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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 7600 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6641.65 3.45 0.00 0.00 0 -3.5 0
20 Nov 6645.65 3.45 0.00 41.54 22.5 -3.5 68.5
19 Nov 6645.65 3.45 -0.85 41.54 22.5 -2 68.5
18 Nov 6640.20 4.3 -3.35 39.83 51.5 -8.5 70.5
14 Nov 6736.85 7.65 -3.45 33.12 41 -7.5 79.5
13 Nov 6704.55 11.1 -4.50 36.85 112.5 -1.5 87
12 Nov 6799.45 15.6 -18.65 34.71 244.5 18 89.5
11 Nov 7046.05 34.25 -22.05 29.97 130.5 15 72
8 Nov 7174.35 56.3 7.35 29.17 122.5 12.5 57
7 Nov 7073.45 48.95 -9.35 30.03 43.5 1 45
6 Nov 7050.60 58.3 8.40 30.47 115.5 3.5 43
5 Nov 6957.65 49.9 -17.30 33.27 49 -18 41.5
4 Nov 6954.00 67.2 -21.30 35.19 85 26.5 57.5
1 Nov 6949.10 88.5 -5.35 38.68 1.5 0.5 30.5
31 Oct 6976.30 93.85 -0.10 - 26 13 29
30 Oct 6930.05 93.95 20.70 - 21 3 15
29 Oct 6907.60 73.25 9.60 - 7 5 13
28 Oct 6751.35 63.65 -13.35 - 1 1 8
25 Oct 6776.45 77 -16.00 - 7 -3 7
24 Oct 6848.00 93 0.00 - 3 0 10
23 Oct 6872.05 93 -75.00 - 18 7 9
22 Oct 7238.70 168 -101.95 - 3 1 2
21 Oct 7481.60 269.95 -20.70 - 5 2 2
18 Oct 7803.00 290.65 0.00 - 0 0 0
17 Oct 7717.65 290.65 0.00 - 0 0 0
16 Oct 7986.30 290.65 0.00 - 0 0 0
15 Oct 7870.05 290.65 0.00 - 0 0 0
14 Oct 7725.40 290.65 0.00 - 0 0 0
10 Oct 7686.75 290.65 0.00 - 0 0 0
9 Oct 7677.20 290.65 0.00 - 0 0 0
8 Oct 7372.15 290.65 0.00 - 0 0 0
30 Sept 7250.00 290.65 0.00 - 0 0 0
26 Sept 7077.25 290.65 0.00 - 0 0 0
25 Sept 7177.00 290.65 0.00 - 0 0 0
24 Sept 7095.70 290.65 290.65 - 0 0 0
19 Sept 6725.65 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 7600 expiring on 28NOV2024

Delta for 7600 CE is 0.00

Historical price for 7600 CE is as follows

On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0


On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 41.54, the open interest changed by -7 which decreased total open position to 137


On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was 41.54, the open interest changed by -4 which decreased total open position to 137


On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 4.3, which was -3.35 lower than the previous day. The implied volatity was 39.83, the open interest changed by -17 which decreased total open position to 141


On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 7.65, which was -3.45 lower than the previous day. The implied volatity was 33.12, the open interest changed by -15 which decreased total open position to 159


On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 11.1, which was -4.50 lower than the previous day. The implied volatity was 36.85, the open interest changed by -3 which decreased total open position to 174


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 15.6, which was -18.65 lower than the previous day. The implied volatity was 34.71, the open interest changed by 36 which increased total open position to 179


On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 34.25, which was -22.05 lower than the previous day. The implied volatity was 29.97, the open interest changed by 30 which increased total open position to 144


On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 56.3, which was 7.35 higher than the previous day. The implied volatity was 29.17, the open interest changed by 25 which increased total open position to 114


On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 48.95, which was -9.35 lower than the previous day. The implied volatity was 30.03, the open interest changed by 2 which increased total open position to 90


On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 58.3, which was 8.40 higher than the previous day. The implied volatity was 30.47, the open interest changed by 7 which increased total open position to 86


On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 49.9, which was -17.30 lower than the previous day. The implied volatity was 33.27, the open interest changed by -36 which decreased total open position to 83


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 67.2, which was -21.30 lower than the previous day. The implied volatity was 35.19, the open interest changed by 53 which increased total open position to 115


On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 88.5, which was -5.35 lower than the previous day. The implied volatity was 38.68, the open interest changed by 1 which increased total open position to 61


