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

6736.85 32.30 (0.48%)

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Historical option data for SIEMENS

14 Nov 2024 04:12 PM IST
SIEMENS 28NOV2024 6800 CE
Delta: 0.50
Vega: 5.28
Theta: -6.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6736.85 139.2 9.20 27.45 549 51 291.5
13 Nov 6704.55 130 -44.95 30.55 695 100 240
12 Nov 6799.45 174.95 -235.05 29.12 180 66.5 140
11 Nov 7046.05 410 -5.00 39.95 0.5 0 74
8 Nov 7174.35 415 53.40 25.16 26.5 -7 75
7 Nov 7073.45 361.6 -27.30 25.92 9.5 1.5 82
6 Nov 7050.60 388.9 73.80 27.48 21.5 -2 81
5 Nov 6957.65 315.1 -31.30 30.38 58.5 2.5 82
4 Nov 6954.00 346.4 -44.15 31.86 143 20 79
1 Nov 6949.10 390.55 0.00 0.00 0 2 0
31 Oct 6976.30 390.55 16.90 - 13 2 59
30 Oct 6930.05 373.65 11.65 - 53 2 57
29 Oct 6907.60 362 85.30 - 104 8 55
28 Oct 6751.35 276.7 -55.95 - 56 15 47
25 Oct 6776.45 332.65 -42.35 - 46 25 32
24 Oct 6848.00 375 -233.55 - 7 6 6
23 Oct 6872.05 608.55 0.00 - 0 0 0
22 Oct 7238.70 608.55 0.00 - 0 0 0
21 Oct 7481.60 608.55 0.00 - 0 0 0
18 Oct 7803.00 608.55 0.00 - 0 0 0
9 Oct 7677.20 608.55 0.00 - 0 0 0
8 Oct 7372.15 608.55 0.00 - 0 0 0
30 Sept 7250.00 608.55 0.00 - 0 0 0
26 Sept 7077.25 608.55 0.00 - 0 0 0
25 Sept 7177.00 608.55 0.00 - 0 0 0
24 Sept 7095.70 608.55 0.00 - 0 0 0
19 Sept 6725.65 608.55 0.00 - 0 0 0
9 Sept 6558.25 608.55 0.00 - 0 0 0
4 Sept 6758.80 608.55 0.00 - 0 0 0
3 Sept 6768.80 608.55 608.55 - 0 0 0
2 Sept 6779.60 0 - 0 0 0


For Siemens Ltd - strike price 6800 expiring on 28NOV2024

Delta for 6800 CE is 0.50

Historical price for 6800 CE is as follows

On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 139.2, which was 9.20 higher than the previous day. The implied volatity was 27.45, the open interest changed by 102 which increased total open position to 583


On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 130, which was -44.95 lower than the previous day. The implied volatity was 30.55, the open interest changed by 200 which increased total open position to 480


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 174.95, which was -235.05 lower than the previous day. The implied volatity was 29.12, the open interest changed by 133 which increased total open position to 280


On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 410, which was -5.00 lower than the previous day. The implied volatity was 39.95, the open interest changed by 0 which decreased total open position to 148


On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 415, which was 53.40 higher than the previous day. The implied volatity was 25.16, the open interest changed by -14 which decreased total open position to 150


On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 361.6, which was -27.30 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 164


On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 388.9, which was 73.80 higher than the previous day. The implied volatity was 27.48, the open interest changed by -4 which decreased total open position to 162


On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 315.1, which was -31.30 lower than the previous day. The implied volatity was 30.38, the open interest changed by 5 which increased total open position to 164


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 346.4, which was -44.15 lower than the previous day. The implied volatity was 31.86, the open interest changed by 40 which increased total open position to 158


