SIEMENS
Siemens Ltd
Historical option data for SIEMENS
27 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 5.21
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6546.00 | 52.65 | -29.65 | 28.44 | 1,236 | 56 | 815 | |||
| 26 Dec | 6705.55 | 82.3 | -4.15 | 27.74 | 1,129 | 16 | 759 | |||
| 24 Dec | 6654.90 | 86.45 | -51.60 | 29.31 | 963 | 278 | 741 | |||
| 23 Dec | 6820.75 | 138.05 | -75.15 | 30.12 | 1,299 | 336 | 456 | |||
| 20 Dec | 6868.90 | 213.2 | -406.05 | 33.85 | 255 | 117 | 118 | |||
| 19 Dec | 7632.15 | 619.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 18 Dec | 7667.00 | 619.25 | 131.70 | 21.41 | 1 | 0 | 0 | |||
| 17 Dec | 7790.65 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7916.25 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7749.20 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7436.80 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 487.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 487.55 | 0.00 | 1.72 | 0 | 0 | 0 | |||
| 21 Nov | 6641.65 | 487.55 | 487.55 | 3.50 | 0 | 0 | 0 | |||
| 20 Nov | 6645.65 | 0 | 0.00 | 3.27 | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 0 | 0.00 | 3.27 | 0 | 0 | 0 | |||
| 18 Nov | 6640.20 | 0 | 0.00 | 3.33 | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 0 | 0.00 | 2.56 | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 0 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 0 | 0.00 | 1.79 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 0 | 0.00 | 0.44 | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 0 | 0.55 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7200 expiring on 30JAN2025
Delta for 7200 CE is 0.18
Historical price for 7200 CE is as follows
On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 52.65, which was -29.65 lower than the previous day. The implied volatity was 28.44, the open interest changed by 56 which increased total open position to 815
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 82.3, which was -4.15 lower than the previous day. The implied volatity was 27.74, the open interest changed by 16 which increased total open position to 759
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 86.45, which was -51.60 lower than the previous day. The implied volatity was 29.31, the open interest changed by 278 which increased total open position to 741
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 138.05, which was -75.15 lower than the previous day. The implied volatity was 30.12, the open interest changed by 336 which increased total open position to 456
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 213.2, which was -406.05 lower than the previous day. The implied volatity was 33.85, the open interest changed by 117 which increased total open position to 118
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 619.25, 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 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 619.25, which was 131.70 higher than the previous day. The implied volatity was 21.41, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, 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 487.55, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 487.55, which was 487.55 higher than the previous day. The implied volatity was 3.50, 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 3.27, 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 3.27, 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 3.33, 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 2.56, 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 2.72, 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 1.79, 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 -, 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 -, 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 -, 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 -, 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 0.44, 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 0.55, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 4.61
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6546.00 | 611.5 | 80.70 | 25.32 | 10 | 2 | 42 |
| 26 Dec | 6705.55 | 530.8 | -64.70 | 30.92 | 12 | 8 | 39 |
| 24 Dec | 6654.90 | 595.5 | 144.50 | 34.58 | 19 | 8 | 31 |
| 23 Dec | 6820.75 | 451 | -25.40 | 28.67 | 17 | -9 | 23 |
| 20 Dec | 6868.90 | 476.4 | 376.40 | 37.04 | 86 | 24 | 32 |
| 19 Dec | 7632.15 | 100 | 37.65 | 28.84 | 4 | 0 | 4 |
| 18 Dec | 7667.00 | 62.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7790.65 | 62.35 | -17.65 | 27.85 | 1 | 0 | 4 |
| 16 Dec | 7968.95 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7884.85 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 7916.25 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 7871.00 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 80 | -25.00 | 29.40 | 2 | 0 | 2 |
| 6 Dec | 7787.60 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 7792.45 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 7749.20 | 105 | -20.80 | 28.60 | 1 | 0 | 2 |
| 3 Dec | 7731.00 | 125.8 | -455.95 | 30.80 | 1 | 0 | 1 |
| 27 Nov | 7436.80 | 581.75 | 0.00 | 2.89 | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 581.75 | 581.75 | 2.23 | 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 | 0.07 | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 0 | 0.00 | 1.13 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 0 | 0.00 | 0.26 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 0 | 0.00 | 0.12 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7200 expiring on 30JAN2025
Delta for 7200 PE is -0.85
Historical price for 7200 PE is as follows
On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 611.5, which was 80.70 higher than the previous day. The implied volatity was 25.32, the open interest changed by 2 which increased total open position to 42
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 530.8, which was -64.70 lower than the previous day. The implied volatity was 30.92, the open interest changed by 8 which increased total open position to 39
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 595.5, which was 144.50 higher than the previous day. The implied volatity was 34.58, the open interest changed by 8 which increased total open position to 31
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 451, which was -25.40 lower than the previous day. The implied volatity was 28.67, the open interest changed by -9 which decreased total open position to 23
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 476.4, which was 376.40 higher than the previous day. The implied volatity was 37.04, the open interest changed by 24 which increased total open position to 32
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 100, which was 37.65 higher than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 4
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 62.35, 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 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 62.35, which was -17.65 lower than the previous day. The implied volatity was 27.85, the open interest changed by 0 which decreased total open position to 4
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 80, 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 80, 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 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 80, 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 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 80, 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 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 80, which was -25.00 lower than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 2
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 105, 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 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 105, 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 4 Dec SIEMENS was trading at 7749.20. The strike last trading price was 105, which was -20.80 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 2
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 125.8, which was -455.95 lower than the previous day. The implied volatity was 30.80, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 581.75, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 581.75, which was 581.75 higher than the previous day. The implied volatity was 2.23, 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 0.07, 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 1.13, 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 0.26, 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 0.12, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0
