SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 7100 CE | ||||||||||
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Delta: 0.11
Vega: 1.78
Theta: -4.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 17.7 | -1.05 | 35.27 | 192.5 | -6 | 396.5 | |||
| 20 Nov | 6645.65 | 18.75 | 0.00 | 33.21 | 385 | 56 | 402.5 | |||
| 19 Nov | 6645.65 | 18.75 | -2.90 | 33.21 | 385 | 56 | 402.5 | |||
| 18 Nov | 6640.20 | 21.65 | -24.20 | 31.95 | 385 | 88 | 409.5 | |||
| 14 Nov | 6736.85 | 45.85 | -4.10 | 28.47 | 311.5 | -23.5 | 321.5 | |||
| 13 Nov | 6704.55 | 49.95 | -16.85 | 32.12 | 612 | 21.5 | 344.5 | |||
| 12 Nov | 6799.45 | 66.8 | -94.25 | 29.61 | 572 | 94.5 | 322 | |||
| 11 Nov | 7046.05 | 161.05 | -53.15 | 27.22 | 672 | 68 | 227.5 | |||
| 8 Nov | 7174.35 | 214.2 | 22.25 | 26.11 | 1,148.5 | -189 | 158 | |||
| 7 Nov | 7073.45 | 191.95 | -22.00 | 28.28 | 934 | 43.5 | 340 | |||
| 6 Nov | 7050.60 | 213.95 | 47.90 | 29.25 | 1,988.5 | 214.5 | 299.5 | |||
| 5 Nov | 6957.65 | 166.05 | -35.95 | 30.98 | 160 | 42 | 85.5 | |||
| 4 Nov | 6954.00 | 202 | -12.10 | 33.74 | 113 | 14.5 | 43.5 | |||
| 1 Nov | 6949.10 | 214.1 | -17.25 | 35.88 | 11.5 | -4 | 29 | |||
| 31 Oct | 6976.30 | 231.35 | 7.70 | - | 143 | 17 | 33 | |||
| 30 Oct | 6930.05 | 223.65 | 13.65 | - | 70 | 14 | 17 | |||
| 29 Oct | 6907.60 | 210 | -247.30 | - | 3 | 2 | 2 | |||
| 28 Oct | 6751.35 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6872.05 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 7238.70 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7717.65 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7986.30 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 7870.05 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7725.40 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7686.75 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 6998.15 | 457.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7250.00 | 457.3 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7100 expiring on 28NOV2024
Delta for 7100 CE is 0.11
Historical price for 7100 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 17.7, which was -1.05 lower than the previous day. The implied volatity was 35.27, the open interest changed by -12 which decreased total open position to 793
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 33.21, the open interest changed by 112 which increased total open position to 805
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 18.75, which was -2.90 lower than the previous day. The implied volatity was 33.21, the open interest changed by 112 which increased total open position to 805
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 21.65, which was -24.20 lower than the previous day. The implied volatity was 31.95, the open interest changed by 176 which increased total open position to 819
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 45.85, which was -4.10 lower than the previous day. The implied volatity was 28.47, the open interest changed by -47 which decreased total open position to 643
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 49.95, which was -16.85 lower than the previous day. The implied volatity was 32.12, the open interest changed by 43 which increased total open position to 689
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 66.8, which was -94.25 lower than the previous day. The implied volatity was 29.61, the open interest changed by 189 which increased total open position to 644
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 161.05, which was -53.15 lower than the previous day. The implied volatity was 27.22, the open interest changed by 136 which increased total open position to 455
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 214.2, which was 22.25 higher than the previous day. The implied volatity was 26.11, the open interest changed by -378 which decreased total open position to 316
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 191.95, which was -22.00 lower than the previous day. The implied volatity was 28.28, the open interest changed by 87 which increased total open position to 680
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 213.95, which was 47.90 higher than the previous day. The implied volatity was 29.25, the open interest changed by 429 which increased total open position to 599
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 166.05, which was -35.95 lower than the previous day. The implied volatity was 30.98, the open interest changed by 84 which increased total open position to 171
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 202, which was -12.10 lower than the previous day. The implied volatity was 33.74, the open interest changed by 29 which increased total open position to 87
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 214.1, which was -17.25 lower than the previous day. The implied volatity was 35.88, the open interest changed by -8 which decreased total open position to 58
