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[--[65.84.65.76]--]
SIEMENS
Siemens Ltd

6641.65 -4.00 (-0.06%)

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Historical option data for SIEMENS

21 Nov 2024 04:12 PM IST
SIEMENS 28NOV2024 7400 CE
Delta: 0.04
Vega: 0.77
Theta: -2.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6641.65 5.7 -0.05 40.77 35.5 -11 211.5
20 Nov 6645.65 5.75 0.00 37.61 43 -22 226.5
19 Nov 6645.65 5.75 -0.25 37.61 43 -18 226.5
18 Nov 6640.20 6 -7.45 34.94 180 10 244.5
14 Nov 6736.85 13.45 -6.10 30.22 128.5 2.5 234.5
13 Nov 6704.55 19.55 -5.00 34.76 379.5 86 292.5
12 Nov 6799.45 24.55 -41.05 31.63 321.5 28 207
11 Nov 7046.05 65.6 -33.95 28.82 273 67.5 178.5
8 Nov 7174.35 99.55 11.55 28.10 297 23 111.5
7 Nov 7073.45 88 -9.90 29.39 105.5 22.5 90.5
6 Nov 7050.60 97.9 20.10 29.32 222 11 68.5
5 Nov 6957.65 77.8 -28.10 31.56 93.5 9 53.5
4 Nov 6954.00 105.9 -12.10 34.47 135.5 11.5 44.5
1 Nov 6949.10 118 -14.05 36.02 5 -0.5 32.5
31 Oct 6976.30 132.05 8.15 - 37 11 33
30 Oct 6930.05 123.9 3.90 - 16 7 20
29 Oct 6907.60 120 8.00 - 8 5 12
28 Oct 6751.35 112 0.00 - 0 0 0
25 Oct 6776.45 112 0.00 - 0 0 0
24 Oct 6848.00 112 -24.15 - 1 0 7
23 Oct 6872.05 136.15 -217.55 - 17 7 7
22 Oct 7238.70 353.7 0.00 - 0 0 0
21 Oct 7481.60 353.7 0.00 - 0 0 0
18 Oct 7803.00 353.7 0.00 - 0 0 0
17 Oct 7717.65 353.7 0.00 - 0 0 0
16 Oct 7986.30 353.7 0.00 - 0 0 0
15 Oct 7870.05 353.7 0.00 - 0 0 0
14 Oct 7725.40 353.7 0.00 - 0 0 0
10 Oct 7686.75 353.7 0.00 - 0 0 0
9 Oct 7677.20 353.7 0.00 - 0 0 0
8 Oct 7372.15 353.7 0.00 - 0 0 0
7 Oct 6998.15 353.7 0.00 - 0 0 0
30 Sept 7250.00 353.7 0.00 - 0 0 0
26 Sept 7077.25 353.7 0.00 - 0 0 0
25 Sept 7177.00 353.7 0.00 - 0 0 0
24 Sept 7095.70 353.7 353.70 - 0 0 0
19 Sept 6725.65 0 0.00 - 0 0 0
9 Sept 6558.25 0 0.00 - 0 0 0
4 Sept 6758.80 0 0.00 - 0 0 0
3 Sept 6768.80 0 0.00 - 0 0 0
2 Sept 6779.60 0 - 0 0 0


For Siemens Ltd - strike price 7400 expiring on 28NOV2024

Delta for 7400 CE is 0.04

Historical price for 7400 CE is as follows

On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 5.7, which was -0.05 lower than the previous day. The implied volatity was 40.77, the open interest changed by -22 which decreased total open position to 423


On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 37.61, the open interest changed by -44 which decreased total open position to 453


On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 5.75, which was -0.25 lower than the previous day. The implied volatity was 37.61, the open interest changed by -36 which decreased total open position to 453


On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 6, which was -7.45 lower than the previous day. The implied volatity was 34.94, the open interest changed by 20 which increased total open position to 489


