SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:02 PM IST
| SIEMENS 28NOV2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 2.68
Theta: -6.36
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 215 | -23.70 | 26.03 | 10.5 | 0 | 14 | |||
| 20 Nov | 6645.65 | 238.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 238.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 6640.20 | 238.7 | -74.30 | 30.99 | 1.5 | 1 | 14 | |||
|
|
||||||||||
| 14 Nov | 6736.85 | 313 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 13 Nov | 6704.55 | 313 | -67.25 | 34.21 | 10.5 | 7 | 14 | |||
| 12 Nov | 6799.45 | 380.25 | -198.45 | 32.04 | 6 | 1 | 6.5 | |||
| 11 Nov | 7046.05 | 578.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 578.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 578.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 578.7 | 102.90 | - | 1 | 0 | 5.5 | |||
| 5 Nov | 6957.65 | 475.8 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 4 Nov | 6954.00 | 475.8 | -81.20 | - | 5 | 0.5 | 5.5 | |||
| 1 Nov | 6949.10 | 557 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6976.30 | 557 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6930.05 | 557 | 0.00 | - | 0 | 3 | 0 | |||
| 29 Oct | 6907.60 | 557 | 67.00 | - | 5 | 3 | 5 | |||
| 28 Oct | 6751.35 | 490 | -327.30 | - | 2 | 0 | 0 | |||
| 25 Oct | 6776.45 | 817.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 817.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 817.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 7238.70 | 817.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 817.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 817.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 817.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 817.3 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6500 expiring on 28NOV2024
Delta for 6500 CE is 0.79
Historical price for 6500 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 215, which was -23.70 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 28
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 238.7, 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 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 238.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 238.7, which was -74.30 lower than the previous day. The implied volatity was 30.99, the open interest changed by 2 which increased total open position to 28
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 313, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 313, which was -67.25 lower than the previous day. The implied volatity was 34.21, the open interest changed by 14 which increased total open position to 28
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 380.25, which was -198.45 lower than the previous day. The implied volatity was 32.04, the open interest changed by 2 which increased total open position to 13
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 578.7, 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 578.7, 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 578.7, 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 578.7, which was 102.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 475.8, 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 475.8, which was -81.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 557, 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 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 557, 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 557, 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 557, which was 67.00 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 490, which was -327.30 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 817.3, 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 817.3, 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 817.3, 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 22 Oct SIEMENS was trading at 7238.70. The strike last trading price was 817.3, 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 21 Oct SIEMENS was trading at 7481.60. The strike last trading price was 817.3, 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 18 Oct SIEMENS was trading at 7803.00. The strike last trading price was 817.3, 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 Oct SIEMENS was trading at 7677.20. The strike last trading price was 817.3, 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 8 Oct SIEMENS was trading at 7372.15. The strike last trading price was 817.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 3.07
Theta: -7.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 55.6 | -18.40 | 35.07 | 544.5 | 14 | 322.5 |
| 20 Nov | 6645.65 | 74 | 0.00 | 33.75 | 433 | 6 | 308 |
| 19 Nov | 6645.65 | 74 | -7.15 | 33.75 | 433 | 5.5 | 308 |
| 18 Nov | 6640.20 | 81.15 | 22.90 | 35.16 | 348 | 52.5 | 304 |
| 14 Nov | 6736.85 | 58.25 | -22.40 | 31.55 | 667 | -41.5 | 251 |
| 13 Nov | 6704.55 | 80.65 | 3.65 | 31.63 | 945.5 | 23 | 294 |
| 12 Nov | 6799.45 | 77 | 48.00 | 35.50 | 835.5 | 23.5 | 272 |
| 11 Nov | 7046.05 | 29 | -1.00 | 34.13 | 343 | -36.5 | 240.5 |
| 8 Nov | 7174.35 | 30 | -4.75 | 34.81 | 309.5 | 25 | 287.5 |
| 7 Nov | 7073.45 | 34.75 | 0.65 | 32.83 | 162 | 19 | 260.5 |
