SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 09:23 AM IST
SIEMENS 28NOV2024 7000 CE | ||||||||||
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Delta: 0.24
Vega: 4.05
Theta: -4.92
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 6653.00 | 56 | -9.65 | 31.69 | 80.5 | 13.5 | 626 | |||
13 Nov | 6704.55 | 65.65 | -24.40 | 30.69 | 1,012 | 147.5 | 614.5 | |||
12 Nov | 6799.45 | 90.05 | -124.95 | 28.62 | 1,214.5 | 158.5 | 478.5 | |||
11 Nov | 7046.05 | 215 | -60.20 | 27.47 | 343 | 17.5 | 319 | |||
8 Nov | 7174.35 | 275.2 | 34.20 | 26.28 | 634 | -133 | 301.5 | |||
7 Nov | 7073.45 | 241 | -21.80 | 27.73 | 461.5 | -17 | 433.5 | |||
6 Nov | 7050.60 | 262.8 | 56.65 | 28.49 | 1,456 | -27.5 | 452 | |||
5 Nov | 6957.65 | 206.15 | -34.90 | 30.46 | 1,013 | 50.5 | 480 | |||
4 Nov | 6954.00 | 241.05 | -10.95 | 32.80 | 1,309 | 91.5 | 430 | |||
1 Nov | 6949.10 | 252 | -32.00 | 35.48 | 160 | 48 | 340 | |||
31 Oct | 6976.30 | 284 | 16.05 | - | 734 | 78 | 292 | |||
30 Oct | 6930.05 | 267.95 | -12.00 | - | 1,133 | 65 | 216 | |||
29 Oct | 6907.60 | 279.95 | 82.65 | - | 323 | 21 | 166 | |||
28 Oct | 6751.35 | 197.3 | -37.85 | - | 135 | 32 | 144 | |||
25 Oct | 6776.45 | 235.15 | -33.85 | - | 117 | 14 | 112 | |||
24 Oct | 6848.00 | 269 | 7.00 | - | 221 | 66 | 99 | |||
23 Oct | 6872.05 | 262 | -249.95 | - | 41 | 31 | 31 | |||
22 Oct | 7238.70 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 7481.60 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 7803.00 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 7717.65 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 7986.30 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 7870.05 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 7725.40 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 7749.90 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 7686.75 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 7677.20 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 7372.15 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 6998.15 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 7246.85 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 7346.40 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 7511.70 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
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30 Sept | 7250.00 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
26 Sept | 7077.25 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
25 Sept | 7177.00 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
24 Sept | 7095.70 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
19 Sept | 6725.65 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
9 Sept | 6558.25 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
4 Sept | 6758.80 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
3 Sept | 6768.80 | 511.95 | 0.00 | - | 0 | 0 | 0 | |||
2 Sept | 6779.60 | 511.95 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 7000 expiring on 28NOV2024
Delta for 7000 CE is 0.24
Historical price for 7000 CE is as follows
On 14 Nov SIEMENS was trading at 6653.00. The strike last trading price was 56, which was -9.65 lower than the previous day. The implied volatity was 31.69, the open interest changed by 27 which increased total open position to 1252
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 65.65, which was -24.40 lower than the previous day. The implied volatity was 30.69, the open interest changed by 295 which increased total open position to 1229
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 90.05, which was -124.95 lower than the previous day. The implied volatity was 28.62, the open interest changed by 317 which increased total open position to 957
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 215, which was -60.20 lower than the previous day. The implied volatity was 27.47, the open interest changed by 35 which increased total open position to 638
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 275.2, which was 34.20 higher than the previous day. The implied volatity was 26.28, the open interest changed by -266 which decreased total open position to 603
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 241, which was -21.80 lower than the previous day. The implied volatity was 27.73, the open interest changed by -34 which decreased total open position to 867
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 262.8, which was 56.65 higher than the previous day. The implied volatity was 28.49, the open interest changed by -55 which decreased total open position to 904
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 206.15, which was -34.90 lower than the previous day. The implied volatity was 30.46, the open interest changed by 101 which increased total open position to 960
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 241.05, which was -10.95 lower than the previous day. The implied volatity was 32.80, the open interest changed by 183 which increased total open position to 860
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 252, which was -32.00 lower than the previous day. The implied volatity was 35.48, the open interest changed by 96 which increased total open position to 680
