SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:12 PM IST
SIEMENS 28NOV2024 7200 CE | ||||||||||
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Delta: 0.08
Vega: 1.32
Theta: -3.58
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 6641.65 | 11.25 | -0.85 | 36.62 | 445 | -46.5 | 401.5 | |||
20 Nov | 6645.65 | 12.1 | 0.00 | 34.71 | 267 | -0.5 | 448.5 | |||
19 Nov | 6645.65 | 12.1 | -2.45 | 34.71 | 267 | 0 | 448.5 | |||
18 Nov | 6640.20 | 14.55 | -16.55 | 33.20 | 340.5 | -14 | 449 | |||
14 Nov | 6736.85 | 31.1 | -4.50 | 29.14 | 398.5 | -75.5 | 464.5 | |||
13 Nov | 6704.55 | 35.6 | -11.40 | 32.72 | 822.5 | -34 | 540.5 | |||
12 Nov | 6799.45 | 47 | -74.00 | 30.00 | 850.5 | 187 | 575 | |||
11 Nov | 7046.05 | 121 | -48.60 | 27.73 | 702 | 56.5 | 387 | |||
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8 Nov | 7174.35 | 169.6 | 18.60 | 27.07 | 1,378 | 58 | 323.5 | |||
7 Nov | 7073.45 | 151 | -17.60 | 28.81 | 361.5 | -3.5 | 265 | |||
6 Nov | 7050.60 | 168.6 | 40.85 | 29.37 | 618 | 19.5 | 268.5 | |||
5 Nov | 6957.65 | 127.75 | -38.85 | 30.74 | 364 | 23.5 | 253.5 | |||
4 Nov | 6954.00 | 166.6 | -3.80 | 34.31 | 887 | 91 | 229.5 | |||
1 Nov | 6949.10 | 170.4 | -27.60 | 35.34 | 28 | 8.5 | 141.5 | |||
31 Oct | 6976.30 | 198 | 8.40 | - | 173 | 39 | 133 | |||
30 Oct | 6930.05 | 189.6 | 4.60 | - | 120 | 14 | 92 | |||
29 Oct | 6907.60 | 185 | 54.90 | - | 111 | 27 | 77 | |||
28 Oct | 6751.35 | 130.1 | -44.85 | - | 56 | 21 | 48 | |||
25 Oct | 6776.45 | 174.95 | -15.05 | - | 25 | 7 | 27 | |||
24 Oct | 6848.00 | 190 | 0.00 | - | 23 | 10 | 19 | |||
23 Oct | 6872.05 | 190 | -237.25 | - | 15 | 7 | 7 | |||
22 Oct | 7238.70 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 7481.60 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 7803.00 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 7717.65 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 7986.30 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 7870.05 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 7725.40 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 7686.75 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 7677.20 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 7372.15 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 6998.15 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 7250.00 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
26 Sept | 7077.25 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
25 Sept | 7177.00 | 427.25 | 0.00 | - | 0 | 0 | 0 | |||
24 Sept | 7095.70 | 427.25 | 427.25 | - | 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 7200 expiring on 28NOV2024
Delta for 7200 CE is 0.08
Historical price for 7200 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 11.25, which was -0.85 lower than the previous day. The implied volatity was 36.62, the open interest changed by -93 which decreased total open position to 803
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 34.71, the open interest changed by -1 which decreased total open position to 897
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 12.1, which was -2.45 lower than the previous day. The implied volatity was 34.71, the open interest changed by 0 which decreased total open position to 897
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 14.55, which was -16.55 lower than the previous day. The implied volatity was 33.20, the open interest changed by -28 which decreased total open position to 898
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 31.1, which was -4.50 lower than the previous day. The implied volatity was 29.14, the open interest changed by -151 which decreased total open position to 929
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 35.6, which was -11.40 lower than the previous day. The implied volatity was 32.72, the open interest changed by -68 which decreased total open position to 1081
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 47, which was -74.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 374 which increased total open position to 1150
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 121, which was -48.60 lower than the previous day. The implied volatity was 27.73, the open interest changed by 113 which increased total open position to 774
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 169.6, which was 18.60 higher than the previous day. The implied volatity was 27.07, the open interest changed by 116 which increased total open position to 647
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 151, which was -17.60 lower than the previous day. The implied volatity was 28.81, the open interest changed by -7 which decreased total open position to 530
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 168.6, which was 40.85 higher than the previous day. The implied volatity was 29.37, the open interest changed by 39 which increased total open position to 537
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 127.75, which was -38.85 lower than the previous day. The implied volatity was 30.74, the open interest changed by 47 which increased total open position to 507
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 166.6, which was -3.80 lower than the previous day. The implied volatity was 34.31, the open interest changed by 182 which increased total open position to 459
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 170.4, which was -27.60 lower than the previous day. The implied volatity was 35.34, the open interest changed by 17 which increased total open position to 283
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 198, which was 8.40 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 189.6, which was 4.60 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 185, which was 54.90 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 130.1, which was -44.85 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 174.95, which was -15.05 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 190, 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 190, which was -237.25 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, 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 427.25, which was 427.25 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
