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[--[65.84.65.76]--]
SIEMENS
Siemens Ltd

5920 -147.85 (-2.44%)

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Historical option data for SIEMENS

24 Jan 2025 01:13 PM IST
SIEMENS 30JAN2025 6700 CE
Delta: 0.03
Vega: 0.47
Theta: -1.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 5932.25 3.6 -4.3 47.19 897 -4 1,911
23 Jan 6067.85 7.9 3.65 43.58 1,900 -28 1,913
22 Jan 5856.45 4.25 -4.05 45.61 995 -58 1,938
21 Jan 5923.60 8.3 -10.75 44.80 1,284 7 1,996
20 Jan 6136.45 19.05 -9.65 39.96 969 40 1,988
17 Jan 6183.25 28.7 9.70 35.27 2,420 -140 1,948
16 Jan 6010.05 19 6.55 38.62 1,681 -125 2,087
15 Jan 5808.50 12.45 -1.10 41.76 985 158 2,161
14 Jan 5863.45 13.55 0.50 38.96 783 -88 2,002
13 Jan 5803.30 13.05 -15.30 41.53 1,681 -111 2,096
10 Jan 6104.80 28.35 -20.05 32.14 2,385 -163 2,225
9 Jan 6240.30 48.4 -12.55 30.67 1,575 136 2,392
8 Jan 6296.65 60.95 -48.35 30.64 2,502 324 2,261
7 Jan 6482.15 109.3 -7.00 28.87 1,112 87 1,936
6 Jan 6473.20 116.3 -49.75 28.58 1,763 150 1,850
3 Jan 6609.70 166.05 -43.90 25.81 3,066 232 1,708
2 Jan 6698.50 209.95 26.70 24.47 4,889 -87 1,477
1 Jan 6635.15 183.25 23.40 25.13 3,483 -12 1,568
31 Dec 6536.05 159.85 -5.15 27.51 5,691 -85 1,576
30 Dec 6433.60 165 -18.50 26.28 5,006 191 1,746
27 Dec 6546.00 183.5 -67.45 27.48 3,983 819 1,509
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 0.03

Historical price for 6700 CE is as follows

On 24 Jan SIEMENS was trading at 5932.25. The strike last trading price was 3.6, which was -4.3 lower than the previous day. The implied volatity was 47.19, the open interest changed by -4 which decreased total open position to 1911


On 23 Jan SIEMENS was trading at 6067.85. The strike last trading price was 7.9, which was 3.65 higher than the previous day. The implied volatity was 43.58, the open interest changed by -28 which decreased total open position to 1913


On 22 Jan SIEMENS was trading at 5856.45. The strike last trading price was 4.25, which was -4.05 lower than the previous day. The implied volatity was 45.61, the open interest changed by -58 which decreased total open position to 1938


On 21 Jan SIEMENS was trading at 5923.60. The strike last trading price was 8.3, which was -10.75 lower than the previous day. The implied volatity was 44.80, the open interest changed by 7 which increased total open position to 1996


On 20 Jan SIEMENS was trading at 6136.45. The strike last trading price was 19.05, which was -9.65 lower than the previous day. The implied volatity was 39.96, the open interest changed by 40 which increased total open position to 1988


On 17 Jan SIEMENS was trading at 6183.25. The strike last trading price was 28.7, which was 9.70 higher than the previous day. The implied volatity was 35.27, the open interest changed by -140 which decreased total open position to 1948


On 16 Jan SIEMENS was trading at 6010.05. The strike last trading price was 19, which was 6.55 higher than the previous day. The implied volatity was 38.62, the open interest changed by -125 which decreased total open position to 2087


On 15 Jan SIEMENS was trading at 5808.50. The strike last trading price was 12.45, which was -1.10 lower than the previous day. The implied volatity was 41.76, the open interest changed by 158 which increased total open position to 2161


On 14 Jan SIEMENS was trading at 5863.45. The strike last trading price was 13.55, which was 0.50 higher than the previous day. The implied volatity was 38.96, the open interest changed by -88 which decreased total open position to 2002


