SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 8.17
Theta: -4.01
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 250.95 | 2.95 | 26.06 | 1,787 | 94 | 689 | |||
| 24 Dec | 6654.90 | 248 | -106.00 | 29.53 | 2,492 | 563 | 595 | |||
| 23 Dec | 6820.75 | 354 | -606.65 | 30.09 | 254 | 32 | 32 | |||
|
|
||||||||||
| 20 Dec | 6868.90 | 960.65 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6700 expiring on 30JAN2025
Delta for 6700 CE is 0.57
Historical price for 6700 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 250.95, which was 2.95 higher than the previous day. The implied volatity was 26.06, the open interest changed by 94 which increased total open position to 689
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 248, which was -106.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 563 which increased total open position to 595
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 354, which was -606.65 lower than the previous day. The implied volatity was 30.09, the open interest changed by 32 which increased total open position to 32
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 960.65, 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 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 8.18
Theta: -2.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 206.8 | -38.20 | 29.10 | 1,623 | 177 | 828 |
| 24 Dec | 6654.90 | 245 | 35.00 | 30.36 | 2,612 | 472 | 650 |
| 23 Dec | 6820.75 | 210 | -2.70 | 33.24 | 834 | 177 | 178 |
| 20 Dec | 6868.90 | 212.7 | 36.15 | 1 | 0 | 0 | |
For Siemens Ltd - strike price 6700 expiring on 30JAN2025
Delta for 6700 PE is -0.44
Historical price for 6700 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 206.8, which was -38.20 lower than the previous day. The implied volatity was 29.10, the open interest changed by 177 which increased total open position to 828
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 245, which was 35.00 higher than the previous day. The implied volatity was 30.36, the open interest changed by 472 which increased total open position to 650
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 210, which was -2.70 lower than the previous day. The implied volatity was 33.24, the open interest changed by 177 which increased total open position to 178
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 212.7, which was lower than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 0