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 284, which was 16.05 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 267.95, which was -12.00 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 279.95, which was 82.65 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 197.3, which was -37.85 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 235.15, which was -33.85 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 269, which was 7.00 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 262, which was -249.95 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 511.95, 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 21 Oct SIEMENS was trading at 7481.60. The strike last trading price was 511.95, 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 18 Oct SIEMENS was trading at 7803.00. The strike last trading price was 511.95, 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 17 Oct SIEMENS was trading at 7717.65. The strike last trading price was 511.95, 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 16 Oct SIEMENS was trading at 7986.30. The strike last trading price was 511.95, 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 15 Oct SIEMENS was trading at 7870.05. The strike last trading price was 511.95, 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 14 Oct SIEMENS was trading at 7725.40. The strike last trading price was 511.95, 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 11 Oct SIEMENS was trading at 7749.90. The strike last trading price was 511.95, 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 10 Oct SIEMENS was trading at 7686.75. The strike last trading price was 511.95, 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 511.95, 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 511.95, 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 7 Oct SIEMENS was trading at 6998.15. The strike last trading price was 511.95, 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 Oct SIEMENS was trading at 7246.85. The strike last trading price was 511.95, 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 Oct SIEMENS was trading at 7346.40. The strike last trading price was 511.95, 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 1 Oct SIEMENS was trading at 7511.70. The strike last trading price was 511.95, 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 511.95, 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 511.95, 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 511.95, 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 511.95, 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 511.95, 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 511.95, 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 511.95, 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 511.95, 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 2 Sept SIEMENS was trading at 6779.60. The strike last trading price was 511.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
SIEMENS 28NOV2024 7000 PE | |||||||
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Delta: -0.75
Vega: 4.17
Theta: -3.32
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 6653.00 | 375.25 | 46.80 | 32.76 | 6 | 0 | 384 |
13 Nov | 6704.55 | 328.45 | 33.45 | 27.25 | 133.5 | -42 | 384 |
12 Nov | 6799.45 | 295 | 157.90 | 33.44 | 1,480.5 | -61 | 426.5 |
11 Nov | 7046.05 | 137.1 | 6.75 | 29.61 | 757.5 | 4.5 | 490 |
8 Nov | 7174.35 | 130.35 | -29.45 | 31.39 | 526.5 | 87.5 | 488.5 |
7 Nov | 7073.45 | 159.8 | 9.65 | 30.79 | 333.5 | 32.5 | 401 |
6 Nov | 7050.60 | 150.15 | -97.85 | 29.89 | 306 | 61.5 | 367 |
5 Nov | 6957.65 | 248 | -22.60 | 34.79 | 178.5 | 39 | 307 |
4 Nov | 6954.00 | 270.6 | -45.25 | 39.05 | 190.5 | 19 | 267 |
1 Nov | 6949.10 | 315.85 | 50.85 | 40.17 | 49.5 | 23.5 | 248.5 |
31 Oct | 6976.30 | 265 | -29.00 | - | 155 | 51 | 223 |
30 Oct | 6930.05 | 294 | -3.20 | - | 136 | 62 | 168 |
29 Oct | 6907.60 | 297.2 | -79.15 | - | 26 | 13 | 106 |
28 Oct | 6751.35 | 376.35 | -48.65 | - | 43 | 27 | 93 |
25 Oct | 6776.45 | 425 | 75.00 | - | 10 | 1 | 66 |
24 Oct | 6848.00 | 350 | -6.00 | - | 65 | -1 | 64 |
23 Oct | 6872.05 | 356 | 187.20 | - | 101 | 11 | 66 |
22 Oct | 7238.70 | 168.8 | 65.80 | - | 53 | 27 | 54 |
21 Oct | 7481.60 | 103 | 52.45 | - | 26 | 12 | 26 |
18 Oct | 7803.00 | 50.55 | -0.25 | - | 2 | 0 | 15 |
17 Oct | 7717.65 | 50.8 | 5.80 | - | 11 | 8 | 15 |
16 Oct | 7986.30 | 45 | 3.00 | - | 2 | 0 | 7 |
15 Oct | 7870.05 | 42 | -8.00 | - | 2 | 0 | 7 |
14 Oct | 7725.40 | 50 | -13.00 | - | 9 | -1 | 6 |
11 Oct | 7749.90 | 63 | -22.00 | - | 1 | 0 | 7 |
10 Oct | 7686.75 | 85 | 7.00 | - | 1 | 0 | 7 |
9 Oct | 7677.20 | 78 | -80.35 | - | 5 | -1 | 6 |
8 Oct | 7372.15 | 158.35 | -21.65 | - | 4 | 3 | 8 |
7 Oct | 6998.15 | 180 | 0.00 | - | 1 | 0 | 4 |
4 Oct | 7246.85 | 180 | 40.00 | - | 1 | 0 | 3 |
3 Oct | 7346.40 | 140 | 20.00 | - | 1 | 0 | 3 |
1 Oct | 7511.70 | 120 | -95.00 | - | 3 | 0 | 1 |
30 Sept | 7250.00 | 215 | -301.75 | - | 1 | 0 | 0 |
26 Sept | 7077.25 | 516.75 | 0.00 | - | 0 | 0 | 0 |
25 Sept | 7177.00 | 516.75 | 0.00 | - | 0 | 0 | 0 |
24 Sept | 7095.70 | 516.75 | 516.75 | - | 0 | 0 | 0 |
19 Sept | 6725.65 | 0 | 0.00 | - | 0 | 0 | 0 |
