SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 6600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 3.46
Theta: -7.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 149.4 | -11.15 | 27.50 | 395.5 | 8.5 | 82 | |||
| 20 Nov | 6645.65 | 160.55 | 0.00 | 32.44 | 317.5 | 26 | 72.5 | |||
| 19 Nov | 6645.65 | 160.55 | -6.65 | 32.44 | 317.5 | 25 | 72.5 | |||
| 18 Nov | 6640.20 | 167.2 | -90.20 | 29.02 | 104.5 | 8 | 48 | |||
| 14 Nov | 6736.85 | 257.4 | 18.75 | 27.83 | 198.5 | 35 | 40.5 | |||
| 13 Nov | 6704.55 | 238.65 | -165.80 | 32.00 | 17.5 | 5.5 | 6 | |||
| 12 Nov | 6799.45 | 404.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 404.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 404.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 404.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 404.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 404.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 4 Nov | 6954.00 | 404.45 | -312.90 | - | 0.5 | 0 | 0 | |||
| 1 Nov | 6949.10 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 6976.30 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6930.05 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6907.60 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6751.35 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 7238.70 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 717.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 717.35 | 717.35 | - | 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 6600 expiring on 28NOV2024
Delta for 6600 CE is 0.64
Historical price for 6600 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 149.4, which was -11.15 lower than the previous day. The implied volatity was 27.50, the open interest changed by 17 which increased total open position to 164
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 160.55, which was 0.00 lower than the previous day. The implied volatity was 32.44, the open interest changed by 52 which increased total open position to 145
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 160.55, which was -6.65 lower than the previous day. The implied volatity was 32.44, the open interest changed by 50 which increased total open position to 145
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 167.2, which was -90.20 lower than the previous day. The implied volatity was 29.02, the open interest changed by 16 which increased total open position to 96
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 257.4, which was 18.75 higher than the previous day. The implied volatity was 27.83, the open interest changed by 70 which increased total open position to 81
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 238.65, which was -165.80 lower than the previous day. The implied volatity was 32.00, the open interest changed by 11 which increased total open position to 12
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 404.45, 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 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 404.45, 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 404.45, 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 404.45, 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 404.45, 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 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 404.45, 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 404.45, which was -312.90 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, 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 717.35, which was 717.35 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 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 3.54
Theta: -8.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 90.7 | -16.65 | 35.24 | 700 | 32 | 224 |
| 20 Nov | 6645.65 | 107.35 | 0.00 | 31.32 | 367 | 15 | 192.5 |
| 19 Nov | 6645.65 | 107.35 | -12.35 | 31.32 | 367 | 15.5 | 192.5 |
| 18 Nov | 6640.20 | 119.7 | 33.70 | 35.20 | 513.5 | -3 | 170.5 |
| 14 Nov | 6736.85 | 86 | -24.65 | 31.25 | 1,383.5 | 76.5 | 184 |
| 13 Nov | 6704.55 | 110.65 | 2.65 | 30.57 | 304.5 | 30 | 117.5 |
| 12 Nov | 6799.45 | 108 | 70.25 | 35.30 | 334 | 24 | 89.5 |
| 11 Nov | 7046.05 | 37.75 | -1.60 | 32.41 | 150.5 | 7.5 | 66 |
| 8 Nov | 7174.35 | 39.35 | -7.55 | 33.57 | 65 | 8.5 | 58.5 |
| 7 Nov | 7073.45 | 46.9 | -5.45 | 31.88 | 17.5 | 1.5 | 50 |
| 6 Nov | 7050.60 | 52.35 | -41.30 | 33.22 | 36.5 | 9 | 42.5 |
| 5 Nov | 6957.65 | 93.65 | -20.60 | 35.30 | 75 | -1.5 | 33.5 |
| 4 Nov | 6954.00 | 114.25 | -23.30 | 39.37 | 93.5 | 29.5 | 34 |
| 1 Nov | 6949.10 | 137.55 | 17.55 | 39.08 | 0.5 | 0 | 4 |
| 31 Oct | 6976.30 | 120 | -209.30 | - | 4 | 3 | 3 |
| 30 Oct | 6930.05 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6907.60 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 7077.25 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 7177.00 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 7095.70 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 6725.65 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 6558.25 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 6758.80 | 329.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 6768.80 | 329.3 | 329.30 | - | 0 | 0 | 0 |
| 2 Sept | 6779.60 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6600 expiring on 28NOV2024
Delta for 6600 PE is -0.39
Historical price for 6600 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 90.7, which was -16.65 lower than the previous day. The implied volatity was 35.24, the open interest changed by 64 which increased total open position to 448
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 107.35, which was 0.00 lower than the previous day. The implied volatity was 31.32, the open interest changed by 30 which increased total open position to 385
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 107.35, which was -12.35 lower than the previous day. The implied volatity was 31.32, the open interest changed by 31 which increased total open position to 385
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 119.7, which was 33.70 higher than the previous day. The implied volatity was 35.20, the open interest changed by -6 which decreased total open position to 341
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 86, which was -24.65 lower than the previous day. The implied volatity was 31.25, the open interest changed by 153 which increased total open position to 368
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 110.65, which was 2.65 higher than the previous day. The implied volatity was 30.57, the open interest changed by 60 which increased total open position to 235
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 108, which was 70.25 higher than the previous day. The implied volatity was 35.30, the open interest changed by 48 which increased total open position to 179
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 37.75, which was -1.60 lower than the previous day. The implied volatity was 32.41, the open interest changed by 15 which increased total open position to 132
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 39.35, which was -7.55 lower than the previous day. The implied volatity was 33.57, the open interest changed by 17 which increased total open position to 117
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 46.9, which was -5.45 lower than the previous day. The implied volatity was 31.88, the open interest changed by 3 which increased total open position to 100
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 52.35, which was -41.30 lower than the previous day. The implied volatity was 33.22, the open interest changed by 18 which increased total open position to 85
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 93.65, which was -20.60 lower than the previous day. The implied volatity was 35.30, the open interest changed by -3 which decreased total open position to 67
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 114.25, which was -23.30 lower than the previous day. The implied volatity was 39.37, the open interest changed by 59 which increased total open position to 68
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 137.55, which was 17.55 higher than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 8
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 120, which was -209.30 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 329.3, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 329.3, 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 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 329.3, 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 25 Oct SIEMENS was trading at 6776.45. The strike last trading price was 329.3, 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 329.3, 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 329.3, 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 329.3, 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 329.3, 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 329.3, 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 329.3, 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 329.3, 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 26 Sept SIEMENS was trading at 7077.25. The strike last trading price was 329.3, 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 25 Sept SIEMENS was trading at 7177.00. The strike last trading price was 329.3, 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 Sept SIEMENS was trading at 7095.70. The strike last trading price was 329.3, 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 19 Sept SIEMENS was trading at 6725.65. The strike last trading price was 329.3, 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 Sept SIEMENS was trading at 6558.25. The strike last trading price was 329.3, 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 4 Sept SIEMENS was trading at 6758.80. The strike last trading price was 329.3, 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 3 Sept SIEMENS was trading at 6768.80. The strike last trading price was 329.3, which was 329.30 higher 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
