SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:02 PM IST
| SIEMENS 28NOV2024 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.38
Theta: -1.35
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6641.65 | 2.6 | 0.20 | 48.98 | 0.5 | 0 | 77.5 | |||
| 20 Nov | 6645.65 | 2.4 | 0.00 | 42.33 | 39 | -4.5 | 77.5 | |||
| 19 Nov | 6645.65 | 2.4 | -0.70 | 42.33 | 39 | -4.5 | 77.5 | |||
| 18 Nov | 6640.20 | 3.1 | -4.45 | 41.04 | 33 | -3 | 82 | |||
| 14 Nov | 6736.85 | 7.55 | -0.30 | 36.08 | 53.5 | -14.5 | 85 | |||
| 13 Nov | 6704.55 | 7.85 | -4.00 | 37.37 | 82.5 | 13.5 | 99.5 | |||
| 12 Nov | 6799.45 | 11.85 | -13.35 | 35.71 | 158.5 | 28 | 89 | |||
| 11 Nov | 7046.05 | 25.2 | -16.90 | 30.78 | 100.5 | 5.5 | 61 | |||
| 8 Nov | 7174.35 | 42.1 | 1.50 | 29.75 | 118 | 12.5 | 55.5 | |||
| 7 Nov | 7073.45 | 40.6 | -4.00 | 31.55 | 22.5 | 5.5 | 43.5 | |||
| 6 Nov | 7050.60 | 44.6 | 5.00 | 31.01 | 75.5 | 7 | 39 | |||
| 5 Nov | 6957.65 | 39.6 | -13.85 | 33.98 | 40.5 | 4.5 | 32 | |||
| 4 Nov | 6954.00 | 53.45 | -19.50 | 35.62 | 19 | 9.5 | 27.5 | |||
| 1 Nov | 6949.10 | 72.95 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 6976.30 | 72.95 | 2.35 | - | 18 | 2 | 17 | |||
| 30 Oct | 6930.05 | 70.6 | 5.60 | - | 20 | 3 | 14 | |||
| 29 Oct | 6907.60 | 65 | 15.00 | - | 1 | 0 | 11 | |||
| 28 Oct | 6751.35 | 50 | -40.00 | - | 1 | 10 | 10 | |||
| 25 Oct | 6776.45 | 90 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 90 | 0.00 | - | 0 | 10 | 0 | |||
| 23 Oct | 6872.05 | 90 | -136.95 | - | 29 | 10 | 10 | |||
| 22 Oct | 7238.70 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 7481.60 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7717.65 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7986.30 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7870.05 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7725.40 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Oct | 7686.75 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 226.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7250.00 | 226.95 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7700 expiring on 28NOV2024
Delta for 7700 CE is 0.02
Historical price for 7700 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 2.6, which was 0.20 higher than the previous day. The implied volatity was 48.98, the open interest changed by 0 which decreased total open position to 155
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 42.33, the open interest changed by -9 which decreased total open position to 155
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 42.33, the open interest changed by -9 which decreased total open position to 155
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 3.1, which was -4.45 lower than the previous day. The implied volatity was 41.04, the open interest changed by -6 which decreased total open position to 164
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 7.55, which was -0.30 lower than the previous day. The implied volatity was 36.08, the open interest changed by -29 which decreased total open position to 170
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 7.85, which was -4.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by 27 which increased total open position to 199
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 11.85, which was -13.35 lower than the previous day. The implied volatity was 35.71, the open interest changed by 56 which increased total open position to 178
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 25.2, which was -16.90 lower than the previous day. The implied volatity was 30.78, the open interest changed by 11 which increased total open position to 122
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 42.1, which was 1.50 higher than the previous day. The implied volatity was 29.75, the open interest changed by 25 which increased total open position to 111
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 40.6, which was -4.00 lower than the previous day. The implied volatity was 31.55, the open interest changed by 11 which increased total open position to 87
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 44.6, which was 5.00 higher than the previous day. The implied volatity was 31.01, the open interest changed by 14 which increased total open position to 78
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 39.6, which was -13.85 lower than the previous day. The implied volatity was 33.98, the open interest changed by 9 which increased total open position to 64
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 53.45, which was -19.50 lower than the previous day. The implied volatity was 35.62, the open interest changed by 19 which increased total open position to 55
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 72.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 72.95, which was 2.35 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 70.6, which was 5.60 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 65, which was 15.00 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 50, which was -40.00 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 90, 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 90, 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 90, which was -136.95 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 226.95, 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 226.95, 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 18 Oct SIEMENS was trading at 7803.00. The strike last trading price was 226.95, 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 226.95, 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 226.95, 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 226.95, 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 226.95, 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 226.95, 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 226.95, 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 226.95, 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 226.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 1010.05 | 232.90 | - | 1.5 | 0 | 9 |
| 20 Nov | 6645.65 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 6640.20 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 6736.85 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6949.10 | 777.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 6976.30 | 777.15 | 0.00 | - | 0 | 4 | 0 |
| 30 Oct | 6930.05 | 777.15 | -222.85 | - | 5 | 2 | 7 |
| 29 Oct | 6907.60 | 1000 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 1000 | 0.00 | - | 0 | -12 | 0 |
| 25 Oct | 6776.45 | 1000 | 250.00 | - | 12 | 0 | 17 |
| 24 Oct | 6848.00 | 750 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 750 | 371.55 | - | 1 | 0 | 17 |
| 22 Oct | 7238.70 | 378.45 | 0.00 | - | 0 | -4 | 0 |
| 21 Oct | 7481.60 | 378.45 | 161.20 | - | 8 | -3 | 18 |
| 18 Oct | 7803.00 | 217.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 217.25 | 62.20 | - | 7 | 0 | 21 |
| 16 Oct | 7986.30 | 155.05 | -73.00 | - | 16 | 12 | 17 |
| 15 Oct | 7870.05 | 228.05 | -22.25 | - | 4 | 1 | 2 |
| 14 Oct | 7725.40 | 250.3 | -503.00 | - | 1 | 0 | 0 |
| 10 Oct | 7686.75 | 753.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 753.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 753.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7250.00 | 753.3 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7700 expiring on 28NOV2024
Delta for 7700 PE is -
Historical price for 7700 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 1010.05, which was 232.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 777.15, 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 777.15, 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 777.15, 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 777.15, 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 Nov SIEMENS was trading at 6704.55. The strike last trading price was 777.15, 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 Nov SIEMENS was trading at 6799.45. The strike last trading price was 777.15, 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 777.15, 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 777.15, 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 777.15, 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 777.15, 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 Nov SIEMENS was trading at 6957.65. The strike last trading price was 777.15, 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 777.15, 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 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 777.15, 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 777.15, 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 30 Oct SIEMENS was trading at 6930.05. The strike last trading price was 777.15, which was -222.85 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 1000, 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 1000, 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 1000, which was 250.00 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 750, 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 750, which was 371.55 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 378.45, 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 378.45, which was 161.20 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 217.25, 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 17 Oct SIEMENS was trading at 7717.65. The strike last trading price was 217.25, which was 62.20 higher 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 155.05, which was -73.00 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 228.05, which was -22.25 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 250.3, which was -503.00 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 753.3, 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 753.3, 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 753.3, 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 753.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