9 Sept | 6558.25 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Sept | 6758.80 | 0 | 0.00 | - | 0 | 0 | 0 |
3 Sept | 6768.80 | 0 | 0.00 | - | 0 | 0 | 0 |
2 Sept | 6779.60 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 7000 expiring on 28NOV2024
Delta for 7000 PE is -0.75
Historical price for 7000 PE is as follows
On 14 Nov SIEMENS was trading at 6653.00. The strike last trading price was 375.25, which was 46.80 higher than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 768
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 328.45, which was 33.45 higher than the previous day. The implied volatity was 27.25, the open interest changed by -84 which decreased total open position to 768
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 295, which was 157.90 higher than the previous day. The implied volatity was 33.44, the open interest changed by -122 which decreased total open position to 853
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 137.1, which was 6.75 higher than the previous day. The implied volatity was 29.61, the open interest changed by 9 which increased total open position to 980
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 130.35, which was -29.45 lower than the previous day. The implied volatity was 31.39, the open interest changed by 175 which increased total open position to 977
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 159.8, which was 9.65 higher than the previous day. The implied volatity was 30.79, the open interest changed by 65 which increased total open position to 802
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 150.15, which was -97.85 lower than the previous day. The implied volatity was 29.89, the open interest changed by 123 which increased total open position to 734
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 248, which was -22.60 lower than the previous day. The implied volatity was 34.79, the open interest changed by 78 which increased total open position to 614
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 270.6, which was -45.25 lower than the previous day. The implied volatity was 39.05, the open interest changed by 38 which increased total open position to 534
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 315.85, which was 50.85 higher than the previous day. The implied volatity was 40.17, the open interest changed by 47 which increased total open position to 497
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 265, which was -29.00 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 294, which was -3.20 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 297.2, which was -79.15 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 376.35, which was -48.65 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 425, which was 75.00 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 350, which was -6.00 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 356, which was 187.20 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 168.8, which was 65.80 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 103, which was 52.45 higher 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 50.55, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SIEMENS was trading at 7717.65. The strike last trading price was 50.8, which was 5.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SIEMENS was trading at 7986.30. The strike last trading price was 45, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SIEMENS was trading at 7870.05. The strike last trading price was 42, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SIEMENS was trading at 7725.40. The strike last trading price was 50, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SIEMENS was trading at 7749.90. The strike last trading price was 63, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SIEMENS was trading at 7686.75. The strike last trading price was 85, which was 7.00 higher 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 78, which was -80.35 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 158.35, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SIEMENS was trading at 6998.15. The strike last trading price was 180, 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 Oct SIEMENS was trading at 7246.85. The strike last trading price was 180, 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 3 Oct SIEMENS was trading at 7346.40. The strike last trading price was 140, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SIEMENS was trading at 7511.70. The strike last trading price was 120, which was -95.00 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 215, which was -301.75 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 516.75, 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 516.75, 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 516.75, which was 516.75 higher 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 0, 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 0, 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 0, 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 0, 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 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