SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 7.77
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 131.95 | -0.05 | 27.09 | 3,388 | -39 | 1,734 | |||
| 24 Dec | 6654.90 | 132 | -77.95 | 29.48 | 4,363 | 1,005 | 1,778 | |||
| 23 Dec | 6820.75 | 209.95 | -77.95 | 30.40 | 3,179 | 403 | 772 | |||
| 20 Dec | 6868.90 | 287.9 | -290.65 | 33.16 | 884 | 363 | 363 | |||
| 19 Dec | 7632.15 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7667.00 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7790.65 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7916.25 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7749.20 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7436.80 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6641.65 | 578.55 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 20 Nov | 6645.65 | 578.55 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 578.55 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 18 Nov | 6640.20 | 578.55 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 578.55 | 0.00 | 1.12 | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 578.55 | 0.00 | 1.30 | 0 | 0 | 0 | |||
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| 12 Nov | 6799.45 | 578.55 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 578.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 578.55 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7000 expiring on 30JAN2025
Delta for 7000 CE is 0.36
Historical price for 7000 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 131.95, which was -0.05 lower than the previous day. The implied volatity was 27.09, the open interest changed by -39 which decreased total open position to 1734
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 132, which was -77.95 lower than the previous day. The implied volatity was 29.48, the open interest changed by 1005 which increased total open position to 1778
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 209.95, which was -77.95 lower than the previous day. The implied volatity was 30.40, the open interest changed by 403 which increased total open position to 772
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 287.9, which was -290.65 lower than the previous day. The implied volatity was 33.16, the open interest changed by 363 which increased total open position to 363
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 578.55, 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 578.55, 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 578.55, 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 578.55, 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 Dec SIEMENS was trading at 7884.85. The strike last trading price was 578.55, 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 Dec SIEMENS was trading at 7916.25. The strike last trading price was 578.55, 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 578.55, 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 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 578.55, 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 578.55, 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 Dec SIEMENS was trading at 7792.45. The strike last trading price was 578.55, 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 Dec SIEMENS was trading at 7749.20. The strike last trading price was 578.55, 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 578.55, 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 578.55, 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 578.55, 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 578.55, 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 578.55, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 578.55, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 578.55, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 578.55, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 578.55, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 578.55, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 578.55, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 578.55, 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 578.55, 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 578.55, 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 578.55, 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 578.55, 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 578.55, 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 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 7.77
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 360.3 | -64.70 | 27.11 | 329 | -2 | 375 |
| 24 Dec | 6654.90 | 425 | 70.35 | 30.80 | 385 | 49 | 377 |
| 23 Dec | 6820.75 | 354.65 | 4.65 | 32.49 | 603 | 4 | 324 |
| 20 Dec | 6868.90 | 350 | 294.00 | 35.91 | 1,189 | 308 | 320 |
| 19 Dec | 7632.15 | 56 | 6.00 | 28.03 | 5 | 1 | 11 |
| 18 Dec | 7667.00 | 50 | 0.00 | 28.21 | 2 | 0 | 9 |
| 17 Dec | 7790.65 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 7968.95 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7884.85 | 50 | 0.00 | 31.06 | 1 | 0 | 9 |
| 12 Dec | 7916.25 | 50 | -9.00 | 31.66 | 1 | 0 | 8 |
| 11 Dec | 7871.00 | 59 | -1.00 | 31.57 | 5 | -3 | 10 |
| 9 Dec | 7842.05 | 60 | 0.00 | 31.43 | 1 | 0 | 13 |
| 6 Dec | 7787.60 | 60 | -14.45 | 29.09 | 2 | -1 | 13 |
| 5 Dec | 7792.45 | 74.45 | -6.30 | 31.26 | 4 | 3 | 13 |
| 4 Dec | 7749.20 | 80.75 | 0.75 | 30.76 | 2 | 1 | 9 |
| 3 Dec | 7731.00 | 80 | -396.35 | 30.49 | 8 | 0 | 0 |
| 27 Nov | 7436.80 | 476.35 | 0.00 | 4.39 | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 476.35 | 476.35 | 3.82 | 0 | 0 | 0 |
| 22 Nov | 6849.40 | 0 | 0.00 | - | 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 | 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 | 1.56 | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 0 | 0.00 | 2.51 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 0 | 0.00 | 1.69 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 0 | 0.00 | 1.56 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 0 | 0.00 | 1.14 | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 0 | 1.00 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7000 expiring on 30JAN2025
Delta for 7000 PE is -0.64
Historical price for 7000 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 360.3, which was -64.70 lower than the previous day. The implied volatity was 27.11, the open interest changed by -2 which decreased total open position to 375
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 425, which was 70.35 higher than the previous day. The implied volatity was 30.80, the open interest changed by 49 which increased total open position to 377
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 354.65, which was 4.65 higher than the previous day. The implied volatity was 32.49, the open interest changed by 4 which increased total open position to 324
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 350, which was 294.00 higher than the previous day. The implied volatity was 35.91, the open interest changed by 308 which increased total open position to 320
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 56, which was 6.00 higher than the previous day. The implied volatity was 28.03, the open interest changed by 1 which increased total open position to 11
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 9
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 9
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 50, which was -9.00 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 8
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 59, which was -1.00 lower than the previous day. The implied volatity was 31.57, the open interest changed by -3 which decreased total open position to 10
On 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 13
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 60, which was -14.45 lower than the previous day. The implied volatity was 29.09, the open interest changed by -1 which decreased total open position to 13
On 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 74.45, which was -6.30 lower than the previous day. The implied volatity was 31.26, the open interest changed by 3 which increased total open position to 13
On 4 Dec SIEMENS was trading at 7749.20. The strike last trading price was 80.75, which was 0.75 higher than the previous day. The implied volatity was 30.76, the open interest changed by 1 which increased total open position to 9
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 80, which was -396.35 lower than the previous day. The implied volatity was 30.49, 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 476.35, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 476.35, which was 476.35 higher than the previous day. The implied volatity was 3.82, 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 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 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 -, 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 1.56, 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 2.51, 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 1.69, 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 1.56, 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 1.14, 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 1.00, the open interest changed by 0 which decreased total open position to 0
