SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 8.13
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 161.05 | -1.95 | 26.27 | 782 | -52 | 393 | |||
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| 24 Dec | 6654.90 | 163 | -89.00 | 28.10 | 995 | 235 | 443 | |||
| 23 Dec | 6820.75 | 252 | -83.00 | 30.28 | 941 | 168 | 208 | |||
| 20 Dec | 6868.90 | 335 | -485.75 | 33.08 | 153 | 39 | 39 | |||
| 19 Dec | 7632.15 | 820.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7667.00 | 820.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7790.65 | 820.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 820.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 820.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 820.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 820.75 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 6900 expiring on 30JAN2025
Delta for 6900 CE is 0.42
Historical price for 6900 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 161.05, which was -1.95 lower than the previous day. The implied volatity was 26.27, the open interest changed by -52 which decreased total open position to 393
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 163, which was -89.00 lower than the previous day. The implied volatity was 28.10, the open interest changed by 235 which increased total open position to 443
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 252, which was -83.00 lower than the previous day. The implied volatity was 30.28, the open interest changed by 168 which increased total open position to 208
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 335, which was -485.75 lower than the previous day. The implied volatity was 33.08, the open interest changed by 39 which increased total open position to 39
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 820.75, 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 820.75, 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 820.75, 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 820.75, 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 820.75, 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 820.75, 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 820.75, 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 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 8.19
Theta: -2.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 328.25 | -29.75 | 30.93 | 8 | 3 | 50 |
| 24 Dec | 6654.90 | 358 | 60.10 | 30.49 | 81 | 0 | 48 |
| 23 Dec | 6820.75 | 297.9 | -41.50 | 32.38 | 97 | 32 | 46 |
| 20 Dec | 6868.90 | 339.4 | 125.00 | 40.36 | 34 | 13 | 13 |
| 19 Dec | 7632.15 | 214.4 | 0.00 | 7.76 | 0 | 0 | 0 |
| 18 Dec | 7667.00 | 214.4 | 0.00 | 7.81 | 0 | 0 | 0 |
| 17 Dec | 7790.65 | 214.4 | 0.00 | 9.53 | 0 | 0 | 0 |
| 16 Dec | 7968.95 | 214.4 | 0.00 | 10.47 | 0 | 0 | 0 |
| 11 Dec | 7871.00 | 214.4 | 0.00 | 9.44 | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 214.4 | 0.00 | 8.06 | 0 | 0 | 0 |
| 3 Dec | 7731.00 | 214.4 | 7.67 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 6900 expiring on 30JAN2025
Delta for 6900 PE is -0.56
Historical price for 6900 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 328.25, which was -29.75 lower than the previous day. The implied volatity was 30.93, the open interest changed by 3 which increased total open position to 50
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 358, which was 60.10 higher than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 48
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 297.9, which was -41.50 lower than the previous day. The implied volatity was 32.38, the open interest changed by 32 which increased total open position to 46
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 339.4, which was 125.00 higher than the previous day. The implied volatity was 40.36, the open interest changed by 13 which increased total open position to 13
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 214.4, which was 0.00 lower than the previous day. The implied volatity was 7.76, 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 214.4, which was 0.00 lower than the previous day. The implied volatity was 7.81, 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 214.4, which was 0.00 lower than the previous day. The implied volatity was 9.53, 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 214.4, which was 0.00 lower than the previous day. The implied volatity was 10.47, 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 214.4, which was 0.00 lower than the previous day. The implied volatity was 9.44, 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 214.4, which was 0.00 lower than the previous day. The implied volatity was 8.06, 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 214.4, which was lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