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 231.35, which was 7.70 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 223.65, which was 13.65 higher 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 210, which was -247.30 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, 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 457.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 2.35
Theta: -5.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 449.85 | 24.85 | 44.33 | 4 | 0.5 | 64 |
| 20 Nov | 6645.65 | 425 | 0.00 | - | 2.5 | -1 | 64 |
| 19 Nov | 6645.65 | 425 | -47.05 | - | 2.5 | -0.5 | 64 |
| 18 Nov | 6640.20 | 472.05 | 57.05 | 41.51 | 1 | 0 | 64.5 |
| 14 Nov | 6736.85 | 415 | -3.10 | 41.91 | 1.5 | 0 | 65.5 |
| 13 Nov | 6704.55 | 418.1 | 60.00 | 29.70 | 13.5 | -0.5 | 70 |
| 12 Nov | 6799.45 | 358.1 | 169.85 | 32.21 | 167 | -30.5 | 70.5 |
| 11 Nov | 7046.05 | 188.25 | 16.25 | 30.22 | 529.5 | 21 | 102.5 |
| 8 Nov | 7174.35 | 172 | -28.00 | 31.40 | 462.5 | 17.5 | 82 |
| 7 Nov | 7073.45 | 200 | 1.00 | 29.75 | 104.5 | 16 | 65 |
| 6 Nov | 7050.60 | 199 | -106.00 | 30.35 | 130.5 | 44 | 47 |
| 5 Nov | 6957.65 | 305 | 6.70 | 35.03 | 1 | 0.5 | 3 |
| 4 Nov | 6954.00 | 298.3 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 6949.10 | 298.3 | -26.70 | 30.65 | 0.5 | 0 | 2 |
| 31 Oct | 6976.30 | 325 | -66.15 | - | 2 | 1 | 1 |
| 30 Oct | 6930.05 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6907.60 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7986.30 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7870.05 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7725.40 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7686.75 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 6998.15 | 391.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7250.00 | 391.15 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7100 expiring on 28NOV2024
Delta for 7100 PE is -0.83
Historical price for 7100 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 449.85, which was 24.85 higher than the previous day. The implied volatity was 44.33, the open interest changed by 1 which increased total open position to 128
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 425, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 128
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 425, which was -47.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 128
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 472.05, which was 57.05 higher than the previous day. The implied volatity was 41.51, the open interest changed by 0 which decreased total open position to 129
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 415, which was -3.10 lower than the previous day. The implied volatity was 41.91, the open interest changed by 0 which decreased total open position to 131
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 418.1, which was 60.00 higher than the previous day. The implied volatity was 29.70, the open interest changed by -1 which decreased total open position to 140
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 358.1, which was 169.85 higher than the previous day. The implied volatity was 32.21, the open interest changed by -61 which decreased total open position to 141
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 188.25, which was 16.25 higher than the previous day. The implied volatity was 30.22, the open interest changed by 42 which increased total open position to 205
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 172, which was -28.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by 35 which increased total open position to 164
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 200, which was 1.00 higher than the previous day. The implied volatity was 29.75, the open interest changed by 32 which increased total open position to 130
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 199, which was -106.00 lower than the previous day. The implied volatity was 30.35, the open interest changed by 88 which increased total open position to 94
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 305, which was 6.70 higher than the previous day. The implied volatity was 35.03, the open interest changed by 1 which increased total open position to 6
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 298.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 298.3, which was -26.70 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 4
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 325, which was -66.15 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 391.15, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 391.15, 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 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, 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 391.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
