SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 2.55
Theta: -2.94
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6736.85 | 21.5 | -4.65 | 30.05 | 401.5 | 66 | 206 | |||
| 13 Nov | 6704.55 | 26.15 | -8.85 | 33.68 | 331 | 3 | 195 | |||
| 12 Nov | 6799.45 | 35 | -54.00 | 31.12 | 485 | 4 | 199 | |||
| 11 Nov | 7046.05 | 89 | -42.75 | 28.15 | 273 | 22 | 195 | |||
| 8 Nov | 7174.35 | 131.75 | 17.25 | 27.74 | 367 | -11 | 173 | |||
| 7 Nov | 7073.45 | 114.5 | -11.55 | 28.85 | 148 | 21.5 | 182 | |||
| 6 Nov | 7050.60 | 126.05 | 25.85 | 28.79 | 227.5 | 15.5 | 160.5 | |||
| 5 Nov | 6957.65 | 100.2 | -32.80 | 31.17 | 353.5 | 56 | 144.5 | |||
| 4 Nov | 6954.00 | 133 | -7.70 | 34.31 | 143 | 31.5 | 88.5 | |||
| 1 Nov | 6949.10 | 140.7 | -26.95 | 35.46 | 0.5 | 0 | 57 | |||
| 31 Oct | 6976.30 | 167.65 | 12.55 | - | 39 | 3 | 57 | |||
| 30 Oct | 6930.05 | 155.1 | 11.05 | - | 52 | 2 | 54 | |||
| 29 Oct | 6907.60 | 144.05 | 22.05 | - | 27 | 6 | 53 | |||
| 28 Oct | 6751.35 | 122 | -8.00 | - | 26 | 6 | 48 | |||
| 25 Oct | 6776.45 | 130 | -25.00 | - | 6 | 1 | 42 | |||
| 24 Oct | 6848.00 | 155 | -6.90 | - | 33 | -13 | 40 | |||
| 23 Oct | 6872.05 | 161.9 | -204.95 | - | 103 | 53 | 53 | |||
| 22 Oct | 7238.70 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7717.65 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7986.30 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7870.05 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7725.40 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Oct | 7686.75 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 6998.15 | 366.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7250.00 | 366.85 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7300 expiring on 28NOV2024
Delta for 7300 CE is 0.11
Historical price for 7300 CE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 21.5, which was -4.65 lower than the previous day. The implied volatity was 30.05, the open interest changed by 132 which increased total open position to 412
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 26.15, which was -8.85 lower than the previous day. The implied volatity was 33.68, the open interest changed by 6 which increased total open position to 390
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 35, which was -54.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by 8 which increased total open position to 398
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 89, which was -42.75 lower than the previous day. The implied volatity was 28.15, the open interest changed by 44 which increased total open position to 390
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 131.75, which was 17.25 higher than the previous day. The implied volatity was 27.74, the open interest changed by -22 which decreased total open position to 346
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 114.5, which was -11.55 lower than the previous day. The implied volatity was 28.85, the open interest changed by 43 which increased total open position to 364
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 126.05, which was 25.85 higher than the previous day. The implied volatity was 28.79, the open interest changed by 31 which increased total open position to 321
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 100.2, which was -32.80 lower than the previous day. The implied volatity was 31.17, the open interest changed by 112 which increased total open position to 289
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 133, which was -7.70 lower than the previous day. The implied volatity was 34.31, the open interest changed by 63 which increased total open position to 177
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 140.7, which was -26.95 lower than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 114
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 167.65, which was 12.55 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 155.1, which was 11.05 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 144.05, which was 22.05 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 122, which was -8.00 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 130, which was -25.00 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 155, which was -6.90 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 161.9, which was -204.95 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, 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 366.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 3.14
Theta: -2.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6736.85 | 546.4 | -38.60 | 35.22 | 4 | -2 | 36 |
| 13 Nov | 6704.55 | 585 | 50.00 | 25.55 | 2 | 0 | 38 |
| 12 Nov | 6799.45 | 535 | 229.05 | 37.02 | 13 | 3.5 | 36 |
| 11 Nov | 7046.05 | 305.95 | 26.30 | 29.76 | 16.5 | 5 | 33 |
| 8 Nov | 7174.35 | 279.65 | -92.35 | 31.70 | 15 | 7 | 28.5 |
| 7 Nov | 7073.45 | 372 | 58.00 | 38.23 | 2 | 0.5 | 21 |
| 6 Nov | 7050.60 | 314 | -95.55 | 30.56 | 8 | -0.5 | 20.5 |
| 5 Nov | 6957.65 | 409.55 | -49.40 | 31.09 | 9.5 | 0 | 21.5 |
| 4 Nov | 6954.00 | 458.95 | -13.00 | 40.73 | 6.5 | 0.5 | 21.5 |
| 1 Nov | 6949.10 | 471.95 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 6976.30 | 471.95 | 8.65 | - | 8 | 5 | 20 |
| 30 Oct | 6930.05 | 463.3 | -116.95 | - | 8 | 6 | 13 |
| 29 Oct | 6907.60 | 580.25 | 14.75 | - | 3 | 1 | 5 |
| 28 Oct | 6751.35 | 565.5 | 67.30 | - | 4 | 2 | 2 |
| 25 Oct | 6776.45 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7986.30 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7870.05 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7725.40 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7686.75 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 6998.15 | 498.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7250.00 | 498.2 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7300 expiring on 28NOV2024
Delta for 7300 PE is -0.85
Historical price for 7300 PE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 546.4, which was -38.60 lower than the previous day. The implied volatity was 35.22, the open interest changed by -4 which decreased total open position to 72
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 585, which was 50.00 higher than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 76
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 535, which was 229.05 higher than the previous day. The implied volatity was 37.02, the open interest changed by 7 which increased total open position to 72
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 305.95, which was 26.30 higher than the previous day. The implied volatity was 29.76, the open interest changed by 10 which increased total open position to 66
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 279.65, which was -92.35 lower than the previous day. The implied volatity was 31.70, the open interest changed by 14 which increased total open position to 57
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 372, which was 58.00 higher than the previous day. The implied volatity was 38.23, the open interest changed by 1 which increased total open position to 42
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 314, which was -95.55 lower than the previous day. The implied volatity was 30.56, the open interest changed by -1 which decreased total open position to 41
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 409.55, which was -49.40 lower than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 43
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 458.95, which was -13.00 lower than the previous day. The implied volatity was 40.73, the open interest changed by 1 which increased total open position to 43
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 471.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 471.95, which was 8.65 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 463.3, which was -116.95 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 580.25, which was 14.75 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 565.5, which was 67.30 higher 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, 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 498.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
