SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.62
Theta: -1.98
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 4.5 | -0.05 | 43.31 | 179.5 | -32.5 | 579 | |||
| 20 Nov | 6645.65 | 4.55 | 0.00 | 39.45 | 380.5 | -16.5 | 612 | |||
| 19 Nov | 6645.65 | 4.55 | -1.05 | 39.45 | 380.5 | -16 | 612 | |||
| 18 Nov | 6640.20 | 5.6 | -6.40 | 38.11 | 238.5 | 40.5 | 628 | |||
| 14 Nov | 6736.85 | 12 | -3.90 | 32.89 | 485.5 | -44 | 588 | |||
| 13 Nov | 6704.55 | 15.9 | -4.55 | 36.46 | 449.5 | 10 | 633 | |||
| 12 Nov | 6799.45 | 20.45 | -27.55 | 33.61 | 915 | 19.5 | 620 | |||
| 11 Nov | 7046.05 | 48 | -29.00 | 29.49 | 605.5 | 79 | 599 | |||
| 8 Nov | 7174.35 | 77 | 10.00 | 28.97 | 901.5 | 24.5 | 519 | |||
|
|
||||||||||
| 7 Nov | 7073.45 | 67 | -9.20 | 29.90 | 559 | 36 | 505 | |||
| 6 Nov | 7050.60 | 76.2 | 12.30 | 29.98 | 734 | 29.5 | 471.5 | |||
| 5 Nov | 6957.65 | 63.9 | -20.30 | 32.75 | 494.5 | 31.5 | 439 | |||
| 4 Nov | 6954.00 | 84.2 | -15.10 | 34.76 | 812.5 | 33.5 | 407.5 | |||
| 1 Nov | 6949.10 | 99.3 | -16.50 | 37.23 | 167.5 | -11 | 373 | |||
| 31 Oct | 6976.30 | 115.8 | 9.80 | - | 515 | 95 | 380 | |||
| 30 Oct | 6930.05 | 106 | 6.50 | - | 567 | 21 | 284 | |||
| 29 Oct | 6907.60 | 99.5 | 27.50 | - | 313 | 98 | 263 | |||
| 28 Oct | 6751.35 | 72 | -21.10 | - | 102 | 17 | 165 | |||
| 25 Oct | 6776.45 | 93.1 | -20.90 | - | 55 | 21 | 148 | |||
| 24 Oct | 6848.00 | 114 | 5.50 | - | 97 | 16 | 126 | |||
| 23 Oct | 6872.05 | 108.5 | -105.40 | - | 110 | 54 | 108 | |||
| 22 Oct | 7238.70 | 213.9 | -113.10 | - | 63 | 35 | 54 | |||
| 21 Oct | 7481.60 | 327 | -167.10 | - | 15 | 5 | 19 | |||
| 18 Oct | 7803.00 | 494.1 | -6.95 | - | 12 | 10 | 12 | |||
| 17 Oct | 7717.65 | 501.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7986.30 | 501.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7870.05 | 501.05 | 0.00 | - | 0 | 1 | 0 | |||
| 14 Oct | 7725.40 | 501.05 | 62.05 | - | 1 | 0 | 1 | |||
| 10 Oct | 7686.75 | 439 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 439 | 266.25 | - | 2 | 0 | 1 | |||
| 8 Oct | 7372.15 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 6998.15 | 172.75 | -117.70 | - | 2 | 0 | 1 | |||
| 30 Sept | 7250.00 | 290.45 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7500 expiring on 28NOV2024
Delta for 7500 CE is 0.03
Historical price for 7500 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 43.31, the open interest changed by -65 which decreased total open position to 1158
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 39.45, the open interest changed by -33 which decreased total open position to 1224
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 39.45, the open interest changed by -32 which decreased total open position to 1224
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 5.6, which was -6.40 lower than the previous day. The implied volatity was 38.11, the open interest changed by 81 which increased total open position to 1256
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 12, which was -3.90 lower than the previous day. The implied volatity was 32.89, the open interest changed by -88 which decreased total open position to 1176
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 15.9, which was -4.55 lower than the previous day. The implied volatity was 36.46, the open interest changed by 20 which increased total open position to 1266
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 20.45, which was -27.55 lower than the previous day. The implied volatity was 33.61, the open interest changed by 39 which increased total open position to 1240
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 48, which was -29.00 lower than the previous day. The implied volatity was 29.49, the open interest changed by 158 which increased total open position to 1198
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 77, which was 10.00 higher than the previous day. The implied volatity was 28.97, the open interest changed by 49 which increased total open position to 1038
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 67, which was -9.20 lower than the previous day. The implied volatity was 29.90, the open interest changed by 72 which increased total open position to 1010
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 76.2, which was 12.30 higher than the previous day. The implied volatity was 29.98, the open interest changed by 59 which increased total open position to 943
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 63.9, which was -20.30 lower than the previous day. The implied volatity was 32.75, the open interest changed by 63 which increased total open position to 878
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 84.2, which was -15.10 lower than the previous day. The implied volatity was 34.76, the open interest changed by 67 which increased total open position to 815
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 99.3, which was -16.50 lower than the previous day. The implied volatity was 37.23, the open interest changed by -22 which decreased total open position to 746
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 115.8, which was 9.80 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 106, which was 6.50 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 99.5, which was 27.50 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 72, which was -21.10 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 93.1, which was -20.90 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 114, which was 5.50 higher 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 108.5, which was -105.40 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 213.9, which was -113.10 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 327, which was -167.10 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 494.1, which was -6.95 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 501.05, 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 501.05, 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 501.05, 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 501.05, which was 62.05 higher 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 439, 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 439, which was 266.25 higher 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 172.75, 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 172.75, which was -117.70 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 290.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 1.82