On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 13.45, which was -6.10 lower than the previous day. The implied volatity was 30.22, the open interest changed by 5 which increased total open position to 469


On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 19.55, which was -5.00 lower than the previous day. The implied volatity was 34.76, the open interest changed by 172 which increased total open position to 585


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 24.55, which was -41.05 lower than the previous day. The implied volatity was 31.63, the open interest changed by 56 which increased total open position to 414


On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 65.6, which was -33.95 lower than the previous day. The implied volatity was 28.82, the open interest changed by 135 which increased total open position to 357


On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 99.55, which was 11.55 higher than the previous day. The implied volatity was 28.10, the open interest changed by 46 which increased total open position to 223


On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 88, which was -9.90 lower than the previous day. The implied volatity was 29.39, the open interest changed by 45 which increased total open position to 181


On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 97.9, which was 20.10 higher than the previous day. The implied volatity was 29.32, the open interest changed by 22 which increased total open position to 137


On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 77.8, which was -28.10 lower than the previous day. The implied volatity was 31.56, the open interest changed by 18 which increased total open position to 107


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 105.9, which was -12.10 lower than the previous day. The implied volatity was 34.47, the open interest changed by 23 which increased total open position to 89


On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 118, which was -14.05 lower than the previous day. The implied volatity was 36.02, the open interest changed by -1 which decreased total open position to 65


On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 132.05, which was 8.15 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 123.9, which was 3.90 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 120, which was 8.00 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 112, 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 25 Oct SIEMENS was trading at 6776.45. The strike last trading price was 112, 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 112, which was -24.15 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 136.15, which was -217.55 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 353.7, 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 26 Sept SIEMENS was trading at 7077.25. The strike last trading price was 353.7, 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 25 Sept SIEMENS was trading at 7177.00. The strike last trading price was 353.7, 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 Sept SIEMENS was trading at 7095.70. The strike last trading price was 353.7, which was 353.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept SIEMENS was trading at 6725.65. 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 which decreased total open position to


On 9 Sept SIEMENS was trading at 6558.25. 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 which decreased total open position to


On 4 Sept SIEMENS was trading at 6758.80. 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 which decreased total open position to


On 3 Sept SIEMENS was trading at 6768.80. 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 which decreased total open position to


On 2 Sept SIEMENS was trading at 6779.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SIEMENS 28NOV2024 7400 PE
Delta: -0.91
Vega: 1.53
Theta: -3.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6641.65 733.3 126.90 53.66 3.5 0 15
20 Nov 6645.65 606.4 0.00 0.00 0 0 0
19 Nov 6645.65 606.4 0.00 0.00 0 0 0
18 Nov 6640.20 606.4 0.00 0.00 0 0 0
14 Nov 6736.85 606.4 0.00 0.00 0 0 0
13 Nov 6704.55 606.4 0.00 0.00 0 1.5 0
12 Nov 6799.45 606.4 240.80 33.11 7 0.5 14
11 Nov 7046.05 365.6 20.85 27.25 5.5 1 13.5
8 Nov 7174.35 344.75 -105.25 31.94 18 4 12.5
7 Nov 7073.45 450 19.55 40.16 1 -0.5 9
6 Nov 7050.60 430.45 -94.15 38.30 3.5 0 8.5
5 Nov 6957.65 524.6 -70.45 38.09 2 -0.5 9
4 Nov 6954.00 595.05 50.05 50.97 7.5 1 9
1 Nov 6949.10 545 0.00 0.00 0 1 0
31 Oct 6976.30 545 -30.00 - 1 0 7
30 Oct 6930.05 575 0.00 - 0 2 0
29 Oct 6907.60 575 -65.20 - 2 1 6
28 Oct 6751.35 640.2 -109.80 - 4 -1 3
25 Oct 6776.45 750 515.80 - 1 0 4
24 Oct 6848.00 234.2 0.00 - 0 0 0
23 Oct 6872.05 234.2 0.00 - 0 0 0
22 Oct 7238.70 234.2 0.00 - 0 1 0
21 Oct 7481.60 234.2 54.20 - 5 0 3
18 Oct 7803.00 180 60.00 - 1 0 3
17 Oct 7717.65 120 30.25 - 2 1 2
16 Oct 7986.30 89.75 -24.30 - 1 0 2
15 Oct 7870.05 114.05 -0.85 - 2 1 3
14 Oct 7725.40 114.9 -636.40 - 2 0 0
10 Oct 7686.75 751.3 0.00 - 0 0 0
9 Oct 7677.20 751.3 0.00 - 0 0 0
8 Oct 7372.15 751.3 0.00 - 0 0 0
7 Oct 6998.15 751.3 0.00 - 0 0 0
30 Sept 7250.00 751.3 751.30 - 0 0 0
26 Sept 7077.25 0 0.00 - 0 0 0
25 Sept 7177.00 0 0.00 - 0 0 0
24 Sept 7095.70 0 0.00 - 0 0 0
19 Sept 6725.65 0 0.00 - 0 0 0
9 Sept 6558.25 0 0.00 - 0 0 0
4 Sept 6758.80 0 0.00 - 0 0 0
3 Sept 6768.80 0 0.00 - 0 0 0
2 Sept 6779.60 0 - 0 0 0


