SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 3.53
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 27.5 | -4.70 | 30.70 | 319 | 131 | 502 | |||
| 24 Dec | 6654.90 | 32.2 | -25.30 | 32.37 | 460 | 105 | 371 | |||
| 23 Dec | 6820.75 | 57.5 | -24.50 | 33.30 | 459 | 172 | 254 | |||
| 20 Dec | 6868.90 | 82 | -183.00 | 33.48 | 181 | 72 | 81 | |||
| 19 Dec | 7632.15 | 265 | -50.00 | 25.32 | 16 | 8 | 9 | |||
| 18 Dec | 7667.00 | 315 | -78.95 | 26.55 | 2 | 1 | 1 | |||
| 17 Dec | 7790.65 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7968.95 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7916.25 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 7890.40 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Dec | 7787.60 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7749.20 | 393.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7731.00 | 393.95 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7700 expiring on 30JAN2025
Delta for 7700 CE is 0.10
Historical price for 7700 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 27.5, which was -4.70 lower than the previous day. The implied volatity was 30.70, the open interest changed by 131 which increased total open position to 502
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 32.2, which was -25.30 lower than the previous day. The implied volatity was 32.37, the open interest changed by 105 which increased total open position to 371
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 57.5, which was -24.50 lower than the previous day. The implied volatity was 33.30, the open interest changed by 172 which increased total open position to 254
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 82, which was -183.00 lower than the previous day. The implied volatity was 33.48, the open interest changed by 72 which increased total open position to 81
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 265, which was -50.00 lower than the previous day. The implied volatity was 25.32, the open interest changed by 8 which increased total open position to 9
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 315, which was -78.95 lower than the previous day. The implied volatity was 26.55, the open interest changed by 1 which increased total open position to 1
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 393.95, 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 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 393.95, 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 Dec SIEMENS was trading at 7884.85. The strike last trading price was 393.95, 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 Dec SIEMENS was trading at 7916.25. The strike last trading price was 393.95, 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 Dec SIEMENS was trading at 7871.00. The strike last trading price was 393.95, 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 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 393.95, 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 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 393.95, 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 Dec SIEMENS was trading at 7787.60. The strike last trading price was 393.95, 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 Dec SIEMENS was trading at 7792.45. The strike last trading price was 393.95, 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 Dec SIEMENS was trading at 7749.20. The strike last trading price was 393.95, 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 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 393.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 4.79
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 978 | 400.45 | 37.62 | 14 | 8 | 8 |
| 24 Dec | 6654.90 | 577.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 6820.75 | 577.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6868.90 | 577.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7632.15 | 577.55 | 0.00 | 0.10 | 0 | 0 | 0 |
| 18 Dec | 7667.00 | 577.55 | 0.00 | 0.73 | 0 | 0 | 0 |
| 17 Dec | 7790.65 | 577.55 | 0.00 | 1.99 | 0 | 0 | 0 |
| 16 Dec | 7968.95 | 577.55 | 0.00 | 3.37 | 0 | 0 | 0 |
| 13 Dec | 7884.85 | 577.55 | 0.00 | 2.46 | 0 | 0 | 0 |
| 12 Dec | 7916.25 | 577.55 | 0.00 | 2.78 | 0 | 0 | 0 |
| 11 Dec | 7871.00 | 577.55 | 0.00 | 2.36 | 0 | 0 | 0 |
| 10 Dec | 7890.40 | 577.55 | 0.00 | 2.53 | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 577.55 | 0.00 | 2.31 | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 577.55 | 0.00 | 1.65 | 0 | 0 | 0 |
| 5 Dec | 7792.45 | 577.55 | 0.00 | 1.80 | 0 | 0 | 0 |
| 4 Dec | 7749.20 | 577.55 | 0.00 | 1.38 | 0 | 0 | 0 |
| 3 Dec | 7731.00 | 577.55 | 1.41 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7700 expiring on 30JAN2025
Delta for 7700 PE is -0.85
Historical price for 7700 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 978, which was 400.45 higher than the previous day. The implied volatity was 37.62, the open interest changed by 8 which increased total open position to 8
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 577.55, 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 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 577.55, 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 Dec SIEMENS was trading at 6868.90. The strike last trading price was 577.55, 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 Dec SIEMENS was trading at 7632.15. The strike last trading price was 577.55, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 2.36, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 2.53, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 2.31, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 577.55, which was 0.00 lower than the previous day. The implied volatity was 1.38, 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 577.55, which was lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