SIEMENS 28NOV2024 7200 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 6641.65 | 435 | 0.00 | 0.00 | 0 | -1.5 | 0 |
20 Nov | 6645.65 | 435 | 0.00 | - | 3.5 | -1.5 | 65 |
19 Nov | 6645.65 | 435 | -140.00 | - | 3.5 | -1 | 65 |
18 Nov | 6640.20 | 575 | 79.70 | 48.25 | 13 | 0 | 66 |
14 Nov | 6736.85 | 495.3 | 0.30 | 43.24 | 6 | -2.5 | 66 |
13 Nov | 6704.55 | 495 | 54.95 | 26.68 | 3.5 | -2 | 68.5 |
12 Nov | 6799.45 | 440.05 | 197.90 | 33.49 | 48 | 0 | 71.5 |
11 Nov | 7046.05 | 242.15 | 17.15 | 29.85 | 152 | 6 | 70.5 |
8 Nov | 7174.35 | 225 | -32.30 | 31.98 | 152 | 19.5 | 66 |
7 Nov | 7073.45 | 257.3 | -2.70 | 30.11 | 18 | 1 | 47 |
6 Nov | 7050.60 | 260 | -178.95 | 31.48 | 33 | 21.5 | 46 |
5 Nov | 6957.65 | 438.95 | 56.95 | 45.76 | 10 | 6.5 | 24.5 |
4 Nov | 6954.00 | 382 | -8.00 | 38.86 | 6 | 3 | 16.5 |
1 Nov | 6949.10 | 390 | 0.00 | 34.28 | 0.5 | 0 | 13 |
31 Oct | 6976.30 | 390 | -15.10 | - | 3 | 2 | 12 |
30 Oct | 6930.05 | 405.1 | -65.20 | - | 7 | 5 | 9 |
29 Oct | 6907.60 | 470.3 | 74.30 | - | 3 | 1 | 4 |
28 Oct | 6751.35 | 396 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 6776.45 | 396 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 6848.00 | 396 | 0.00 | - | 0 | 1 | 0 |
23 Oct | 6872.05 | 396 | 197.00 | - | 1 | 0 | 2 |
22 Oct | 7238.70 | 199 | -51.00 | - | 1 | 0 | 1 |
21 Oct | 7481.60 | 250 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 7803.00 | 250 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 7717.65 | 250 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 7986.30 | 250 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 7870.05 | 250 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 7725.40 | 250 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 7686.75 | 250 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 7677.20 | 250 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 7372.15 | 250 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 6998.15 | 250 | -378.40 | - | 0 | 0 | 0 |
30 Sept | 7250.00 | 628.4 | 628.40 | - | 0 | 0 | 0 |
26 Sept | 7077.25 | 0 | 0.00 | - | 0 | 0 | 0 |
25 Sept | 7177.00 | 0 | 0.00 | - | 0 | 0 | 0 |
24 Sept | 7095.70 | 0 | 0.00 | - | 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 7200 expiring on 28NOV2024
Delta for 7200 PE is 0.00
Historical price for 7200 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 435, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 435, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 130
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 435, which was -140.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 130
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 575, which was 79.70 higher than the previous day. The implied volatity was 48.25, the open interest changed by 0 which decreased total open position to 132
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 495.3, which was 0.30 higher than the previous day. The implied volatity was 43.24, the open interest changed by -5 which decreased total open position to 132
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 495, which was 54.95 higher than the previous day. The implied volatity was 26.68, the open interest changed by -4 which decreased total open position to 137
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 440.05, which was 197.90 higher than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 143
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 242.15, which was 17.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by 12 which increased total open position to 141
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 225, which was -32.30 lower than the previous day. The implied volatity was 31.98, the open interest changed by 39 which increased total open position to 132
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 257.3, which was -2.70 lower than the previous day. The implied volatity was 30.11, the open interest changed by 2 which increased total open position to 94
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 260, which was -178.95 lower than the previous day. The implied volatity was 31.48, the open interest changed by 43 which increased total open position to 92
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 438.95, which was 56.95 higher than the previous day. The implied volatity was 45.76, the open interest changed by 13 which increased total open position to 49
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 382, which was -8.00 lower than the previous day. The implied volatity was 38.86, the open interest changed by 6 which increased total open position to 33
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 390, which was 0.00 lower than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 26
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 390, which was -15.10 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 405.1, which was -65.20 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 470.3, which was 74.30 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 396, 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 396, 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 396, 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 396, which was 197.00 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 199, which was -51.00 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 250, 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 250, 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 250, 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 250, 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 250, 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 250, 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 250, 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 250, 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 250, 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 250, which was -378.40 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 628.4, which was 628.40 higher 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 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 25 Sept SIEMENS was trading at 7177.00. 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 24 Sept SIEMENS was trading at 7095.70. 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 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