For Siemens Ltd - strike price 7400 expiring on 28NOV2024

Delta for 7400 PE is -0.91

Historical price for 7400 PE is as follows

On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 733.3, which was 126.90 higher than the previous day. The implied volatity was 53.66, the open interest changed by 0 which decreased total open position to 30


On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 606.4, 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 Nov SIEMENS was trading at 6645.65. The strike last trading price was 606.4, 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 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 606.4, 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 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 606.4, 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 Nov SIEMENS was trading at 6704.55. The strike last trading price was 606.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 606.4, which was 240.80 higher than the previous day. The implied volatity was 33.11, the open interest changed by 1 which increased total open position to 28


On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 365.6, which was 20.85 higher than the previous day. The implied volatity was 27.25, the open interest changed by 2 which increased total open position to 27


On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 344.75, which was -105.25 lower than the previous day. The implied volatity was 31.94, the open interest changed by 8 which increased total open position to 25


On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 450, which was 19.55 higher than the previous day. The implied volatity was 40.16, the open interest changed by -1 which decreased total open position to 18


On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 430.45, which was -94.15 lower than the previous day. The implied volatity was 38.30, the open interest changed by 0 which decreased total open position to 17


On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 524.6, which was -70.45 lower than the previous day. The implied volatity was 38.09, the open interest changed by -1 which decreased total open position to 18


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 595.05, which was 50.05 higher than the previous day. The implied volatity was 50.97, the open interest changed by 2 which increased total open position to 18


On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 545, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 545, which was -30.00 lower 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 575, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 575, which was -65.20 lower 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 640.2, which was -109.80 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 750, which was 515.80 higher 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 234.2, 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 234.2, 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 234.2, 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 234.2, which was 54.20 higher 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 180, which was 60.00 higher 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 120, which was 30.25 higher 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 89.75, which was -24.30 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 114.05, which was -0.85 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 114.9, which was -636.40 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 751.3, 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 751.3, 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 751.3, 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 751.3, 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 751.3, which was 751.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept SIEMENS was trading at 7077.25. 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 which decreased total open position to


On 25 Sept SIEMENS was trading at 7177.00. 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 which decreased total open position to


On 24 Sept SIEMENS was trading at 7095.70. 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 which decreased total open position to


On 19 Sept SIEMENS was trading at 6725.65. 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 which decreased total open position to


On 9 Sept SIEMENS was trading at 6558.25. 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 which decreased total open position to


On 4 Sept SIEMENS was trading at 6758.80. 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 which decreased total open position to


On 3 Sept SIEMENS was trading at 6768.80. 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 which decreased total open position to


On 2 Sept SIEMENS was trading at 6779.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to