SIEMENS
Siemens Ltd
Historical option data for SIEMENS
20 Dec 2024 04:12 PM IST
| SIEMENS 26DEC2024 7300 CE | ||||||||||
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Delta: 0.16
Vega: 2.15
Theta: -7.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6868.90 | 31.05 | -323.95 | 42.84 | 10,489 | 1,037 | 1,143 | |||
| 19 Dec | 7632.15 | 355 | -85.00 | 29.50 | 8 | -7 | 106 | |||
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| 18 Dec | 7667.00 | 440 | -97.50 | 39.34 | 2 | 0 | 115 | |||
| 17 Dec | 7790.65 | 537.5 | -132.50 | - | 22 | 4 | 112 | |||
| 16 Dec | 7968.95 | 670 | 0.00 | - | 4 | 0 | 108 | |||
| 13 Dec | 7884.85 | 670 | 15.00 | 46.77 | 4 | 0 | 111 | |||
| 12 Dec | 7916.25 | 655 | 71.25 | 25.70 | 49 | 0 | 139 | |||
| 11 Dec | 7871.00 | 583.75 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 7890.40 | 583.75 | -16.25 | - | 8 | -1 | 139 | |||
| 9 Dec | 7842.05 | 600 | 20.00 | 19.52 | 20 | 1 | 140 | |||
| 6 Dec | 7787.60 | 580 | -6.00 | 32.93 | 23 | -10 | 139 | |||
| 5 Dec | 7792.45 | 586 | 36.00 | 29.79 | 24 | -6 | 145 | |||
| 4 Dec | 7749.20 | 550 | 41.00 | 32.01 | 88 | 4 | 153 | |||
| 3 Dec | 7731.00 | 509 | 100.70 | 21.64 | 59 | -9 | 150 | |||
| 2 Dec | 7563.20 | 408.3 | -13.25 | 27.35 | 82 | -15 | 159 | |||
| 29 Nov | 7560.85 | 421.55 | 68.60 | 28.32 | 269 | -30 | 174 | |||
| 28 Nov | 7420.00 | 352.95 | -1.25 | 30.74 | 413 | -56 | 207 | |||
| 27 Nov | 7436.80 | 354.2 | 64.15 | 31.16 | 1,665 | -326 | 267 | |||
| 26 Nov | 7242.50 | 290.05 | -55.95 | 34.11 | 980 | 365 | 589 | |||
| 25 Nov | 7348.50 | 346 | 215.00 | 34.16 | 1,600 | 215 | 219 | |||
| 22 Nov | 6849.40 | 131 | 71.00 | 32.90 | 36 | 15 | 19 | |||
| 21 Nov | 6641.65 | 60 | -24.60 | 28.40 | 3 | 2 | 3 | |||
| 20 Nov | 6645.65 | 84.6 | 0.00 | 32.64 | 1 | 1 | 0 | |||
| 19 Nov | 6645.65 | 84.6 | -228.15 | 32.64 | 1 | 0 | 0 | |||
| 18 Nov | 6640.20 | 312.75 | 0.00 | 6.07 | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 312.75 | 0.00 | 4.66 | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 312.75 | 0.00 | 5.27 | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 312.75 | 0.00 | 4.24 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 312.75 | 0.00 | 1.62 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 312.75 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 312.75 | 0.00 | 1.44 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 312.75 | 312.75 | 1.22 | 0 | 0 | 0 | |||
| 1 Nov | 6949.10 | 0 | 1.73 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7300 expiring on 26DEC2024
Delta for 7300 CE is 0.16
Historical price for 7300 CE is as follows
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 31.05, which was -323.95 lower than the previous day. The implied volatity was 42.84, the open interest changed by 1037 which increased total open position to 1143
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 355, which was -85.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by -7 which decreased total open position to 106
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 440, which was -97.50 lower than the previous day. The implied volatity was 39.34, the open interest changed by 0 which decreased total open position to 115
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 537.5, which was -132.50 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 112
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 670, 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 108
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 670, which was 15.00 higher than the previous day. The implied volatity was 46.77, the open interest changed by 0 which decreased total open position to 111
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 655, which was 71.25 higher than the previous day. The implied volatity was 25.70, the open interest changed by 0 which decreased total open position to 139
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 583.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 583.75, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 139
On 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 600, which was 20.00 higher than the previous day. The implied volatity was 19.52, the open interest changed by 1 which increased total open position to 140
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 580, which was -6.00 lower than the previous day. The implied volatity was 32.93, the open interest changed by -10 which decreased total open position to 139
On 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 586, which was 36.00 higher than the previous day. The implied volatity was 29.79, the open interest changed by -6 which decreased total open position to 145
On 4 Dec SIEMENS was trading at 7749.20. The strike last trading price was 550, which was 41.00 higher than the previous day. The implied volatity was 32.01, the open interest changed by 4 which increased total open position to 153
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 509, which was 100.70 higher than the previous day. The implied volatity was 21.64, the open interest changed by -9 which decreased total open position to 150
