SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 6500 CE | ||||||||||
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Delta: 0.71
Vega: 7.14
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 371 | 4.80 | 26.02 | 548 | 59 | 160 | |||
| 24 Dec | 6654.90 | 366.2 | -123.80 | 28.88 | 180 | 78 | 97 | |||
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| 23 Dec | 6820.75 | 490 | -621.85 | 31.29 | 34 | 17 | 17 | |||
| 20 Dec | 6868.90 | 1111.85 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6500 expiring on 30JAN2025
Delta for 6500 CE is 0.71
Historical price for 6500 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 371, which was 4.80 higher than the previous day. The implied volatity was 26.02, the open interest changed by 59 which increased total open position to 160
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 366.2, which was -123.80 lower than the previous day. The implied volatity was 28.88, the open interest changed by 78 which increased total open position to 97
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 490, which was -621.85 lower than the previous day. The implied volatity was 31.29, the open interest changed by 17 which increased total open position to 17
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 1111.85, 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 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 7.32
Theta: -2.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 125 | -33.00 | 28.93 | 1,319 | 85 | 864 |
| 24 Dec | 6654.90 | 158 | 17.00 | 30.47 | 2,388 | 346 | 779 |
| 23 Dec | 6820.75 | 141 | -4.75 | 33.90 | 1,685 | 362 | 434 |
| 20 Dec | 6868.90 | 145.75 | 36.50 | 204 | 72 | 72 | |
For Siemens Ltd - strike price 6500 expiring on 30JAN2025
Delta for 6500 PE is -0.31
Historical price for 6500 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 125, which was -33.00 lower than the previous day. The implied volatity was 28.93, the open interest changed by 85 which increased total open position to 864
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 158, which was 17.00 higher than the previous day. The implied volatity was 30.47, the open interest changed by 346 which increased total open position to 779
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 141, which was -4.75 lower than the previous day. The implied volatity was 33.90, the open interest changed by 362 which increased total open position to 434
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 145.75, which was lower than the previous day. The implied volatity was 36.50, the open interest changed by 72 which increased total open position to 72