| 6 Nov | 7050.60 | 34.1 | -44.20 | 32.61 | 410 | -6.5 | 242 |
| 5 Nov | 6957.65 | 78.3 | -5.05 | 37.17 | 516 | 34 | 248 |
| 4 Nov | 6954.00 | 83.35 | -31.70 | 38.47 | 598 | -42 | 213.5 |
| 1 Nov | 6949.10 | 115.05 | 22.90 | 40.26 | 39.5 | 18.5 | 256.5 |
| 31 Oct | 6976.30 | 92.15 | -12.85 | - | 176 | 24 | 237 |
| 30 Oct | 6930.05 | 105 | -2.05 | - | 199 | 23 | 212 |
| 29 Oct | 6907.60 | 107.05 | -52.10 | - | 149 | -5 | 189 |
| 28 Oct | 6751.35 | 159.15 | 8.65 | - | 93 | 48 | 193 |
| 25 Oct | 6776.45 | 150.5 | -9.50 | - | 137 | 19 | 145 |
| 24 Oct | 6848.00 | 160 | 20.00 | - | 134 | 52 | 121 |
| 23 Oct | 6872.05 | 140 | 91.05 | - | 77 | 61 | 68 |
| 22 Oct | 7238.70 | 48.95 | 31.45 | - | 8 | 6 | 7 |
| 21 Oct | 7481.60 | 17.5 | 5.00 | - | 1 | 0 | 1 |
| 18 Oct | 7803.00 | 12.5 | -23.00 | - | 1 | 0 | 1 |
| 9 Oct | 7677.20 | 35.5 | -15.80 | - | 11 | -10 | 1 |
| 8 Oct | 7372.15 | 51.3 | - | 12 | 11 | 12 | |
For Siemens Ltd - strike price 6500 expiring on 28NOV2024
Delta for 6500 PE is -0.27
Historical price for 6500 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 55.6, which was -18.40 lower than the previous day. The implied volatity was 35.07, the open interest changed by 28 which increased total open position to 645
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 74, which was 0.00 lower than the previous day. The implied volatity was 33.75, the open interest changed by 12 which increased total open position to 616
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 74, which was -7.15 lower than the previous day. The implied volatity was 33.75, the open interest changed by 11 which increased total open position to 616
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 81.15, which was 22.90 higher than the previous day. The implied volatity was 35.16, the open interest changed by 105 which increased total open position to 608
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 58.25, which was -22.40 lower than the previous day. The implied volatity was 31.55, the open interest changed by -83 which decreased total open position to 502
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 80.65, which was 3.65 higher than the previous day. The implied volatity was 31.63, the open interest changed by 46 which increased total open position to 588
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 77, which was 48.00 higher than the previous day. The implied volatity was 35.50, the open interest changed by 47 which increased total open position to 544
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 29, which was -1.00 lower than the previous day. The implied volatity was 34.13, the open interest changed by -73 which decreased total open position to 481
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 30, which was -4.75 lower than the previous day. The implied volatity was 34.81, the open interest changed by 50 which increased total open position to 575
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 34.75, which was 0.65 higher than the previous day. The implied volatity was 32.83, the open interest changed by 38 which increased total open position to 521
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 34.1, which was -44.20 lower than the previous day. The implied volatity was 32.61, the open interest changed by -13 which decreased total open position to 484
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 78.3, which was -5.05 lower than the previous day. The implied volatity was 37.17, the open interest changed by 68 which increased total open position to 496
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 83.35, which was -31.70 lower than the previous day. The implied volatity was 38.47, the open interest changed by -84 which decreased total open position to 427
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 115.05, which was 22.90 higher than the previous day. The implied volatity was 40.26, the open interest changed by 37 which increased total open position to 513
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 92.15, which was -12.85 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 105, which was -2.05 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 107.05, which was -52.10 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 159.15, which was 8.65 higher 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 150.5, which was -9.50 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 160, which was 20.00 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 140, which was 91.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SIEMENS was trading at 7238.70. The strike last trading price was 48.95, which was 31.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SIEMENS was trading at 7481.60. The strike last trading price was 17.5, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SIEMENS was trading at 7803.00. The strike last trading price was 12.5, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SIEMENS was trading at 7677.20. The strike last trading price was 35.5, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SIEMENS was trading at 7372.15. The strike last trading price was 51.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
