SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 7800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 3.12
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 23.3 | -5.65 | 31.63 | 229 | -42 | 296 | |||
| 24 Dec | 6654.90 | 28.95 | -20.55 | 33.65 | 405 | 135 | 336 | |||
| 23 Dec | 6820.75 | 49.5 | -21.90 | 34.13 | 239 | 66 | 201 | |||
| 20 Dec | 6868.90 | 71.4 | -159.55 | 34.31 | 343 | 92 | 133 | |||
| 19 Dec | 7632.15 | 230.95 | 3.45 | 26.42 | 28 | 7 | 41 | |||
| 18 Dec | 7667.00 | 227.5 | -103.50 | 22.88 | 34 | 8 | 14 | |||
| 17 Dec | 7790.65 | 331 | -9.00 | 25.09 | 5 | 0 | 2 | |||
| 16 Dec | 7968.95 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7884.85 | 340 | 3.35 | 21.29 | 1 | 0 | 2 | |||
| 12 Dec | 7916.25 | 336.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7871.00 | 336.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7890.40 | 336.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 336.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 336.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 7792.45 | 336.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 7749.20 | 336.65 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 7731.00 | 336.65 | 57.40 | 24.41 | 3 | 1 | 1 | |||
| 27 Nov | 7436.80 | 279.25 | 279.25 | 1.87 | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 0 | 0.00 | 2.40 | 0 | 0 | 0 | |||
| 22 Nov | 6849.40 | 0 | 0.00 | 6.00 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 0 | 0.00 | 4.12 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 7073.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6957.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 6954.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7800 expiring on 30JAN2025
Delta for 7800 CE is 0.08
Historical price for 7800 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 23.3, which was -5.65 lower than the previous day. The implied volatity was 31.63, the open interest changed by -42 which decreased total open position to 296
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 28.95, which was -20.55 lower than the previous day. The implied volatity was 33.65, the open interest changed by 135 which increased total open position to 336
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 49.5, which was -21.90 lower than the previous day. The implied volatity was 34.13, the open interest changed by 66 which increased total open position to 201
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 71.4, which was -159.55 lower than the previous day. The implied volatity was 34.31, the open interest changed by 92 which increased total open position to 133
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 230.95, which was 3.45 higher than the previous day. The implied volatity was 26.42, the open interest changed by 7 which increased total open position to 41
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 227.5, which was -103.50 lower than the previous day. The implied volatity was 22.88, the open interest changed by 8 which increased total open position to 14
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 331, which was -9.00 lower than the previous day. The implied volatity was 25.09, 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 340, 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 340, which was 3.35 higher than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 2
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 336.65, 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 336.65, 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 336.65, 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 336.65, 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 336.65, 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 336.65, 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 Dec SIEMENS was trading at 7749.20. The strike last trading price was 336.65, 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 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 336.65, which was 57.40 higher than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 1
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 279.25, which was 279.25 higher than the previous day. The implied volatity was 1.87, 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 2.40, 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 6.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.12, 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 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 7800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 3.99
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 1060 | -58.00 | 36.16 | 2 | 1 | 23 |
| 24 Dec | 6654.90 | 1118 | 202.35 | 40.28 | 1 | 0 | 23 |
| 23 Dec | 6820.75 | 915.65 | 121.30 | - | 5 | 2 | 22 |
| 20 Dec | 6868.90 | 794.35 | 444.65 | - | 20 | -2 | 20 |
| 19 Dec | 7632.15 | 349.7 | 29.70 | 29.14 | 6 | 0 | 22 |
| 18 Dec | 7667.00 | 320 | 88.25 | 29.06 | 2 | 1 | 22 |
| 17 Dec | 7790.65 | 231.75 | 31.75 | 26.54 | 9 | 2 | 20 |
| 16 Dec | 7968.95 | 200 | -8.00 | 29.06 | 2 | 1 | 18 |
| 13 Dec | 7884.85 | 208 | 0.00 | 25.64 | 16 | 13 | 15 |
| 12 Dec | 7916.25 | 208 | -754.65 | 26.95 | 2 | 1 | 1 |
| 11 Dec | 7871.00 | 962.65 | 0.00 | 1.60 | 0 | 0 | 0 |
| 10 Dec | 7890.40 | 962.65 | 0.00 | 1.69 | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 962.65 | 0.00 | 1.57 | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 962.65 | 0.00 | 0.88 | 0 | 0 | 0 |
| 5 Dec | 7792.45 | 962.65 | 0.00 | 0.99 | 0 | 0 | 0 |
| 4 Dec | 7749.20 | 962.65 | 0.00 | 0.52 | 0 | 0 | 0 |
| 3 Dec | 7731.00 | 962.65 | 962.65 | 0.55 | 0 | 0 | 0 |
| 27 Nov | 7436.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6849.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7800 expiring on 30JAN2025
Delta for 7800 PE is -0.89
Historical price for 7800 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 1060, which was -58.00 lower than the previous day. The implied volatity was 36.16, the open interest changed by 1 which increased total open position to 23
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 1118, which was 202.35 higher than the previous day. The implied volatity was 40.28, the open interest changed by 0 which decreased total open position to 23
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 915.65, which was 121.30 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 22
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 794.35, which was 444.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 20
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 349.7, which was 29.70 higher than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 22
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 320, which was 88.25 higher than the previous day. The implied volatity was 29.06, the open interest changed by 1 which increased total open position to 22
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 231.75, which was 31.75 higher than the previous day. The implied volatity was 26.54, the open interest changed by 2 which increased total open position to 20
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 200, which was -8.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by 1 which increased total open position to 18
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 208, which was 0.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 13 which increased total open position to 15
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 208, which was -754.65 lower than the previous day. The implied volatity was 26.95, the open interest changed by 1 which increased total open position to 1
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 962.65, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 962.65, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 962.65, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 962.65, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 962.65, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 962.65, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 962.65, which was 962.65 higher than the previous day. The implied volatity was 0.55, 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 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 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 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 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