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 408.3, which was -13.25 lower than the previous day. The implied volatity was 27.35, the open interest changed by -15 which decreased total open position to 159
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 421.55, which was 68.60 higher than the previous day. The implied volatity was 28.32, the open interest changed by -30 which decreased total open position to 174
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 352.95, which was -1.25 lower than the previous day. The implied volatity was 30.74, the open interest changed by -56 which decreased total open position to 207
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 354.2, which was 64.15 higher than the previous day. The implied volatity was 31.16, the open interest changed by -326 which decreased total open position to 267
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 290.05, which was -55.95 lower than the previous day. The implied volatity was 34.11, the open interest changed by 365 which increased total open position to 589
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 346, which was 215.00 higher than the previous day. The implied volatity was 34.16, the open interest changed by 215 which increased total open position to 219
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 131, which was 71.00 higher than the previous day. The implied volatity was 32.90, the open interest changed by 15 which increased total open position to 19
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 60, which was -24.60 lower than the previous day. The implied volatity was 28.40, the open interest changed by 2 which increased total open position to 3
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was 32.64, the open interest changed by 1 which increased total open position to 0
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 84.6, which was -228.15 lower than the previous day. The implied volatity was 32.64, 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 312.75, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 312.75, which was 0.00 lower than the previous day. The implied volatity was 4.66, 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 312.75, which was 0.00 lower than the previous day. The implied volatity was 5.27, 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 312.75, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 312.75, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 312.75, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 312.75, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 312.75, which was 312.75 higher than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 26DEC2024 7300 PE | |||||||
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Delta: -0.82
Vega: 2.31
Theta: -7.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6868.90 | 442.05 | 419.65 | 46.80 | 4,407 | -142 | 421 |
| 19 Dec | 7632.15 | 22.4 | 5.00 | 30.11 | 812 | 64 | 564 |
| 18 Dec | 7667.00 | 17.4 | -2.60 | 29.34 | 734 | -85 | 501 |
| 17 Dec | 7790.65 | 20 | 8.85 | 35.53 | 844 | 34 | 578 |
| 16 Dec | 7968.95 | 11.15 | -2.30 | 35.35 | 945 | 33 | 544 |
| 13 Dec | 7884.85 | 13.45 | -3.05 | 29.02 | 382 | 15 | 501 |
| 12 Dec | 7916.25 | 16.5 | -5.55 | 30.92 | 315 | 6 | 486 |
| 11 Dec | 7871.00 | 22.05 | -5.05 | 30.38 | 188 | -63 | 489 |
| 10 Dec | 7890.40 | 27.1 | -4.15 | 31.98 | 345 | 44 | 556 |
| 9 Dec | 7842.05 | 31.25 | -9.75 | 31.50 | 361 | 58 | 513 |
| 6 Dec | 7787.60 | 41 | -1.00 | 29.07 | 315 | 25 | 455 |
| 5 Dec | 7792.45 | 42 | -18.00 | 29.29 | 533 | 12 | 439 |
| 4 Dec | 7749.20 | 60 | 3.05 | 30.34 | 1,636 | 40 | 428 |
| 3 Dec | 7731.00 | 56.95 | -39.15 | 29.24 | 978 | 17 | 388 |
| 2 Dec | 7563.20 | 96.1 | -12.50 | 29.20 | 858 | 16 | 366 |
| 29 Nov | 7560.85 | 108.6 | -55.40 | 29.17 | 760 | 9 | 346 |
| 28 Nov | 7420.00 | 164 | -12.50 | 30.33 | 714 | -17 | 343 |
| 27 Nov | 7436.80 | 176.5 | -123.45 | 31.44 | 1,355 | 213 | 362 |
| 26 Nov | 7242.50 | 299.95 | 27.95 | 37.09 | 444 | 53 | 150 |
| 25 Nov | 7348.50 | 272 | -228.00 | 38.07 | 350 | 96 | 96 |
| 22 Nov | 6849.40 | 500 | -55.35 | 31.08 | 9 | 5 | 5 |
| 21 Nov | 6641.65 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6645.65 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6640.20 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6736.85 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 555.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 555.35 | 555.35 | - | 0 | 0 | 0 |
| 1 Nov | 6949.10 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7300 expiring on 26DEC2024
Delta for 7300 PE is -0.82
Historical price for 7300 PE is as follows
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 442.05, which was 419.65 higher than the previous day. The implied volatity was 46.80, the open interest changed by -142 which decreased total open position to 421
