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[--[65.84.65.76]--]
SIEMENS
Siemens Ltd

6668.45 -36.10 (-0.54%)

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Historical option data for SIEMENS

14 Nov 2024 09:23 AM IST
SIEMENS 28NOV2024 7000 CE
Delta: 0.24
Vega: 4.05
Theta: -4.92
Gamma: 0.00
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
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
Delta: -0.75
Vega: 4.17
Theta: -3.32
Gamma: 0.00
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