Theta: -6.91
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 850 | 123.65 | 67.42 | 0.5 | 0 | 42 |
| 20 Nov | 6645.65 | 726.35 | 0.00 | - | 2 | -0.5 | 42.5 |
| 19 Nov | 6645.65 | 726.35 | -133.65 | - | 2 | 0 | 42.5 |
| 18 Nov | 6640.20 | 860 | 40.00 | 57.81 | 13.5 | -12.5 | 42 |
| 14 Nov | 6736.85 | 820 | 7.60 | 64.72 | 1.5 | 0 | 55 |
| 13 Nov | 6704.55 | 812.4 | 404.80 | 45.25 | 4 | -1 | 55 |
| 12 Nov | 6799.45 | 407.6 | 0.00 | 0.00 | 0 | -3 | 0 |
| 11 Nov | 7046.05 | 407.6 | -7.90 | 10.80 | 8.5 | -3 | 56 |
| 8 Nov | 7174.35 | 415.5 | -54.90 | 32.07 | 7.5 | -2 | 59 |
| 7 Nov | 7073.45 | 470.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 470.4 | -205.05 | 33.34 | 1 | 0 | 61 |
| 5 Nov | 6957.65 | 675.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 675.45 | 100.45 | 52.64 | 5 | 0 | 61 |
| 1 Nov | 6949.10 | 575 | -5.10 | 28.26 | 2 | 0 | 59 |
| 31 Oct | 6976.30 | 580.1 | -34.90 | - | 18 | 0 | 58 |
| 30 Oct | 6930.05 | 615 | -140.50 | - | 15 | 11 | 57 |
| 29 Oct | 6907.60 | 755.5 | 75.50 | - | 8 | 0 | 38 |
| 28 Oct | 6751.35 | 680 | -95.00 | - | 5 | 14 | 37 |
| 25 Oct | 6776.45 | 775 | 100.10 | - | 12 | 0 | 23 |
| 24 Oct | 6848.00 | 674.9 | 120.55 | - | 5 | -2 | 23 |
| 23 Oct | 6872.05 | 554.35 | 127.55 | - | 9 | -1 | 24 |
| 22 Oct | 7238.70 | 426.8 | 149.20 | - | 25 | 11 | 27 |
| 21 Oct | 7481.60 | 277.6 | 141.45 | - | 23 | 5 | 15 |
| 18 Oct | 7803.00 | 136.15 | 37.15 | - | 9 | 7 | 10 |
| 17 Oct | 7717.65 | 99 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 7986.30 | 99 | -107.65 | - | 1 | 0 | 2 |
| 15 Oct | 7870.05 | 206.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7725.40 | 206.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7686.75 | 206.65 | -412.60 | - | 2 | 0 | 0 |
| 9 Oct | 7677.20 | 619.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 619.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 6998.15 | 619.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7250.00 | 619.25 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7500 expiring on 28NOV2024
Delta for 7500 PE is -0.88
Historical price for 7500 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 850, which was 123.65 higher than the previous day. The implied volatity was 67.42, the open interest changed by 0 which decreased total open position to 84
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 726.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 85
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 726.35, which was -133.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 860, which was 40.00 higher than the previous day. The implied volatity was 57.81, the open interest changed by -25 which decreased total open position to 84
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 820, which was 7.60 higher than the previous day. The implied volatity was 64.72, the open interest changed by 0 which decreased total open position to 110
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 812.4, which was 404.80 higher than the previous day. The implied volatity was 45.25, the open interest changed by -2 which decreased total open position to 110
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 407.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 407.6, which was -7.90 lower than the previous day. The implied volatity was 10.80, the open interest changed by -6 which decreased total open position to 112
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 415.5, which was -54.90 lower than the previous day. The implied volatity was 32.07, the open interest changed by -4 which decreased total open position to 118
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 470.4, 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 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 470.4, which was -205.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 122
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 675.45, 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 Nov SIEMENS was trading at 6954.00. The strike last trading price was 675.45, which was 100.45 higher than the previous day. The implied volatity was 52.64, the open interest changed by 0 which decreased total open position to 122
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 575, which was -5.10 lower than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 118
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 580.1, which was -34.90 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 615, which was -140.50 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 755.5, which was 75.50 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 680, which was -95.00 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 775, which was 100.10 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 674.9, which was 120.55 higher 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 554.35, which was 127.55 higher 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 426.8, which was 149.20 higher 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 277.6, which was 141.45 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 136.15, which was 37.15 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 99, 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 99, which was -107.65 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 206.65, 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 206.65, 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 206.65, which was -412.60 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 619.25, 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 619.25, 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 619.25, 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 619.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
