SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 6400 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 | 396.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Nov | 6704.55 | 396.2 | -442.25 | 37.15 | 5 | 3 | 3 | |||
| 12 Nov | 6799.45 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6949.10 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 6976.30 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6930.05 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6907.60 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6751.35 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 838.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 838.45 | 838.45 | - | 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 6400 expiring on 28NOV2024
Delta for 6400 CE is 0.00
Historical price for 6400 CE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 396.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 396.2, which was -442.25 lower than the previous day. The implied volatity was 37.15, the open interest changed by 6 which increased total open position to 6
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, 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 838.45, which was 838.45 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 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 3.37
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6736.85 | 41.25 | -16.45 | 32.84 | 178.5 | 13.5 | 74.5 |
| 13 Nov | 6704.55 | 57.7 | -1.30 | 32.65 | 296 | 9.5 | 60.5 |
| 12 Nov | 6799.45 | 59 | 39.90 | 36.98 | 232.5 | -8.5 | 58.5 |
| 11 Nov | 7046.05 | 19.1 | -4.40 | 34.43 | 99.5 | 12 | 67.5 |
| 8 Nov | 7174.35 | 23.5 | -3.40 | 36.31 | 51 | 1 | 55.5 |
| 7 Nov | 7073.45 | 26.9 | 0.80 | 34.25 | 23 | 6.5 | 54 |
| 6 Nov | 7050.60 | 26.1 | -32.95 | 33.86 | 61.5 | -10 | 48.5 |
| 5 Nov | 6957.65 | 59.05 | -9.95 | 37.52 | 146.5 | 21.5 | 57.5 |
| 4 Nov | 6954.00 | 69 | -4.00 | 39.95 | 94.5 | 8.5 | 36.5 |
| 1 Nov | 6949.10 | 73 | 0.00 | 0.00 | 0 | 9 | 0 |
| 31 Oct | 6976.30 | 73 | -11.00 | - | 20 | 10 | 29 |
| 30 Oct | 6930.05 | 84 | 2.20 | - | 25 | 10 | 18 |
| 29 Oct | 6907.60 | 81.8 | -16.20 | - | 7 | 2 | 7 |
| 28 Oct | 6751.35 | 98 | -42.00 | - | 5 | 5 | 5 |
| 25 Oct | 6776.45 | 140 | 0.00 | - | 0 | 2 | 0 |
| 24 Oct | 6848.00 | 140 | 40.00 | - | 2 | 1 | 2 |
| 23 Oct | 6872.05 | 100 | -154.05 | - | 1 | 0 | 0 |
| 26 Sept | 7077.25 | 254.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 7177.00 | 254.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 7095.70 | 254.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 6725.65 | 254.05 | 254.05 | - | 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 6400 expiring on 28NOV2024
Delta for 6400 PE is -0.17
Historical price for 6400 PE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 41.25, which was -16.45 lower than the previous day. The implied volatity was 32.84, the open interest changed by 27 which increased total open position to 149
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 57.7, which was -1.30 lower than the previous day. The implied volatity was 32.65, the open interest changed by 19 which increased total open position to 121
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 59, which was 39.90 higher than the previous day. The implied volatity was 36.98, the open interest changed by -17 which decreased total open position to 117
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 19.1, which was -4.40 lower than the previous day. The implied volatity was 34.43, the open interest changed by 24 which increased total open position to 135
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 23.5, which was -3.40 lower than the previous day. The implied volatity was 36.31, the open interest changed by 2 which increased total open position to 111
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 26.9, which was 0.80 higher than the previous day. The implied volatity was 34.25, the open interest changed by 13 which increased total open position to 108
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 26.1, which was -32.95 lower than the previous day. The implied volatity was 33.86, the open interest changed by -20 which decreased total open position to 97
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 59.05, which was -9.95 lower than the previous day. The implied volatity was 37.52, the open interest changed by 43 which increased total open position to 115
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 69, which was -4.00 lower than the previous day. The implied volatity was 39.95, the open interest changed by 17 which increased total open position to 73
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 73, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 73, which was -11.00 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 84, which was 2.20 higher 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 81.8, which was -16.20 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 98, which was -42.00 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 140, 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 140, which was 40.00 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 100, which was -154.05 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 254.05, 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 254.05, 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 254.05, 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 254.05, which was 254.05 higher 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
