SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:02 PM IST
| SIEMENS 28NOV2024 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 2.91
Theta: -7.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 42.15 | -0.95 | 32.01 | 316 | -24.5 | 271 | |||
| 20 Nov | 6645.65 | 43.1 | 0.00 | 30.60 | 342.5 | 23.5 | 294 | |||
| 19 Nov | 6645.65 | 43.1 | -7.90 | 30.60 | 342.5 | 22 | 294 | |||
| 18 Nov | 6640.20 | 51 | -45.40 | 30.15 | 234 | 18 | 272.5 | |||
| 14 Nov | 6736.85 | 96.4 | 4.25 | 27.31 | 322 | 43.5 | 255.5 | |||
| 13 Nov | 6704.55 | 92.15 | -32.85 | 30.32 | 371.5 | 57.5 | 212 | |||
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| 12 Nov | 6799.45 | 125 | -155.50 | 28.36 | 288.5 | 69 | 155 | |||
| 11 Nov | 7046.05 | 280.5 | -64.60 | 28.15 | 5 | -1.5 | 86.5 | |||
| 8 Nov | 7174.35 | 345.1 | 37.45 | 26.55 | 22.5 | -12 | 87.5 | |||
| 7 Nov | 7073.45 | 307.65 | -19.50 | 28.64 | 32.5 | 10.5 | 99.5 | |||
| 6 Nov | 7050.60 | 327.15 | 70.15 | 28.87 | 119 | -15 | 91.5 | |||
| 5 Nov | 6957.65 | 257 | -33.95 | 30.44 | 296.5 | 23.5 | 106.5 | |||
| 4 Nov | 6954.00 | 290.95 | -11.60 | 32.44 | 242 | 34 | 82.5 | |||
| 1 Nov | 6949.10 | 302.55 | -29.15 | 35.69 | 19.5 | -1.5 | 48.5 | |||
| 31 Oct | 6976.30 | 331.7 | 9.60 | - | 106 | 15 | 53 | |||
| 30 Oct | 6930.05 | 322.1 | -3.90 | - | 189 | 18 | 37 | |||
| 29 Oct | 6907.60 | 326 | -236.45 | - | 27 | 14 | 14 | |||
| 28 Oct | 6751.35 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 7238.70 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 562.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7250.00 | 562.45 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6900 expiring on 28NOV2024
Delta for 6900 CE is 0.25
Historical price for 6900 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 42.15, which was -0.95 lower than the previous day. The implied volatity was 32.01, the open interest changed by -49 which decreased total open position to 542
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 43.1, which was 0.00 lower than the previous day. The implied volatity was 30.60, the open interest changed by 47 which increased total open position to 588
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 43.1, which was -7.90 lower than the previous day. The implied volatity was 30.60, the open interest changed by 44 which increased total open position to 588
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 51, which was -45.40 lower than the previous day. The implied volatity was 30.15, the open interest changed by 36 which increased total open position to 545
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 96.4, which was 4.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 87 which increased total open position to 511
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 92.15, which was -32.85 lower than the previous day. The implied volatity was 30.32, the open interest changed by 115 which increased total open position to 424
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 125, which was -155.50 lower than the previous day. The implied volatity was 28.36, the open interest changed by 138 which increased total open position to 310
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 280.5, which was -64.60 lower than the previous day. The implied volatity was 28.15, the open interest changed by -3 which decreased total open position to 173
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 345.1, which was 37.45 higher than the previous day. The implied volatity was 26.55, the open interest changed by -24 which decreased total open position to 175
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 307.65, which was -19.50 lower than the previous day. The implied volatity was 28.64, the open interest changed by 21 which increased total open position to 199
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 327.15, which was 70.15 higher than the previous day. The implied volatity was 28.87, the open interest changed by -30 which decreased total open position to 183
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 257, which was -33.95 lower than the previous day. The implied volatity was 30.44, the open interest changed by 47 which increased total open position to 213
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 290.95, which was -11.60 lower than the previous day. The implied volatity was 32.44, the open interest changed by 68 which increased total open position to 165
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 302.55, which was -29.15 lower than the previous day. The implied volatity was 35.69, the open interest changed by -3 which decreased total open position to 97
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 331.7, which was 9.60 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 322.1, which was -3.90 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 326, which was -236.45 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 562.45, 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 Oct SIEMENS was trading at 6776.45. The strike last trading price was 562.45, 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 Oct SIEMENS was trading at 6848.00. The strike last trading price was 562.45, 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 23 Oct SIEMENS was trading at 6872.05. The strike last trading price was 562.45, 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 562.45, 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 562.45, 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 562.45, 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 562.45, 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 562.45, 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 562.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 3.16
