SIEMENS
Siemens Ltd
Historical option data for SIEMENS
24 Jan 2025 11:53 AM IST
SIEMENS 30JAN2025 6700 CE | ||||||||||
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Delta: 0.03
Vega: 0.57
Theta: -2.18
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 5987.40 | 4.5 | -3.4 | 45.67 | 599 | -76 | 1,839 | |||
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 | |||
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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 5987.40. The strike last trading price was 4.5, which was -3.4 lower than the previous day. The implied volatity was 45.67, the open interest changed by -76 which decreased total open position to 1839
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 | |||||||
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Delta: -0.98
Vega: 0.31
Theta: 0.83
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 5987.40 | 703 | 111 | 39.20 | 4 | 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 -0.98
Historical price for 6700 PE is as follows
On 24 Jan SIEMENS was trading at 5987.40. The strike last trading price was 703, which was 111 higher than the previous day. The implied volatity was 39.20, 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