIEMENS was trading at 6640.20. 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 0 which decreased total open position to 0
On 14 Nov SIEMENS was trading at 6736.85. 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 0 which decreased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. 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 0 which decreased total open position to 0
On 12 Nov SIEMENS was trading at 6799.45. 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 0 which decreased total open position to 0
On 11 Nov SIEMENS was trading at 7046.05. 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 0 which decreased total open position to 0
On 8 Nov SIEMENS was trading at 7174.35. 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 0 which decreased total open position to 0
On 7 Nov SIEMENS was trading at 7073.45. 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 0 which decreased total open position to 0
On 6 Nov SIEMENS was trading at 7050.60. 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 0 which decreased total open position to 0
On 5 Nov SIEMENS was trading at 6957.65. 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 0 which decreased total open position to 0
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 6.66
Theta: -2.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 98 | -28.15 | 29.50 | 574 | -32 | 456 |
| 24 Dec | 6654.90 | 126.15 | 15.15 | 30.89 | 1,051 | 194 | 488 |
| 23 Dec | 6820.75 | 111 | -3.45 | 33.86 | 911 | 287 | 294 |
| 20 Dec | 6868.90 | 114.45 | -116.70 | 36.07 | 9 | 4 | 4 |
| 25 Nov | 7348.50 | 231.15 | 0.00 | 8.47 | 0 | 0 | 0 |
| 22 Nov | 6849.40 | 231.15 | 0.00 | 4.84 | 0 | 0 | 0 |
| 21 Nov | 6641.65 | 231.15 | 0.00 | 3.43 | 0 | 0 | 0 |
| 20 Nov | 6645.65 | 231.15 | 0.00 | 3.15 | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 231.15 | 0.00 | 3.15 | 0 | 0 | 0 |
| 18 Nov | 6640.20 | 231.15 | 0.00 | 3.16 | 0 | 0 | 0 |
| 14 Nov | 6736.85 | 231.15 | 231.15 | 3.45 | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 0 | 0.00 | 3.57 | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 0 | 0.00 | 4.42 | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 0 | 0.00 | 6.06 | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 0 | 0.00 | 6.84 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 0 | 0.00 | 6.08 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 0 | 0.00 | 5.93 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 0 | 0.00 | 5.47 | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 0 | 5.32 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6400 expiring on 30JAN2025
Delta for 6400 PE is -0.25
Historical price for 6400 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 98, which was -28.15 lower than the previous day. The implied volatity was 29.50, the open interest changed by -32 which decreased total open position to 456
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 126.15, which was 15.15 higher than the previous day. The implied volatity was 30.89, the open interest changed by 194 which increased total open position to 488
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 111, which was -3.45 lower than the previous day. The implied volatity was 33.86, the open interest changed by 287 which increased total open position to 294
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 114.45, which was -116.70 lower than the previous day. The implied volatity was 36.07, the open interest changed by 4 which increased total open position to 4
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 231.15, which was 0.00 lower than the previous day. The implied volatity was 8.47, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 231.15, which was 0.00 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 231.15, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 231.15, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 231.15, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 231.15, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 231.15, which was 231.15 higher than the previous day. The implied volatity was 3.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.84, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.93, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 0, which was lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
