SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:02 PM IST
| SIEMENS 28NOV2024 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 3.69
Theta: -8.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 104 | -6.70 | 30.04 | 656 | 23.5 | 276.5 | |||
| 20 Nov | 6645.65 | 110.7 | 0.00 | 31.31 | 1,591.5 | 47.5 | 252 | |||
| 19 Nov | 6645.65 | 110.7 | -8.10 | 31.31 | 1,591.5 | 46.5 | 252 | |||
| 18 Nov | 6640.20 | 118.8 | -75.20 | 29.82 | 506 | 54 | 209.5 | |||
| 14 Nov | 6736.85 | 194 | 6.55 | 27.83 | 728.5 | 75.5 | 156 | |||
| 13 Nov | 6704.55 | 187.45 | -263.55 | 32.71 | 240.5 | 63 | 81 | |||
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| 12 Nov | 6799.45 | 451 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 11 Nov | 7046.05 | 451 | -4.00 | 33.64 | 1 | 0 | 17.5 | |||
| 8 Nov | 7174.35 | 455 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 7 Nov | 7073.45 | 455 | -2.00 | 29.39 | 1.5 | 0 | 18 | |||
| 6 Nov | 7050.60 | 457 | 108.00 | 25.37 | 1.5 | -1 | 18.5 | |||
| 5 Nov | 6957.65 | 349 | -43.75 | 24.75 | 4.5 | -1.5 | 19 | |||
| 4 Nov | 6954.00 | 392.75 | -58.25 | 28.46 | 0.5 | 0 | 20 | |||
| 1 Nov | 6949.10 | 451 | -23.00 | 40.51 | 0.5 | 0 | 20 | |||
| 31 Oct | 6976.30 | 474 | 79.25 | - | 19 | 17 | 19 | |||
| 30 Oct | 6930.05 | 394.75 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 6907.60 | 394.75 | -287.70 | - | 8 | 3 | 3 | |||
| 28 Oct | 6751.35 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 7238.70 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 682.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 682.45 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6700 expiring on 28NOV2024
Delta for 6700 CE is 0.49
Historical price for 6700 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 104, which was -6.70 lower than the previous day. The implied volatity was 30.04, the open interest changed by 47 which increased total open position to 553
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 110.7, which was 0.00 lower than the previous day. The implied volatity was 31.31, the open interest changed by 95 which increased total open position to 504
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 110.7, which was -8.10 lower than the previous day. The implied volatity was 31.31, the open interest changed by 93 which increased total open position to 504
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 118.8, which was -75.20 lower than the previous day. The implied volatity was 29.82, the open interest changed by 108 which increased total open position to 419
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 194, which was 6.55 higher than the previous day. The implied volatity was 27.83, the open interest changed by 151 which increased total open position to 312
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 187.45, which was -263.55 lower than the previous day. The implied volatity was 32.71, the open interest changed by 126 which increased total open position to 162
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 451, 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 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 451, which was -4.00 lower than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 35
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 455, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 455, which was -2.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 36
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 457, which was 108.00 higher than the previous day. The implied volatity was 25.37, the open interest changed by -2 which decreased total open position to 37
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 349, which was -43.75 lower than the previous day. The implied volatity was 24.75, the open interest changed by -3 which decreased total open position to 38
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 392.75, which was -58.25 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 40
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 451, which was -23.00 lower than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 40
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 474, which was 79.25 higher 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 394.75, 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 394.75, which was -287.70 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 682.45, 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 682.45, 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 682.45, 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 682.45, 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 682.45, 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 682.45, 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 682.45, 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 682.45, 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 682.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 3.69
Theta: -8.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 140.85 | -21.00 | 36.24 | 694 | -197 | 215.5 |