On 13 Jan SIEMENS was trading at 5803.30. The strike last trading price was 13.05, which was -15.30 lower than the previous day. The implied volatity was 41.53, the open interest changed by -111 which decreased total open position to 2096


On 10 Jan SIEMENS was trading at 6104.80. The strike last trading price was 28.35, which was -20.05 lower than the previous day. The implied volatity was 32.14, the open interest changed by -163 which decreased total open position to 2225


On 9 Jan SIEMENS was trading at 6240.30. The strike last trading price was 48.4, which was -12.55 lower than the previous day. The implied volatity was 30.67, the open interest changed by 136 which increased total open position to 2392


On 8 Jan SIEMENS was trading at 6296.65. The strike last trading price was 60.95, which was -48.35 lower than the previous day. The implied volatity was 30.64, the open interest changed by 324 which increased total open position to 2261


On 7 Jan SIEMENS was trading at 6482.15. The strike last trading price was 109.3, which was -7.00 lower than the previous day. The implied volatity was 28.87, the open interest changed by 87 which increased total open position to 1936


On 6 Jan SIEMENS was trading at 6473.20. The strike last trading price was 116.3, which was -49.75 lower than the previous day. The implied volatity was 28.58, the open interest changed by 150 which increased total open position to 1850


On 3 Jan SIEMENS was trading at 6609.70. The strike last trading price was 166.05, which was -43.90 lower than the previous day. The implied volatity was 25.81, the open interest changed by 232 which increased total open position to 1708


On 2 Jan SIEMENS was trading at 6698.50. The strike last trading price was 209.95, which was 26.70 higher than the previous day. The implied volatity was 24.47, the open interest changed by -87 which decreased total open position to 1477


On 1 Jan SIEMENS was trading at 6635.15. The strike last trading price was 183.25, which was 23.40 higher than the previous day. The implied volatity was 25.13, the open interest changed by -12 which decreased total open position to 1568


On 31 Dec SIEMENS was trading at 6536.05. The strike last trading price was 159.85, which was -5.15 lower than the previous day. The implied volatity was 27.51, the open interest changed by -85 which decreased total open position to 1576


On 30 Dec SIEMENS was trading at 6433.60. The strike last trading price was 165, which was -18.50 lower than the previous day. The implied volatity was 26.28, the open interest changed by 191 which increased total open position to 1746


On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 183.5, which was -67.45 lower than the previous day. The implied volatity was 27.48, the open interest changed by 819 which increased total open position to 1509


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: -0.96
Vega: 0.61
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 5932.25 760 168 50.66 5 0 679
23 Jan 6067.85 592 -294.00 - 28 -17 681
22 Jan 5856.45 886 166.55 87.66 10 -7 699
21 Jan 5923.60 719.45 134.45 - 19 -9 706
20 Jan 6136.45 585 38.15 46.49 3 -1 717
17 Jan 6183.25 546.85 -163.15 48.78 62 -27 718
16 Jan 6010.05 710 -166.00 53.06 7 -5 746
15 Jan 5808.50 876 54.00 53.16 14 0 753
14 Jan 5863.45 822 -70.20 48.58 21 -17 754
13 Jan 5803.30 892.2 275.70 45.66 18 -5 771
10 Jan 6104.80 616.5 116.50 39.43 81 -46 777
9 Jan 6240.30 500 81.20 37.20 45 -7 824
8 Jan 6296.65 418.8 103.80 26.17 182 -40 828
7 Jan 6482.15 315 -25.30 31.29 39 -16 878
6 Jan 6473.20 340.3 92.65 35.96 263 -54 894
3 Jan 6609.70 247.65 71.15 31.53 703 37 949
2 Jan 6698.50 176.5 -49.50 27.57 604 43 912
1 Jan 6635.15 226 -45.70 29.66 257 -12 867
31 Dec 6536.05 271.7 -12.40 28.67 342 1 879
30 Dec 6433.60 284.1 -5.85 31.65 632 -52 878
27 Dec 6546.00 289.95 83.15 30.94 1,455 108 934
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 -0.96