On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 93.85, which was -0.10 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 93.95, which was 20.70 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 73.25, which was 9.60 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 63.65, which was -13.35 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 77, which was -16.00 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 93, 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 93, which was -75.00 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 168, which was -101.95 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 269.95, which was -20.70 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 290.65, 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 17 Oct SIEMENS was trading at 7717.65. The strike last trading price was 290.65, 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 16 Oct SIEMENS was trading at 7986.30. The strike last trading price was 290.65, 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 15 Oct SIEMENS was trading at 7870.05. The strike last trading price was 290.65, 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 290.65, 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 290.65, 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 9 Oct SIEMENS was trading at 7677.20. The strike last trading price was 290.65, 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 8 Oct SIEMENS was trading at 7372.15. The strike last trading price was 290.65, 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 30 Sept SIEMENS was trading at 7250.00. The strike last trading price was 290.65, 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 26 Sept SIEMENS was trading at 7077.25. The strike last trading price was 290.65, 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 25 Sept SIEMENS was trading at 7177.00. The strike last trading price was 290.65, 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 24 Sept SIEMENS was trading at 7095.70. The strike last trading price was 290.65, which was 290.65 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 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 7600 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6641.65 882.25 0.00 0.00 0 0 0
20 Nov 6645.65 882.25 0.00 0.00 0 0 0
19 Nov 6645.65 882.25 0.00 0.00 0 0 0
18 Nov 6640.20 882.25 0.00 0.00 0 0 0
14 Nov 6736.85 882.25 0.00 0.00 0 -0.5 0
13 Nov 6704.55 882.25 147.75 33.71 1.5 0 14
12 Nov 6799.45 734.5 0.00 0.00 0 0 0
11 Nov 7046.05 734.5 0.00 0.00 0 0 0
8 Nov 7174.35 734.5 0.00 0.00 0 0 0
7 Nov 7073.45 734.5 0.00 0.00 0 0 0
6 Nov 7050.60 734.5 0.00 0.00 0 0.5 0
5 Nov 6957.65 734.5 0.05 48.22 0.5 0 13.5
4 Nov 6954.00 734.45 74.45 50.46 1 0 14
1 Nov 6949.10 660 0.00 0.00 0 0 0
31 Oct 6976.30 660 0.00 - 0 10 0
30 Oct 6930.05 660 325.65 - 10 0 4
29 Oct 6907.60 334.35 0.00 - 0 0 0
28 Oct 6751.35 334.35 0.00 - 0 0 0
25 Oct 6776.45 334.35 0.00 - 0 0 0
24 Oct 6848.00 334.35 0.00 - 0 0 0
23 Oct 6872.05 334.35 0.00 - 0 0 0
22 Oct 7238.70 334.35 0.00 - 0 0 0
21 Oct 7481.60 334.35 159.35 - 8 0 4
18 Oct 7803.00 175 -89.15 - 1 0 3
17 Oct 7717.65 264.15 0.00 - 0 0 0
16 Oct 7986.30 264.15 0.00 - 0 0 0
15 Oct 7870.05 264.15 0.00 - 0 0 0
14 Oct 7725.40 264.15 0.00 - 0 0 0
10 Oct 7686.75 264.15 -620.50 - 3 2 2
9 Oct 7677.20 884.65 0.00 - 0 0 0
8 Oct 7372.15 884.65 0.00 - 0 0 0
30 Sept 7250.00 884.65 884.65 - 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
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 7600 expiring on 28NOV2024

Delta for 7600 PE is 0.00

Historical price for 7600 PE is as follows

On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 882.25, 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 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 882.25, 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 882.25, 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 882.25, 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 882.25, 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 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 882.25, which was 147.75 higher than the previous day. The implied volatity was 33.71, the open interest changed by 0 which decreased total open position to 28


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 734.5, 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 Nov SIEMENS was trading at 7046.05. The strike last trading price was 734.5, 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 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 734.5, 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 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 734.5, 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 734.5, 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 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 734.5, which was 0.05 higher than the previous day. The implied volatity was 48.22, the open interest changed by 0 which decreased total open position to 27


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 734.45, which was 74.45 higher than the previous day. The implied volatity was 50.46, the open interest changed by 0 which decreased total open position to 28


On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 660, 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 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 660, 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 Oct SIEMENS was trading at 6930.05. The strike last trading price was 660, which was 325.65 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 334.35, 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 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 334.35, 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 334.35, 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 334.35, 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 334.35, 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 334.35, 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 334.35, which was 159.35 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 175, which was -89.15 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 264.15, 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 264.15, 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 264.15, 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 264.15, 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 264.15, which was -620.50 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 884.65, 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 8 Oct SIEMENS was trading at 7372.15. The strike last trading price was 884.65, 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 30 Sept SIEMENS was trading at 7250.00. The strike last trading price was 884.65, which was 884.65 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 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