On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 390.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 390.55, which was 16.90 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 373.65, which was 11.65 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 362, which was 85.30 higher 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 276.7, which was -55.95 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 332.65, which was -42.35 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 375, which was -233.55 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 608.55, 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 608.55, 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 608.55, 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 608.55, 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 608.55, 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 608.55, 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 30 Sept SIEMENS was trading at 7250.00. The strike last trading price was 608.55, 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 26 Sept SIEMENS was trading at 7077.25. The strike last trading price was 608.55, 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 Sept SIEMENS was trading at 7177.00. The strike last trading price was 608.55, 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 Sept SIEMENS was trading at 7095.70. The strike last trading price was 608.55, 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 19 Sept SIEMENS was trading at 6725.65. The strike last trading price was 608.55, 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 Sept SIEMENS was trading at 6558.25. The strike last trading price was 608.55, 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 4 Sept SIEMENS was trading at 6758.80. The strike last trading price was 608.55, 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 3 Sept SIEMENS was trading at 6768.80. The strike last trading price was 608.55, which was 608.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept SIEMENS was trading at 6779.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SIEMENS 28NOV2024 6800 PE
Delta: -0.50
Vega: 5.28
Theta: -4.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6736.85 165.25 -35.15 30.10 222 -1.5 246
13 Nov 6704.55 200.4 15.40 29.03 579.5 -153 247.5
12 Nov 6799.45 185 110.65 34.39 1,370.5 82.5 409.5
11 Nov 7046.05 74.35 3.05 30.93 200.5 10.5 328
8 Nov 7174.35 71.3 -18.70 31.91 411 52 318
7 Nov 7073.45 90 2.00 31.20 217 13 265
6 Nov 7050.60 88 -67.05 31.10 246 -21.5 252
5 Nov 6957.65 155.05 -22.15 34.54 784 95.5 274
4 Nov 6954.00 177.2 -47.60 38.58 603.5 69.5 178.5
1 Nov 6949.10 224.8 48.80 40.88 20 -10.5 108.5
31 Oct 6976.30 176 -23.40 - 183 59 122
30 Oct 6930.05 199.4 -6.55 - 30 8 62
29 Oct 6907.60 205.95 -76.30 - 49 0 55
28 Oct 6751.35 282.25 5.50 - 39 23 56
25 Oct 6776.45 276.75 11.75 - 55 5 33
24 Oct 6848.00 265 14.70 - 36 16 27
23 Oct 6872.05 250.3 145.30 - 15 8 11
22 Oct 7238.70 105 40.00 - 2 0 1
21 Oct 7481.60 65 -351.95 - 1 0 0
18 Oct 7803.00 416.95 0.00 - 0 0 0
9 Oct 7677.20 416.95 0.00 - 0 0 0
8 Oct 7372.15 416.95 0.00 - 0 0 0
30 Sept 7250.00 416.95 0.00 - 0 0 0
26 Sept 7077.25 416.95 0.00 - 0 0 0
25 Sept 7177.00 416.95 0.00 - 0 0 0
24 Sept 7095.70 416.95 0.00 - 0 0 0
19 Sept 6725.65 416.95 0.00 - 0 0 0
9 Sept 6558.25 416.95 0.00 - 0 0 0
4 Sept 6758.80 416.95 0.00 - 0 0 0
3 Sept 6768.80 416.95 416.95 - 0 0 0
2 Sept 6779.60 0 - 0 0 0


For Siemens Ltd - strike price 6800 expiring on 28NOV2024

Delta for 6800 PE is -0.50

Historical price for 6800 PE is as follows

On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 165.25, which was -35.15 lower than the previous day. The implied volatity was 30.10, the open interest changed by -3 which decreased total open position to 492


On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 200.4, which was 15.40 higher than the previous day. The implied volatity was 29.03, the open interest changed by -306 which decreased total open position to 495


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 185, which was 110.65 higher than the previous day. The implied volatity was 34.39, the open interest changed by 165 which increased total open position to 819


On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 74.35, which was 3.05 higher than the previous day. The implied volatity was 30.93, the open interest changed by 21 which increased total open position to 656


On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 71.3, which was -18.70 lower than the previous day. The implied volatity was 31.91, the open interest changed by 104 which increased total open position to 636


On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 90, which was 2.00 higher than the previous day. The implied volatity was 31.20, the open interest changed by 26 which increased total open position to 530


On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 88, which was -67.05 lower than the previous day. The implied volatity was 31.10, the open interest changed by -43 which decreased total open position to 504


On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 155.05, which was -22.15 lower than the previous day. The implied volatity was 34.54, the open interest changed by 191 which increased total open position to 548


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 177.2, which was -47.60 lower than the previous day. The implied volatity was 38.58, the open interest changed by 139 which increased total open position to 357


On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 224.8, which was 48.80 higher than the previous day. The implied volatity was 40.88, the open interest changed by -21 which decreased total open position to 217


On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 176, which was -23.40 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 199.4, which was -6.55 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 205.95, which was -76.30 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 282.25, which was 5.50 higher 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 276.75, which was 11.75 higher 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 265, which was 14.70 higher 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 250.3, which was 145.30 higher 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 105, which was 40.00 higher 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 65, which was -351.95 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 416.95, 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 416.95, 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 416.95, 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 30 Sept SIEMENS was trading at 7250.00. The strike last trading price was 416.95, 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 26 Sept SIEMENS was trading at 7077.25. The strike last trading price was 416.95, 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 Sept SIEMENS was trading at 7177.00. The strike last trading price was 416.95, 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 Sept SIEMENS was trading at 7095.70. The strike last trading price was 416.95, 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 19 Sept SIEMENS was trading at 6725.65. The strike last trading price was 416.95, 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 Sept SIEMENS was trading at 6558.25. The strike last trading price was 416.95, 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 4 Sept SIEMENS was trading at 6758.80. The strike last trading price was 416.95, 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 3 Sept SIEMENS was trading at 6768.80. The strike last trading price was 416.95, which was 416.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept SIEMENS was trading at 6779.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to