SIEMENS
Siemens Ltd
Historical option data for SIEMENS
03 Dec 2024 04:12 PM IST
| SIEMENS 26DEC2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 6.25
Theta: -4.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 7731.00 | 361 | 75.00 | 24.02 | 1,548 | -275 | 717 | |||
| 2 Dec | 7563.20 | 286 | -1.65 | 28.33 | 1,905 | -151 | 992 | |||
| 29 Nov | 7560.85 | 287.65 | 51.60 | 27.31 | 4,984 | -419 | 1,142 | |||
| 28 Nov | 7420.00 | 236.05 | -13.95 | 29.50 | 5,350 | -318 | 1,567 | |||
| 27 Nov | 7436.80 | 250 | 41.00 | 30.61 | 16,167 | 1,243 | 1,890 | |||
| 26 Nov | 7242.50 | 209 | -50.95 | 34.73 | 1,219 | 179 | 646 | |||
| 25 Nov | 7348.50 | 259.95 | 177.75 | 35.34 | 2,196 | 393 | 463 | |||
| 22 Nov | 6849.40 | 82.2 | 42.20 | 32.52 | 218 | 37 | 107 | |||
| 21 Nov | 6641.65 | 40 | -3.00 | 29.94 | 18 | 10 | 69 | |||
| 20 Nov | 6645.65 | 43 | 0.00 | 30.60 | 14 | 7 | 59 | |||
| 19 Nov | 6645.65 | 43 | 6.00 | 30.60 | 14 | 7 | 59 | |||
| 18 Nov | 6640.20 | 37 | -23.00 | 28.42 | 13 | 7 | 52 | |||
| 14 Nov | 6736.85 | 60 | 4.00 | 28.11 | 37 | 27 | 40 | |||
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| 13 Nov | 6704.55 | 56 | -62.00 | 28.44 | 14 | 7 | 10 | |||
| 12 Nov | 6799.45 | 118 | -27.00 | 34.86 | 1 | 0 | 3 | |||
| 11 Nov | 7046.05 | 145 | -27.15 | 28.31 | 2 | 0 | 2 | |||
| 8 Nov | 7174.35 | 172.15 | 12.15 | 27.30 | 1 | 0 | 1 | |||
| 7 Nov | 7073.45 | 160 | -84.10 | 28.35 | 1 | 0 | 0 | |||
| 6 Nov | 7050.60 | 244.1 | 2.94 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7500 expiring on 26DEC2024
Delta for 7500 CE is 0.74
Historical price for 7500 CE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 361, which was 75.00 higher than the previous day. The implied volatity was 24.02, the open interest changed by -275 which decreased total open position to 717
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 286, which was -1.65 lower than the previous day. The implied volatity was 28.33, the open interest changed by -151 which decreased total open position to 992
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 287.65, which was 51.60 higher than the previous day. The implied volatity was 27.31, the open interest changed by -419 which decreased total open position to 1142
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 236.05, which was -13.95 lower than the previous day. The implied volatity was 29.50, the open interest changed by -318 which decreased total open position to 1567
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 250, which was 41.00 higher than the previous day. The implied volatity was 30.61, the open interest changed by 1243 which increased total open position to 1890
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 209, which was -50.95 lower than the previous day. The implied volatity was 34.73, the open interest changed by 179 which increased total open position to 646
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 259.95, which was 177.75 higher than the previous day. The implied volatity was 35.34, the open interest changed by 393 which increased total open position to 463
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 82.2, which was 42.20 higher than the previous day. The implied volatity was 32.52, the open interest changed by 37 which increased total open position to 107
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 40, which was -3.00 lower than the previous day. The implied volatity was 29.94, the open interest changed by 10 which increased total open position to 69
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 30.60, the open interest changed by 7 which increased total open position to 59
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 43, which was 6.00 higher than the previous day. The implied volatity was 30.60, the open interest changed by 7 which increased total open position to 59
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 37, which was -23.00 lower than the previous day. The implied volatity was 28.42, the open interest changed by 7 which increased total open position to 52
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 60, which was 4.00 higher than the previous day. The implied volatity was 28.11, the open interest changed by 27 which increased total open position to 40
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 56, which was -62.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 7 which increased total open position to 10
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 118, which was -27.00 lower than the previous day. The implied volatity was 34.86, the open interest changed by 0 which decreased total open position to 3
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 145, which was -27.15 lower than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 2
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 172.15, which was 12.15 higher than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 1
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 160, which was -84.10 lower than the previous day. The implied volatity was 28.35, 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 244.1, 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
| SIEMENS 26DEC2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 6.58
Theta: -3.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 7731.00 | 100.05 | -62.25 | 28.09 | 1,866 | 168 | 976 |
| 2 Dec | 7563.20 | 162.3 | -19.05 | 28.53 | 1,650 | 70 | 808 |
| 29 Nov | 7560.85 | 181.35 | -71.10 | 29.07 | 2,481 | 226 | 739 |
| 28 Nov | 7420.00 | 252.45 | -16.50 | 29.95 | 2,306 | 217 | 516 |
| 27 Nov | 7436.80 | 268.95 | -142.80 | 31.48 | 3,746 | 232 | 299 |
| 26 Nov | 7242.50 | 411.75 | 47.75 | 37.08 | 144 | -4 | 66 |
| 25 Nov | 7348.50 | 364 | -276.00 | 36.81 | 95 | 70 | 70 |
| 22 Nov | 6849.40 | 640 | -44.50 | 30.28 | 2 | 0 | 0 |
| 21 Nov | 6641.65 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6645.65 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6640.20 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6736.85 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 684.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 684.5 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7500 expiring on 26DEC2024
Delta for 7500 PE is -0.28
Historical price for 7500 PE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 100.05, which was -62.25 lower than the previous day. The implied volatity was 28.09, the open interest changed by 168 which increased total open position to 976
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 162.3, which was -19.05 lower than the previous day. The implied volatity was 28.53, the open interest changed by 70 which increased total open position to 808
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 181.35, which was -71.10 lower than the previous day. The implied volatity was 29.07, the open interest changed by 226 which increased total open position to 739
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 252.45, which was -16.50 lower than the previous day. The implied volatity was 29.95, the open interest changed by 217 which increased total open position to 516
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 268.95, which was -142.80 lower than the previous day. The implied volatity was 31.48, the open interest changed by 232 which increased total open position to 299
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 411.75, which was 47.75 higher than the previous day. The implied volatity was 37.08, the open interest changed by -4 which decreased total open position to 66
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 364, which was -276.00 lower than the previous day. The implied volatity was 36.81, the open interest changed by 70 which increased total open position to 70
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 640, which was -44.50 lower than the previous day. The implied volatity was 30.28, 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 684.5, 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 684.5, 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 684.5, 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 684.5, 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 684.5, 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 684.5, 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 684.5, 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 684.5, 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 684.5, 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 684.5, 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 684.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
