SIEMENS
Siemens Ltd
Historical option data for SIEMENS
27 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7400 CE | ||||||||||
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Delta: 0.12
Vega: 4.02
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6546.00 | 34.2 | -20.70 | 29.94 | 906 | 209 | 538 | |||
| 26 Dec | 6705.55 | 54.9 | -3.85 | 29.31 | 344 | -5 | 329 | |||
| 24 Dec | 6654.90 | 58.75 | -42.70 | 30.69 | 612 | 262 | 333 | |||
| 23 Dec | 6820.75 | 101.45 | -46.55 | 32.05 | 236 | 47 | 58 | |||
| 20 Dec | 6868.90 | 148 | -259.80 | 33.58 | 22 | 11 | 11 | |||
| 19 Dec | 7632.15 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7667.00 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7790.65 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 7968.95 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7916.25 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7749.20 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 7563.20 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7436.80 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 407.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 407.8 | 0.00 | 3.21 | 0 | 0 | 0 | |||
| 21 Nov | 6641.65 | 407.8 | 407.80 | 4.96 | 0 | 0 | 0 | |||
| 20 Nov | 6645.65 | 0 | 0.00 | 4.72 | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 0 | 0.00 | 4.72 | 0 | 0 | 0 | |||
| 18 Nov | 6640.20 | 0 | 0.00 | 4.77 | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 0 | 0.00 | 3.99 | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 0 | 0.00 | 4.13 | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 0 | 0.00 | 3.22 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 0 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 0 | 0.00 | 0.44 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 0 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 0 | 0.00 | 1.32 | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 0 | 0.00 | 1.79 | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 0 | 1.91 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7400 expiring on 30JAN2025
Delta for 7400 CE is 0.12
Historical price for 7400 CE is as follows
On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 34.2, which was -20.70 lower than the previous day. The implied volatity was 29.94, the open interest changed by 209 which increased total open position to 538
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 54.9, which was -3.85 lower than the previous day. The implied volatity was 29.31, the open interest changed by -5 which decreased total open position to 329
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 58.75, which was -42.70 lower than the previous day. The implied volatity was 30.69, the open interest changed by 262 which increased total open position to 333
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 101.45, which was -46.55 lower than the previous day. The implied volatity was 32.05, the open interest changed by 47 which increased total open position to 58
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 148, which was -259.80 lower than the previous day. The implied volatity was 33.58, the open interest changed by 11 which increased total open position to 11
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 407.8, 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 Dec SIEMENS was trading at 7667.00. The strike last trading price was 407.8, 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 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 407.8, 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 407.8, 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 407.8, 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 407.8, 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 407.8, 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 407.8, 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 407.8, 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 407.8, 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 407.8, 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 407.8, 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 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 407.8, 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 407.8, 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 407.8, 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 407.8, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 407.8, which was 407.80 higher than the previous day. The implied volatity was 4.96, 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 4.72, 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 4.72, 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 4.77, 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 3.99, 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 4.13, 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 3.22, 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 1.41, 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 0.44, 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 1.29, 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 1.32, 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 1.79, 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 1.91, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 4.07
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6546.00 | 807.7 | 82.70 | 30.21 | 4 | 0 | 20 |
| 26 Dec | 6705.55 | 725 | -75.00 | 37.03 | 6 | 1 | 15 |
| 24 Dec | 6654.90 | 800 | 220.05 | 42.69 | 4 | 0 | 13 |
| 23 Dec | 6820.75 | 579.95 | 77.55 | 25.37 | 11 | 4 | 13 |
| 20 Dec | 6868.90 | 502.4 | 342.40 | 23.45 | 30 | 7 | 10 |
| 19 Dec | 7632.15 | 160 | 55.00 | 28.41 | 1 | 0 | 2 |
| 18 Dec | 7667.00 | 105 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 7790.65 | 105 | -55.00 | 27.86 | 1 | 0 | 1 |
| 16 Dec | 7968.95 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7884.85 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 7916.25 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 7871.00 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 7792.45 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 7749.20 | 160 | -62.90 | 28.67 | 1 | 0 | 1 |
| 3 Dec | 7731.00 | 222.9 | 0.00 | 0.00 | 0 | -1 | 0 |
| 2 Dec | 7563.20 | 222.9 | -475.50 | 29.45 | 1 | 0 | 2 |
| 27 Nov | 7436.80 | 698.4 | 0.00 | 1.27 | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 698.4 | 698.40 | 0.17 | 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 | 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 | 0 | 0 |
| 4 Nov | 6954.00 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7400 expiring on 30JAN2025
Delta for 7400 PE is -0.88
Historical price for 7400 PE is as follows
On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 807.7, which was 82.70 higher than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 20
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 725, which was -75.00 lower than the previous day. The implied volatity was 37.03, the open interest changed by 1 which increased total open position to 15
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 800, which was 220.05 higher than the previous day. The implied volatity was 42.69, the open interest changed by 0 which decreased total open position to 13
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 579.95, which was 77.55 higher than the previous day. The implied volatity was 25.37, the open interest changed by 4 which increased total open position to 13
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 502.4, which was 342.40 higher than the previous day. The implied volatity was 23.45, the open interest changed by 7 which increased total open position to 10
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 160, which was 55.00 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 2
On 18 Dec SIEMENS was trading at 7667.00. 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 1 which increased total open position to 0
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 105, which was -55.00 lower than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 1
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 160, 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 160, 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 160, 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 160, 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 160, 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 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 160, 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 160, 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 160, which was -62.90 lower than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 1
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 222.9, 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 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 222.9, which was -475.50 lower than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 2
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 698.4, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 698.4, which was 698.40 higher than the previous day. The implied volatity was 0.17, 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 -, 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 -, 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