Theta: -7.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 277 | -11.80 | 38.98 | 1 | 0 | 135 |
| 20 Nov | 6645.65 | 288.8 | 0.00 | 31.88 | 26 | 2 | 135 |
| 19 Nov | 6645.65 | 288.8 | -14.80 | 31.88 | 26 | 2 | 135 |
| 18 Nov | 6640.20 | 303.6 | 79.75 | 37.46 | 22.5 | -8.5 | 133.5 |
| 14 Nov | 6736.85 | 223.85 | -35.45 | 30.41 | 36 | 0 | 142 |
| 13 Nov | 6704.55 | 259.3 | 27.30 | 28.10 | 145.5 | -30.5 | 142.5 |
| 12 Nov | 6799.45 | 232 | 130.00 | 33.21 | 1,428 | -2.5 | 174 |
| 11 Nov | 7046.05 | 102 | 4.20 | 30.27 | 72.5 | -0.5 | 175.5 |
| 8 Nov | 7174.35 | 97.8 | -26.15 | 31.69 | 124.5 | -8.5 | 181 |
| 7 Nov | 7073.45 | 123.95 | 11.25 | 31.41 | 80.5 | 8 | 182 |
| 6 Nov | 7050.60 | 112.7 | -85.00 | 29.99 | 114.5 | -4.5 | 174.5 |
| 5 Nov | 6957.65 | 197.7 | -25.30 | 34.59 | 483 | 44.5 | 179 |
| 4 Nov | 6954.00 | 223 | -5.70 | 39.10 | 716 | 65.5 | 135.5 |
| 1 Nov | 6949.10 | 228.7 | 4.80 | 35.25 | 21 | 1.5 | 69.5 |
| 31 Oct | 6976.30 | 223.9 | -15.10 | - | 111 | 40 | 71 |
| 30 Oct | 6930.05 | 239 | -20.40 | - | 56 | 23 | 30 |
| 29 Oct | 6907.60 | 259.4 | -39.45 | - | 9 | 5 | 5 |
| 28 Oct | 6751.35 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 298.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7250.00 | 298.85 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6900 expiring on 28NOV2024
Delta for 6900 PE is -0.71
Historical price for 6900 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 277, which was -11.80 lower than the previous day. The implied volatity was 38.98, the open interest changed by 0 which decreased total open position to 270
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 288.8, which was 0.00 lower than the previous day. The implied volatity was 31.88, the open interest changed by 4 which increased total open position to 270
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 288.8, which was -14.80 lower than the previous day. The implied volatity was 31.88, the open interest changed by 4 which increased total open position to 270
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 303.6, which was 79.75 higher than the previous day. The implied volatity was 37.46, the open interest changed by -17 which decreased total open position to 267
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 223.85, which was -35.45 lower than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 284
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 259.3, which was 27.30 higher than the previous day. The implied volatity was 28.10, the open interest changed by -61 which decreased total open position to 285
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 232, which was 130.00 higher than the previous day. The implied volatity was 33.21, the open interest changed by -5 which decreased total open position to 348
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 102, which was 4.20 higher than the previous day. The implied volatity was 30.27, the open interest changed by -1 which decreased total open position to 351
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 97.8, which was -26.15 lower than the previous day. The implied volatity was 31.69, the open interest changed by -17 which decreased total open position to 362
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 123.95, which was 11.25 higher than the previous day. The implied volatity was 31.41, the open interest changed by 16 which increased total open position to 364
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 112.7, which was -85.00 lower than the previous day. The implied volatity was 29.99, the open interest changed by -9 which decreased total open position to 349
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 197.7, which was -25.30 lower than the previous day. The implied volatity was 34.59, the open interest changed by 89 which increased total open position to 358
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 223, which was -5.70 lower than the previous day. The implied volatity was 39.10, the open interest changed by 131 which increased total open position to 271
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 228.7, which was 4.80 higher than the previous day. The implied volatity was 35.25, the open interest changed by 3 which increased total open position to 139
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 223.9, which was -15.10 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 239, which was -20.40 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 259.4, which was -39.45 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 298.85, 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 Oct SIEMENS was trading at 6776.45. The strike last trading price was 298.85, 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 Oct SIEMENS was trading at 6848.00. The strike last trading price was 298.85, 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 23 Oct SIEMENS was trading at 6872.05. The strike last trading price was 298.85, 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 298.85, 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 298.85, 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 298.85, 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 298.85, 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 298.85, 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 298.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
