SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 6800 CE | ||||||||||
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Delta: 0.49
Vega: 8.28
Theta: -3.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 202.15 | 2.20 | 26.13 | 2,383 | 271 | 1,058 | |||
| 24 Dec | 6654.90 | 199.95 | -100.05 | 29.10 | 2,397 | 583 | 796 | |||
| 23 Dec | 6820.75 | 300 | -381.30 | 30.18 | 1,156 | 210 | 210 | |||
| 20 Dec | 6868.90 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 7632.15 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7667.00 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7790.65 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7436.80 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 681.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6641.65 | 681.3 | 681.30 | 0.34 | 0 | 0 | 0 | |||
| 20 Nov | 6645.65 | 0 | 0.00 | 0.07 | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 0 | 0.00 | 0.07 | 0 | 0 | 0 | |||
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| 18 Nov | 6640.20 | 0 | 0.00 | 0.22 | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 0 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6800 expiring on 30JAN2025
Delta for 6800 CE is 0.49
Historical price for 6800 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 202.15, which was 2.20 higher than the previous day. The implied volatity was 26.13, the open interest changed by 271 which increased total open position to 1058
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 199.95, which was -100.05 lower than the previous day. The implied volatity was 29.10, the open interest changed by 583 which increased total open position to 796
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 300, which was -381.30 lower than the previous day. The implied volatity was 30.18, the open interest changed by 210 which increased total open position to 210
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 681.3, 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 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 681.3, 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 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 681.3, 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 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 681.3, 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 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 681.3, 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 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 681.3, 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 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 681.3, 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 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 681.3, 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 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 681.3, 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 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 681.3, 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 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 681.3, 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 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 681.3, which was 681.30 higher than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SIEMENS was trading at 6736.85. 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 0 which decreased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. 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 0 which decreased total open position to 0
On 12 Nov SIEMENS was trading at 6799.45. 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 0 which decreased total open position to 0
On 11 Nov SIEMENS was trading at 7046.05. 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 0 which decreased total open position to 0
On 8 Nov SIEMENS was trading at 7174.35. 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 0 which decreased total open position to 0
On 7 Nov SIEMENS was trading at 7073.45. 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 0 which decreased total open position to 0
On 6 Nov SIEMENS was trading at 7050.60. 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 0 which decreased total open position to 0
On 5 Nov SIEMENS was trading at 6957.65. 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 0 which decreased total open position to 0
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 0, 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 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 8.28
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 245 | -52.00 | 27.67 | 482 | 140 | 498 |
| 24 Dec | 6654.90 | 297 | 42.00 | 30.24 | 922 | 87 | 360 |
| 23 Dec | 6820.75 | 255 | 0.00 | 33.24 | 1,130 | 23 | 272 |
| 20 Dec | 6868.90 | 255 | 218.00 | 36.21 | 1,006 | 286 | 300 |
| 19 Dec | 7632.15 | 37 | 12.00 | 30.06 | 3 | 0 | 13 |
| 18 Dec | 7667.00 | 25 | 7.40 | 27.78 | 1 | 0 | 12 |
| 17 Dec | 7790.65 | 17.6 | -0.40 | 27.92 | 1 | 0 | 13 |
| 16 Dec | 7968.95 | 18 | -22.00 | 30.57 | 2 | 0 | 12 |
| 11 Dec | 7871.00 | 40 | -0.05 | 33.06 | 16 | 0 | 16 |
| 6 Dec | 7787.60 | 40.05 | -10.45 | 30.16 | 1 | 0 | 17 |
| 3 Dec | 7731.00 | 50.5 | -332.20 | 30.68 | 17 | 15 | 15 |
| 27 Nov | 7436.80 | 382.7 | 0.00 | 6.05 | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 382.7 | 0.00 | 5.39 | 0 | 0 | 0 |
| 22 Nov | 6849.40 | 382.7 | 382.70 | 1.61 | 0 | 0 | 0 |
| 21 Nov | 6641.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6645.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6640.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6736.85 | 0 | 0.00 | 0.57 | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 0 | 0.00 | 0.40 | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 0 | 0.00 | 1.37 | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 0 | 0.00 | 3.07 | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 0 | 0.00 | 3.96 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 0 | 0.00 | 3.16 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 0 | 0.00 | 3.02 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 0 | 0.00 | 2.54 | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 0 | 2.40 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6800 expiring on 30JAN2025
Delta for 6800 PE is -0.50
Historical price for 6800 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 245, which was -52.00 lower than the previous day. The implied volatity was 27.67, the open interest changed by 140 which increased total open position to 498
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 297, which was 42.00 higher than the previous day. The implied volatity was 30.24, the open interest changed by 87 which increased total open position to 360
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was 33.24, the open interest changed by 23 which increased total open position to 272
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 255, which was 218.00 higher than the previous day. The implied volatity was 36.21, the open interest changed by 286 which increased total open position to 300
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 37, which was 12.00 higher than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 13
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 25, which was 7.40 higher than the previous day. The implied volatity was 27.78, the open interest changed by 0 which decreased total open position to 12
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 17.6, which was -0.40 lower than the previous day. The implied volatity was 27.92, the open interest changed by 0 which decreased total open position to 13
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 18, which was -22.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 12
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 40, which was -0.05 lower than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 16
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 40.05, which was -10.45 lower than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 17
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 50.5, which was -332.20 lower than the previous day. The implied volatity was 30.68, the open interest changed by 15 which increased total open position to 15
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 382.7, which was 0.00 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 382.7, which was 0.00 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 382.7, which was 382.70 higher than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SIEMENS was trading at 6641.65. 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 0 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 6645.65. 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 0 which decreased total open position to 0
On 19 Nov SIEMENS was trading at 6645.65. 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 0 which decreased total open position to 0
On 18 Nov SIEMENS was trading at 6640.20. 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 0 which decreased total open position to 0
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.37, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.02, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