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 22.4, which was 5.00 higher than the previous day. The implied volatity was 30.11, the open interest changed by 64 which increased total open position to 564
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 17.4, which was -2.60 lower than the previous day. The implied volatity was 29.34, the open interest changed by -85 which decreased total open position to 501
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 20, which was 8.85 higher than the previous day. The implied volatity was 35.53, the open interest changed by 34 which increased total open position to 578
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 11.15, which was -2.30 lower than the previous day. The implied volatity was 35.35, the open interest changed by 33 which increased total open position to 544
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 13.45, which was -3.05 lower than the previous day. The implied volatity was 29.02, the open interest changed by 15 which increased total open position to 501
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 16.5, which was -5.55 lower than the previous day. The implied volatity was 30.92, the open interest changed by 6 which increased total open position to 486
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 22.05, which was -5.05 lower than the previous day. The implied volatity was 30.38, the open interest changed by -63 which decreased total open position to 489
On 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 27.1, which was -4.15 lower than the previous day. The implied volatity was 31.98, the open interest changed by 44 which increased total open position to 556
On 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 31.25, which was -9.75 lower than the previous day. The implied volatity was 31.50, the open interest changed by 58 which increased total open position to 513
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 41, which was -1.00 lower than the previous day. The implied volatity was 29.07, the open interest changed by 25 which increased total open position to 455
On 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 42, which was -18.00 lower than the previous day. The implied volatity was 29.29, the open interest changed by 12 which increased total open position to 439
On 4 Dec SIEMENS was trading at 7749.20. The strike last trading price was 60, which was 3.05 higher than the previous day. The implied volatity was 30.34, the open interest changed by 40 which increased total open position to 428
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 56.95, which was -39.15 lower than the previous day. The implied volatity was 29.24, the open interest changed by 17 which increased total open position to 388
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 96.1, which was -12.50 lower than the previous day. The implied volatity was 29.20, the open interest changed by 16 which increased total open position to 366
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 108.6, which was -55.40 lower than the previous day. The implied volatity was 29.17, the open interest changed by 9 which increased total open position to 346
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 164, which was -12.50 lower than the previous day. The implied volatity was 30.33, the open interest changed by -17 which decreased total open position to 343
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 176.5, which was -123.45 lower than the previous day. The implied volatity was 31.44, the open interest changed by 213 which increased total open position to 362
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 299.95, which was 27.95 higher than the previous day. The implied volatity was 37.09, the open interest changed by 53 which increased total open position to 150
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 272, which was -228.00 lower than the previous day. The implied volatity was 38.07, the open interest changed by 96 which increased total open position to 96
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 500, which was -55.35 lower than the previous day. The implied volatity was 31.08, the open interest changed by 5 which increased total open position to 5
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 555.35, 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 555.35, 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 555.35, 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 555.35, 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 555.35, 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 555.35, 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 555.35, 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 555.35, 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 555.35, 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 555.35, 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 555.35, which was 555.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SIEMENS was trading at 6949.10. 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
