SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 7600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.22
Theta: -1.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.04
Historical price for 7600 CE is as follows
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
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