Historical price for 6700 PE is as follows

On 24 Jan SIEMENS was trading at 5932.25. The strike last trading price was 760, which was 168 higher than the previous day. The implied volatity was 50.66, the open interest changed by 0 which decreased total open position to 679


On 23 Jan SIEMENS was trading at 6067.85. The strike last trading price was 592, which was -294.00 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 681


On 22 Jan SIEMENS was trading at 5856.45. The strike last trading price was 886, which was 166.55 higher than the previous day. The implied volatity was 87.66, the open interest changed by -7 which decreased total open position to 699


On 21 Jan SIEMENS was trading at 5923.60. The strike last trading price was 719.45, which was 134.45 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 706


On 20 Jan SIEMENS was trading at 6136.45. The strike last trading price was 585, which was 38.15 higher than the previous day. The implied volatity was 46.49, the open interest changed by -1 which decreased total open position to 717


On 17 Jan SIEMENS was trading at 6183.25. The strike last trading price was 546.85, which was -163.15 lower than the previous day. The implied volatity was 48.78, the open interest changed by -27 which decreased total open position to 718


On 16 Jan SIEMENS was trading at 6010.05. The strike last trading price was 710, which was -166.00 lower than the previous day. The implied volatity was 53.06, the open interest changed by -5 which decreased total open position to 746


On 15 Jan SIEMENS was trading at 5808.50. The strike last trading price was 876, which was 54.00 higher than the previous day. The implied volatity was 53.16, the open interest changed by 0 which decreased total open position to 753


On 14 Jan SIEMENS was trading at 5863.45. The strike last trading price was 822, which was -70.20 lower than the previous day. The implied volatity was 48.58, the open interest changed by -17 which decreased total open position to 754


On 13 Jan SIEMENS was trading at 5803.30. The strike last trading price was 892.2, which was 275.70 higher than the previous day. The implied volatity was 45.66, the open interest changed by -5 which decreased total open position to 771


On 10 Jan SIEMENS was trading at 6104.80. The strike last trading price was 616.5, which was 116.50 higher than the previous day. The implied volatity was 39.43, the open interest changed by -46 which decreased total open position to 777


On 9 Jan SIEMENS was trading at 6240.30. The strike last trading price was 500, which was 81.20 higher than the previous day. The implied volatity was 37.20, the open interest changed by -7 which decreased total open position to 824


On 8 Jan SIEMENS was trading at 6296.65. The strike last trading price was 418.8, which was 103.80 higher than the previous day. The implied volatity was 26.17, the open interest changed by -40 which decreased total open position to 828


On 7 Jan SIEMENS was trading at 6482.15. The strike last trading price was 315, which was -25.30 lower than the previous day. The implied volatity was 31.29, the open interest changed by -16 which decreased total open position to 878


On 6 Jan SIEMENS was trading at 6473.20. The strike last trading price was 340.3, which was 92.65 higher than the previous day. The implied volatity was 35.96, the open interest changed by -54 which decreased total open position to 894


On 3 Jan SIEMENS was trading at 6609.70. The strike last trading price was 247.65, which was 71.15 higher than the previous day. The implied volatity was 31.53, the open interest changed by 37 which increased total open position to 949


On 2 Jan SIEMENS was trading at 6698.50. The strike last trading price was 176.5, which was -49.50 lower than the previous day. The implied volatity was 27.57, the open interest changed by 43 which increased total open position to 912


On 1 Jan SIEMENS was trading at 6635.15. The strike last trading price was 226, which was -45.70 lower than the previous day. The implied volatity was 29.66, the open interest changed by -12 which decreased total open position to 867


On 31 Dec SIEMENS was trading at 6536.05. The strike last trading price was 271.7, which was -12.40 lower than the previous day. The implied volatity was 28.67, the open interest changed by 1 which increased total open position to 879


On 30 Dec SIEMENS was trading at 6433.60. The strike last trading price was 284.1, which was -5.85 lower than the previous day. The implied volatity was 31.65, the open interest changed by -52 which decreased total open position to 878


On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 289.95, which was 83.15 higher than the previous day. The implied volatity was 30.94, the open interest changed by 108 which increased total open position to 934


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