SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 5.93
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 65.7 | -5.45 | 28.29 | 982 | 124 | 549 | |||
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| 24 Dec | 6654.90 | 71.15 | -48.85 | 29.99 | 796 | 304 | 420 | |||
| 23 Dec | 6820.75 | 120 | -54.05 | 31.34 | 273 | 79 | 115 | |||
| 20 Dec | 6868.90 | 174.05 | -400.95 | 33.21 | 59 | 29 | 34 | |||
| 19 Dec | 7632.15 | 575 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 18 Dec | 7667.00 | 575 | -5.85 | 27.27 | 5 | 4 | 4 | |||
| 17 Dec | 7790.65 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7916.25 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7749.20 | 580.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 580.85 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7300 expiring on 30JAN2025
Delta for 7300 CE is 0.21
Historical price for 7300 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 65.7, which was -5.45 lower than the previous day. The implied volatity was 28.29, the open interest changed by 124 which increased total open position to 549
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 71.15, which was -48.85 lower than the previous day. The implied volatity was 29.99, the open interest changed by 304 which increased total open position to 420
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 120, which was -54.05 lower than the previous day. The implied volatity was 31.34, the open interest changed by 79 which increased total open position to 115
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 174.05, which was -400.95 lower than the previous day. The implied volatity was 33.21, the open interest changed by 29 which increased total open position to 34
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 575, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 575, which was -5.85 lower than the previous day. The implied volatity was 27.27, the open interest changed by 4 which increased total open position to 4
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 580.85, 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 580.85, 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 580.85, 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 580.85, 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 580.85, 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 580.85, 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 580.85, 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 580.85, 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 580.85, 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 580.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 6.92
Theta: -2.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 648.2 | 30.10 | 37.11 | 35 | 16 | 36 |
| 24 Dec | 6654.90 | 618.1 | 93.10 | 25.71 | 1 | 0 | 19 |
| 23 Dec | 6820.75 | 525 | 410.00 | 28.86 | 20 | -2 | 20 |
| 20 Dec | 6868.90 | 115 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 7632.15 | 115 | 3.00 | 27.39 | 1 | 0 | 22 |
| 18 Dec | 7667.00 | 112 | 36.50 | 28.16 | 22 | 17 | 22 |
| 17 Dec | 7790.65 | 75.5 | 0.00 | 0.00 | 0 | 4 | 0 |
| 16 Dec | 7968.95 | 75.5 | -7.85 | 30.61 | 5 | 0 | 1 |
| 13 Dec | 7884.85 | 83.35 | -286.10 | 28.43 | 1 | 0 | 0 |
| 12 Dec | 7916.25 | 369.45 | 0.00 | 6.19 | 0 | 0 | 0 |
| 11 Dec | 7871.00 | 369.45 | 0.00 | 5.73 | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 369.45 | 0.00 | 5.63 | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 369.45 | 0.00 | 4.88 | 0 | 0 | 0 |
| 5 Dec | 7792.45 | 369.45 | 0.00 | 5.04 | 0 | 0 | 0 |
| 4 Dec | 7749.20 | 369.45 | 0.00 | 4.54 | 0 | 0 | 0 |
| 3 Dec | 7731.00 | 369.45 | 4.54 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7300 expiring on 30JAN2025
Delta for 7300 PE is -0.73
Historical price for 7300 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 648.2, which was 30.10 higher than the previous day. The implied volatity was 37.11, the open interest changed by 16 which increased total open position to 36
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 618.1, which was 93.10 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 19
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 525, which was 410.00 higher than the previous day. The implied volatity was 28.86, the open interest changed by -2 which decreased total open position to 20
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 115, 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 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 115, which was 3.00 higher than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 22
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 112, which was 36.50 higher than the previous day. The implied volatity was 28.16, the open interest changed by 17 which increased total open position to 22
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 75.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 75.5, which was -7.85 lower than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 1
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 83.35, which was -286.10 lower than the previous day. The implied volatity was 28.43, 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 369.45, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 369.45, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 369.45, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 369.45, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 369.45, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 369.45, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 369.45, which was lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
