SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 4.70
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 43.8 | -3.20 | 29.81 | 2,118 | -160 | 1,515 | |||
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| 24 Dec | 6654.90 | 47 | -32.90 | 31.04 | 2,457 | 774 | 1,675 | |||
| 23 Dec | 6820.75 | 79.9 | -33.10 | 31.81 | 2,546 | 379 | 900 | |||
| 20 Dec | 6868.90 | 113 | -267.00 | 32.30 | 1,181 | 506 | 511 | |||
| 19 Dec | 7632.15 | 380 | -10.00 | 26.01 | 1 | 0 | 4 | |||
| 18 Dec | 7667.00 | 390 | -207.00 | 21.25 | 5 | 3 | 4 | |||
| 17 Dec | 7790.65 | 597 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 597 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 597 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 7916.25 | 597 | 116.15 | 23.03 | 1 | 0 | 0 | |||
| 11 Dec | 7871.00 | 480.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 7890.40 | 480.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 480.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 480.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 480.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7749.20 | 480.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 480.85 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7500 expiring on 30JAN2025
Delta for 7500 CE is 0.14
Historical price for 7500 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 43.8, which was -3.20 lower than the previous day. The implied volatity was 29.81, the open interest changed by -160 which decreased total open position to 1515
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 47, which was -32.90 lower than the previous day. The implied volatity was 31.04, the open interest changed by 774 which increased total open position to 1675
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 79.9, which was -33.10 lower than the previous day. The implied volatity was 31.81, the open interest changed by 379 which increased total open position to 900
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 113, which was -267.00 lower than the previous day. The implied volatity was 32.30, the open interest changed by 506 which increased total open position to 511
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 380, which was -10.00 lower than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 4
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 390, which was -207.00 lower than the previous day. The implied volatity was 21.25, the open interest changed by 3 which increased total open position to 4
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 597, 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 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 597, 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 597, 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 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 597, which was 116.15 higher than the previous day. The implied volatity was 23.03, 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 480.85, 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 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 480.85, 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 480.85, 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 480.85, 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 480.85, 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 480.85, 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 480.85, 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 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 5.01
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 775.25 | -49.65 | 31.46 | 39 | 33 | 103 |
| 24 Dec | 6654.90 | 824.9 | 95.00 | 32.76 | 14 | 6 | 67 |
| 23 Dec | 6820.75 | 729.9 | 66.55 | 36.13 | 38 | -6 | 74 |
| 20 Dec | 6868.90 | 663.35 | 478.35 | 34.80 | 49 | 13 | 80 |
| 19 Dec | 7632.15 | 185 | 15.00 | 27.12 | 23 | 8 | 66 |
| 18 Dec | 7667.00 | 170 | 30.00 | 27.55 | 55 | 31 | 57 |
| 17 Dec | 7790.65 | 140 | 55.00 | 28.65 | 11 | 7 | 25 |
| 16 Dec | 7968.95 | 85 | -32.95 | 26.36 | 3 | -1 | 17 |
| 13 Dec | 7884.85 | 117.95 | -2.05 | 26.90 | 13 | 3 | 14 |
| 12 Dec | 7916.25 | 120 | -20.00 | 28.05 | 1 | 0 | 10 |
| 11 Dec | 7871.00 | 140 | 0.00 | 28.56 | 8 | 6 | 9 |
| 10 Dec | 7890.40 | 140 | -45.00 | 28.92 | 1 | 0 | 2 |
| 9 Dec | 7842.05 | 185 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 185 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Dec | 7792.45 | 185 | -281.95 | 29.88 | 2 | 1 | 1 |
| 4 Dec | 7749.20 | 466.95 | 0.00 | 2.93 | 0 | 0 | 0 |
| 3 Dec | 7731.00 | 466.95 | 2.94 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7500 expiring on 30JAN2025
Delta for 7500 PE is -0.84
Historical price for 7500 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 775.25, which was -49.65 lower than the previous day. The implied volatity was 31.46, the open interest changed by 33 which increased total open position to 103
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 824.9, which was 95.00 higher than the previous day. The implied volatity was 32.76, the open interest changed by 6 which increased total open position to 67
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 729.9, which was 66.55 higher than the previous day. The implied volatity was 36.13, the open interest changed by -6 which decreased total open position to 74
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 663.35, which was 478.35 higher than the previous day. The implied volatity was 34.80, the open interest changed by 13 which increased total open position to 80
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 185, which was 15.00 higher than the previous day. The implied volatity was 27.12, the open interest changed by 8 which increased total open position to 66
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 170, which was 30.00 higher than the previous day. The implied volatity was 27.55, the open interest changed by 31 which increased total open position to 57
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 140, which was 55.00 higher than the previous day. The implied volatity was 28.65, the open interest changed by 7 which increased total open position to 25
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 85, which was -32.95 lower than the previous day. The implied volatity was 26.36, the open interest changed by -1 which decreased total open position to 17
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 117.95, which was -2.05 lower than the previous day. The implied volatity was 26.90, the open interest changed by 3 which increased total open position to 14
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 120, which was -20.00 lower than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 10
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 140, which was 0.00 lower than the previous day. The implied volatity was 28.56, the open interest changed by 6 which increased total open position to 9
On 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 140, which was -45.00 lower than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 2
On 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 185, 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 185, 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 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 185, which was -281.95 lower than the previous day. The implied volatity was 29.88, the open interest changed by 1 which increased total open position to 1
On 4 Dec SIEMENS was trading at 7749.20. The strike last trading price was 466.95, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 466.95, which was lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
