SIEMENS
Siemens Ltd
Historical option data for SIEMENS
03 Dec 2024 04:12 PM IST
| SIEMENS 26DEC2024 6600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 7731.00 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 7563.20 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 7560.85 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 7420.00 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7436.80 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 7242.50 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6641.65 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 6645.65 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6640.20 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 844.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 844.1 | 844.10 | - | 0 | 0 | 0 | |||
| 1 Nov | 6949.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 6976.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6930.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6907.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6751.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 6998.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7246.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 7346.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7511.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7250.00 | 0 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6600 expiring on 26DEC2024
Delta for 6600 CE is -
Historical price for 6600 CE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 844.1, 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 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 844.1, 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 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 844.1, 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 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 844.1, 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 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 844.1, 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 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 844.1, 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 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, 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 844.1, which was 844.10 higher 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 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 31 Oct SIEMENS was trading at 6976.30. 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 30 Oct SIEMENS was trading at 6930.05. 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 which decreased total open position to
On 29 Oct SIEMENS was trading at 6907.60. 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 which decreased total open position to
On 28 Oct SIEMENS was trading at 6751.35. 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 which decreased total open position to
On 25 Oct SIEMENS was trading at 6776.45. 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 which decreased total open position to
On 21 Oct SIEMENS was trading at 7481.60. 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 which decreased total open position to
On 8 Oct SIEMENS was trading at 7372.15. 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 7 Oct SIEMENS was trading at 6998.15. 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 Oct SIEMENS was trading at 7246.85. 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 which decreased total open position to
On 3 Oct SIEMENS was trading at 7346.40. 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 which decreased total open position to
On 1 Oct SIEMENS was trading at 7511.70. 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 30 Sept SIEMENS was trading at 7250.00. 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 26DEC2024 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 1.29
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 7731.00 | 8 | -7.05 | 35.65 | 90 | 7 | 197 |
| 2 Dec | 7563.20 | 15.05 | -2.45 | 35.35 | 77 | -6 | 187 |
| 29 Nov | 7560.85 | 17.5 | -10.70 | 34.32 | 77 | 47 | 194 |
| 28 Nov | 7420.00 | 28.2 | -3.75 | 34.23 | 34 | -13 | 146 |
| 27 Nov | 7436.80 | 31.95 | -34.65 | 34.79 | 243 | 52 | 160 |
| 26 Nov | 7242.50 | 66.6 | -1.80 | 37.31 | 6 | 1 | 108 |
| 25 Nov | 7348.50 | 68.4 | -79.55 | 39.98 | 168 | 86 | 107 |
| 22 Nov | 6849.40 | 147.95 | -52.05 | 33.89 | 36 | 2 | 23 |
| 21 Nov | 6641.65 | 200 | -17.70 | 32.18 | 13 | 6 | 21 |
| 20 Nov | 6645.65 | 217.7 | 0.00 | 32.07 | 1 | 0 | 15 |
| 19 Nov | 6645.65 | 217.7 | -1.30 | 32.07 | 1 | 0 | 15 |
| 18 Nov | 6640.20 | 219 | 26.50 | 32.61 | 12 | -2 | 16 |
| 14 Nov | 6736.85 | 192.5 | 62.50 | 32.97 | 19 | 3 | 18 |
| 12 Nov | 6799.45 | 130 | 0.00 | 26.16 | 1 | 0 | 14 |
| 7 Nov | 7073.45 | 130 | 10.00 | 33.86 | 4 | 1 | 14 |
| 6 Nov | 7050.60 | 120 | -49.40 | 32.87 | 3 | 1 | 12 |
| 5 Nov | 6957.65 | 169.4 | 2.35 | 34.36 | 4 | 3 | 10 |
| 4 Nov | 6954.00 | 167.05 | -12.95 | 34.62 | 6 | 3 | 4 |
| 1 Nov | 6949.10 | 180 | -67.85 | 33.77 | 1 | 0 | 0 |
| 31 Oct | 6976.30 | 247.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6930.05 | 247.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6907.60 | 247.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 247.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 247.85 | 247.85 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 6998.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7246.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7346.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7511.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7250.00 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6600 expiring on 26DEC2024
Delta for 6600 PE is -0.03
Historical price for 6600 PE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 8, which was -7.05 lower than the previous day. The implied volatity was 35.65, the open interest changed by 7 which increased total open position to 197
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 15.05, which was -2.45 lower than the previous day. The implied volatity was 35.35, the open interest changed by -6 which decreased total open position to 187
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 17.5, which was -10.70 lower than the previous day. The implied volatity was 34.32, the open interest changed by 47 which increased total open position to 194
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 28.2, which was -3.75 lower than the previous day. The implied volatity was 34.23, the open interest changed by -13 which decreased total open position to 146
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 31.95, which was -34.65 lower than the previous day. The implied volatity was 34.79, the open interest changed by 52 which increased total open position to 160
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 66.6, which was -1.80 lower than the previous day. The implied volatity was 37.31, the open interest changed by 1 which increased total open position to 108
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 68.4, which was -79.55 lower than the previous day. The implied volatity was 39.98, the open interest changed by 86 which increased total open position to 107
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 147.95, which was -52.05 lower than the previous day. The implied volatity was 33.89, the open interest changed by 2 which increased total open position to 23
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 200, which was -17.70 lower than the previous day. The implied volatity was 32.18, the open interest changed by 6 which increased total open position to 21
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 217.7, which was 0.00 lower than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 15
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 217.7, which was -1.30 lower than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 15
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 219, which was 26.50 higher than the previous day. The implied volatity was 32.61, the open interest changed by -2 which decreased total open position to 16
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 192.5, which was 62.50 higher than the previous day. The implied volatity was 32.97, the open interest changed by 3 which increased total open position to 18
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 130, which was 0.00 lower than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 14
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 130, which was 10.00 higher than the previous day. The implied volatity was 33.86, the open interest changed by 1 which increased total open position to 14
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 120, which was -49.40 lower than the previous day. The implied volatity was 32.87, the open interest changed by 1 which increased total open position to 12
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 169.4, which was 2.35 higher than the previous day. The implied volatity was 34.36, the open interest changed by 3 which increased total open position to 10
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 167.05, which was -12.95 lower than the previous day. The implied volatity was 34.62, the open interest changed by 3 which increased total open position to 4
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 180, which was -67.85 lower than the previous day. The implied volatity was 33.77, 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 247.85, 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 247.85, 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 247.85, 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 247.85, 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 247.85, which was 247.85 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 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 8 Oct SIEMENS was trading at 7372.15. 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 7 Oct SIEMENS was trading at 6998.15. 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 Oct SIEMENS was trading at 7246.85. 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 which decreased total open position to
On 3 Oct SIEMENS was trading at 7346.40. 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 which decreased total open position to
On 1 Oct SIEMENS was trading at 7511.70. 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 30 Sept SIEMENS was trading at 7250.00. 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