| 20 Nov | 6645.65 | 161.85 | 0.00 | 33.50 | 583 | 43.5 | 410.5 |
| 19 Nov | 6645.65 | 161.85 | -6.55 | 33.50 | 583 | 41.5 | 410.5 |
| 18 Nov | 6640.20 | 168.4 | 49.40 | 35.24 | 1,255.5 | 14.5 | 368.5 |
| 14 Nov | 6736.85 | 119 | -32.70 | 30.29 | 788 | 203.5 | 352.5 |
| 13 Nov | 6704.55 | 151.7 | 11.15 | 29.98 | 658 | 9.5 | 152 |
| 12 Nov | 6799.45 | 140.55 | 86.60 | 34.59 | 512 | 33 | 154.5 |
| 11 Nov | 7046.05 | 53.95 | 0.50 | 31.79 | 73.5 | -7 | 123.5 |
| 8 Nov | 7174.35 | 53.45 | -8.90 | 32.78 | 103 | -9.5 | 130.5 |
| 7 Nov | 7073.45 | 62.35 | -7.20 | 30.84 | 93.5 | 4 | 139.5 |
| 6 Nov | 7050.60 | 69.55 | -54.60 | 32.46 | 222 | 22.5 | 136.5 |
| 5 Nov | 6957.65 | 124.15 | -17.85 | 35.36 | 213.5 | 33.5 | 115.5 |
| 4 Nov | 6954.00 | 142 | -36.35 | 38.78 | 129.5 | 33 | 81.5 |
| 1 Nov | 6949.10 | 178.35 | 31.55 | 40.00 | 6.5 | 0 | 48 |
| 31 Oct | 6976.30 | 146.8 | -15.30 | - | 54 | 27 | 49 |
| 30 Oct | 6930.05 | 162.1 | 2.10 | - | 124 | 19 | 22 |
| 29 Oct | 6907.60 | 160 | -61.30 | - | 3 | 2 | 2 |
| 28 Oct | 6751.35 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 221.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 221.3 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6700 expiring on 28NOV2024
Delta for 6700 PE is -0.51
Historical price for 6700 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 140.85, which was -21.00 lower than the previous day. The implied volatity was 36.24, the open interest changed by -394 which decreased total open position to 431
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 161.85, which was 0.00 lower than the previous day. The implied volatity was 33.50, the open interest changed by 87 which increased total open position to 821
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 161.85, which was -6.55 lower than the previous day. The implied volatity was 33.50, the open interest changed by 83 which increased total open position to 821
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 168.4, which was 49.40 higher than the previous day. The implied volatity was 35.24, the open interest changed by 29 which increased total open position to 737
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 119, which was -32.70 lower than the previous day. The implied volatity was 30.29, the open interest changed by 407 which increased total open position to 705
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 151.7, which was 11.15 higher than the previous day. The implied volatity was 29.98, the open interest changed by 19 which increased total open position to 304
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 140.55, which was 86.60 higher than the previous day. The implied volatity was 34.59, the open interest changed by 66 which increased total open position to 309
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 53.95, which was 0.50 higher than the previous day. The implied volatity was 31.79, the open interest changed by -14 which decreased total open position to 247
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 53.45, which was -8.90 lower than the previous day. The implied volatity was 32.78, the open interest changed by -19 which decreased total open position to 261
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 62.35, which was -7.20 lower than the previous day. The implied volatity was 30.84, the open interest changed by 8 which increased total open position to 279
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 69.55, which was -54.60 lower than the previous day. The implied volatity was 32.46, the open interest changed by 45 which increased total open position to 273
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 124.15, which was -17.85 lower than the previous day. The implied volatity was 35.36, the open interest changed by 67 which increased total open position to 231
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 142, which was -36.35 lower than the previous day. The implied volatity was 38.78, the open interest changed by 66 which increased total open position to 163
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 178.35, which was 31.55 higher than the previous day. The implied volatity was 40.00, the open interest changed by 0 which decreased total open position to 96
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 146.8, which was -15.30 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 162.1, which was 2.10 higher 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 160, which was -61.30 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 221.3, 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 221.3, 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 221.3, 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 221.3, 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 221.3, 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 221.3, 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 221.3, 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 221.3, 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 221.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
