SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7600 CE | ||||||||||
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Delta: 0.12
Vega: 4.11
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 35.15 | -5.85 | 30.36 | 225 | 50 | 320 | |||
| 24 Dec | 6654.90 | 41 | -27.60 | 32.21 | 299 | 95 | 270 | |||
| 23 Dec | 6820.75 | 68.6 | -42.35 | 32.72 | 407 | 106 | 154 | |||
| 20 Dec | 6868.90 | 110.95 | -426.25 | 34.96 | 85 | 43 | 46 | |||
| 19 Dec | 7632.15 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 7667.00 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7790.65 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7916.25 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7890.40 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 537.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 537.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Dec | 7749.20 | 537.2 | 111.75 | 32.72 | 2 | 0 | 1 | |||
| 3 Dec | 7731.00 | 425.45 | 86.80 | 22.84 | 1 | 0 | 0 | |||
| 27 Nov | 7436.80 | 338.65 | 0.00 | 0.36 | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 338.65 | 338.65 | 1.01 | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 0 | 0.00 | 4.65 | 0 | 0 | 0 | |||
| 21 Nov | 6641.65 | 0 | 0.00 | 6.24 | 0 | 0 | 0 | |||
| 20 Nov | 6645.65 | 0 | 0.00 | 6.08 | 0 | 0 | 0 | |||
| 19 Nov | 6645.65 | 0 | 0.00 | 6.08 | 0 | 0 | 0 | |||
| 18 Nov | 6640.20 | 0 | 0.00 | 6.12 | 0 | 0 | 0 | |||
| 14 Nov | 6736.85 | 0 | 0.00 | 5.33 | 0 | 0 | 0 | |||
| 13 Nov | 6704.55 | 0 | 0.00 | 5.45 | 0 | 0 | 0 | |||
| 12 Nov | 6799.45 | 0 | 0.00 | 4.57 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 0 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 0 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 0 | 0.00 | 2.57 | 0 | 0 | 0 | |||
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| 6 Nov | 7050.60 | 0 | 0.00 | 2.68 | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 0 | 0.00 | 3.13 | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 0 | 3.23 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7600 expiring on 30JAN2025
Delta for 7600 CE is 0.12
Historical price for 7600 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 35.15, which was -5.85 lower than the previous day. The implied volatity was 30.36, the open interest changed by 50 which increased total open position to 320
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 41, which was -27.60 lower than the previous day. The implied volatity was 32.21, the open interest changed by 95 which increased total open position to 270
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 68.6, which was -42.35 lower than the previous day. The implied volatity was 32.72, the open interest changed by 106 which increased total open position to 154
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 110.95, which was -426.25 lower than the previous day. The implied volatity was 34.96, the open interest changed by 43 which increased total open position to 46
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 537.2, 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 Dec SIEMENS was trading at 7667.00. The strike last trading price was 537.2, 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 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 537.2, 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 537.2, 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 537.2, 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 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 537.2, 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 Dec SIEMENS was trading at 7871.00. The strike last trading price was 537.2, 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 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 537.2, 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 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 537.2, 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 537.2, 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 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 537.2, 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 4 Dec SIEMENS was trading at 7749.20. The strike last trading price was 537.2, which was 111.75 higher than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 1
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 425.45, which was 86.80 higher than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 338.65, which was 0.00 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 338.65, which was 338.65 higher than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.57, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 0, which was lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 7600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 3.36
Theta: 0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 845 | 102.20 | 26.99 | 31 | 22 | 30 |
| 24 Dec | 6654.90 | 742.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 23 Dec | 6820.75 | 742.8 | 121.60 | 23.30 | 3 | 1 | 7 |
| 20 Dec | 6868.90 | 621.2 | 398.70 | - | 8 | 0 | 6 |
| 19 Dec | 7632.15 | 222.5 | -10.30 | 26.64 | 2 | 0 | 6 |
| 18 Dec | 7667.00 | 232.8 | 57.80 | 29.87 | 3 | 1 | 5 |
| 17 Dec | 7790.65 | 175 | -32.10 | 28.84 | 4 | 0 | 2 |
| 16 Dec | 7968.95 | 207.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7884.85 | 207.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 7916.25 | 207.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 7871.00 | 207.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 7890.40 | 207.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 207.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 7787.60 | 207.1 | -11.90 | 28.30 | 1 | 0 | 1 |
| 5 Dec | 7792.45 | 219 | -606.65 | 29.51 | 1 | 0 | 0 |
| 4 Dec | 7749.20 | 825.65 | 0.00 | 2.12 | 0 | 0 | 0 |
| 3 Dec | 7731.00 | 825.65 | 0.00 | 2.13 | 0 | 0 | 0 |
| 27 Nov | 7436.80 | 825.65 | 825.65 | - | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6849.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6641.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6645.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6640.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6736.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7600 expiring on 30JAN2025
Delta for 7600 PE is -0.91
Historical price for 7600 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 845, which was 102.20 higher than the previous day. The implied volatity was 26.99, the open interest changed by 22 which increased total open position to 30
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 742.8, 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 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 742.8, which was 121.60 higher than the previous day. The implied volatity was 23.30, the open interest changed by 1 which increased total open position to 7
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 621.2, which was 398.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 222.5, which was -10.30 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 6
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 232.8, which was 57.80 higher than the previous day. The implied volatity was 29.87, the open interest changed by 1 which increased total open position to 5
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 175, which was -32.10 lower than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 2
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 207.1, 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 207.1, 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 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 207.1, 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 Dec SIEMENS was trading at 7871.00. The strike last trading price was 207.1, 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 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 207.1, 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 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 207.1, 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 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 207.1, which was -11.90 lower than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 1
On 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 219, which was -606.65 lower than the previous day. The implied volatity was 29.51, 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 825.65, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 825.65, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 825.65, which was 825.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SIEMENS was trading at 7348.50. 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 0 which decreased total open position to 0
On 22 Nov SIEMENS was trading at 6849.40. 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 0 which decreased total open position to 0
On 21 Nov SIEMENS was trading at 6641.65. 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 0 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 6645.65. 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 0 which decreased total open position to 0
On 19 Nov SIEMENS was trading at 6645.65. 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 0 which decreased total open position to 0
On 18 Nov SIEMENS was trading at 6640.20. 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 0 which decreased total open position to 0
On 14 Nov SIEMENS was trading at 6736.85. 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 0 which decreased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. 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 0 which decreased total open position to 0
On 12 Nov SIEMENS was trading at 6799.45. 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 0 which decreased total open position to 0
On 11 Nov SIEMENS was trading at 7046.05. 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 0 which decreased total open position to 0
On 8 Nov SIEMENS was trading at 7174.35. 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 0 which decreased total open position to 0
On 7 Nov SIEMENS was trading at 7073.45. 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 0 which decreased total open position to 0
On 6 Nov SIEMENS was trading at 7050.60. 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 0 which decreased total open position to 0
On 5 Nov SIEMENS was trading at 6957.65. 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 0 which decreased total open position to 0
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
