SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 6800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 3.41
Theta: -7.77
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 61.65 | -8.20 | 29.39 | 379.5 | 18.5 | 349 | |||
| 20 Nov | 6645.65 | 69.85 | 0.00 | 31.28 | 888 | -10 | 331 | |||
| 19 Nov | 6645.65 | 69.85 | -6.95 | 31.28 | 888 | -9.5 | 331 | |||
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| 18 Nov | 6640.20 | 76.8 | -62.40 | 29.32 | 556 | 58 | 344 | |||
| 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 0.35
Historical price for 6800 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 61.65, which was -8.20 lower than the previous day. The implied volatity was 29.39, the open interest changed by 37 which increased total open position to 698
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 69.85, which was 0.00 lower than the previous day. The implied volatity was 31.28, the open interest changed by -20 which decreased total open position to 662
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 69.85, which was -6.95 lower than the previous day. The implied volatity was 31.28, the open interest changed by -19 which decreased total open position to 662
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 76.8, which was -62.40 lower than the previous day. The implied volatity was 29.32, the open interest changed by 116 which increased total open position to 688
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 3.55
Theta: -8.97
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 212.6 | -7.40 | 40.03 | 21.5 | -3.5 | 208.5 |
| 20 Nov | 6645.65 | 220 | 0.00 | 31.34 | 114 | 9 | 213.5 |
| 19 Nov | 6645.65 | 220 | -14.20 | 31.34 | 114 | 10.5 | 213.5 |
| 18 Nov | 6640.20 | 234.2 | 68.95 | 36.93 | 175 | -31 | 203.5 |
| 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 -0.61
Historical price for 6800 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 212.6, which was -7.40 lower than the previous day. The implied volatity was 40.03, the open interest changed by -7 which decreased total open position to 417
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 31.34, the open interest changed by 18 which increased total open position to 427
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 220, which was -14.20 lower than the previous day. The implied volatity was 31.34, the open interest changed by 21 which increased total open position to 427
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 234.2, which was 68.95 higher than the previous day. The implied volatity was 36.93, the open interest changed by -62 which decreased total open position to 407
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
