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[--[65.84.65.76]--]
SIEMENS
Siemens Ltd

6736.85 32.30 (0.48%)

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Historical option data for SIEMENS

14 Nov 2024 04:12 PM IST
SIEMENS 28NOV2024 7800 CE
Delta: 0.03
Vega: 0.94
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6736.85 6 -0.85 37.50 9.5 -6 122.5
13 Nov 6704.55 6.85 -1.60 39.27 134.5 -26.5 129.5
12 Nov 6799.45 8.45 -9.15 36.22 258 -6 153.5
11 Nov 7046.05 17.6 -13.85 31.18 117 6 160.5
8 Nov 7174.35 31.45 1.50 30.35 115 -2.5 155.5
7 Nov 7073.45 29.95 -1.35 31.85 86.5 24.5 161
6 Nov 7050.60 31.3 -0.50 30.79 158 19.5 138.5
5 Nov 6957.65 31.8 -10.85 34.78 139 18.5 118.5
4 Nov 6954.00 42.65 -12.35 36.12 79 -3 100
1 Nov 6949.10 55 -5.00 38.51 3 0 104
31 Oct 6976.30 60 3.45 - 53 2 94
30 Oct 6930.05 56.55 3.55 - 87 4 92
29 Oct 6907.60 53 15.00 - 24 0 88
28 Oct 6751.35 38 -17.70 - 38 21 88
25 Oct 6776.45 55.7 -12.80 - 18 2 67
24 Oct 6848.00 68.5 0.15 - 19 6 65
23 Oct 6872.05 68.35 -71.65 - 54 -2 57
22 Oct 7238.70 140 -70.00 - 23 9 58
21 Oct 7481.60 210 -139.70 - 38 14 49
18 Oct 7803.00 349.7 43.70 - 18 4 35
17 Oct 7717.65 306 -79.00 - 9 4 31
16 Oct 7986.30 385 35.10 - 35 14 26
15 Oct 7870.05 349.9 34.40 - 20 7 12
14 Oct 7725.40 315.5 -14.45 - 8 5 6
10 Oct 7686.75 329.95 10.90 - 1 0 1
9 Oct 7677.20 319.05 81.70 - 1 0 0
8 Oct 7372.15 237.35 0.00 - 0 0 0
26 Sept 7077.25 237.35 0.00 - 0 0 0
25 Sept 7177.00 237.35 237.35 - 0 0 0
24 Sept 7095.70 0 - 0 0 0


For Siemens Ltd - strike price 7800 expiring on 28NOV2024

Delta for 7800 CE is 0.03

Historical price for 7800 CE is as follows

On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 6, which was -0.85 lower than the previous day. The implied volatity was 37.50, the open interest changed by -12 which decreased total open position to 245


On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 6.85, which was -1.60 lower than the previous day. The implied volatity was 39.27, the open interest changed by -53 which decreased total open position to 259


On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 8.45, which was -9.15 lower than the previous day. The implied volatity was 36.22, the open interest changed by -12 which decreased total open position to 307


On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 17.6, which was -13.85 lower than the previous day. The implied volatity was 31.18, the open interest changed by 12 which increased total open position to 321


On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 31.45, which was 1.50 higher than the previous day. The implied volatity was 30.35, the open interest changed by -5 which decreased total open position to 311


On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 29.95, which was -1.35 lower than the previous day. The implied volatity was 31.85, the open interest changed by 49 which increased total open position to 322


On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 31.3, which was -0.50 lower than the previous day. The implied volatity was 30.79, the open interest changed by 39 which increased total open position to 277


On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 31.8, which was -10.85 lower than the previous day. The implied volatity was 34.78, the open interest changed by 37 which increased total open position to 237


On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 42.65, which was -12.35 lower than the previous day. The implied volatity was 36.12, the open interest changed by -6 which decreased total open position to 200


On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 55, which was -5.00 lower than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 208


On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 60, which was 3.45 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 56.55, which was 3.55 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 53, 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 38, which was -17.70 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 55.7, which was -12.80 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 68.5, which was 0.15 higher 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 68.35, which was -71.65 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 140, which was -70.00 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 210, which was -139.70 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 349.7, which was 43.70 higher 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 306, which was -79.00 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 385, which was 35.10 higher 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 349.9, which was 34.40 higher 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 315.5, which was -14.45 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 329.95, which was 10.90 higher 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 319.05, which was 81.70 higher 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 237.35, 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 26 Sept SIEMENS was trading at 7077.25. The strike last trading price was 237.35, 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 Sept SIEMENS was trading at 7177.00. The strike last trading price was 237.35, which was 237.35 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SIEMENS 28NOV2024 7800 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6736.85 667.5 0.00 0.00 0 0 0
13 Nov 6704.55 667.5 0.00 0.00 0 0 0
12 Nov 6799.45 667.5 0.00 0.00 0 0 0
11 Nov 7046.05 667.5 0.00 0.00 0 1.5 0
8 Nov 7174.35 667.5 -152.50 34.72 3.5 1 23
7 Nov 7073.45 820 0.00 0.00 0 0 0
6 Nov 7050.60 820 0.00 0.00 0 0 0
5 Nov 6957.65 820 0.00 0.00 0 0 0
4 Nov 6954.00 820 0.00 0.00 0 0 0
1 Nov 6949.10 820 0.00 0.00 0 1 0
31 Oct 6976.30 820 -108.00 - 1 0 21
30 Oct 6930.05 928 0.00 - 0 0 0
29 Oct 6907.60 928 0.00 - 0 1 0
28 Oct 6751.35 928 -62.00 - 1 1 20
25 Oct 6776.45 990 80.00 - 1 0 19
24 Oct 6848.00 910 215.60 - 1 0 18
23 Oct 6872.05 694.4 95.40 - 1 0 17
22 Oct 7238.70 599 133.95 - 5 -3 17
21 Oct 7481.60 465.05 192.30 - 36 5 20
18 Oct 7803.00 272.75 -27.25 - 27 3 16
17 Oct 7717.65 300 69.70 - 28 3 13
16 Oct 7986.30 230.3 -19.70 - 9 6 7
15 Oct 7870.05 250 -777.80 - 1 0 0
14 Oct 7725.40 1027.8 0.00 - 0 0 0
10 Oct 7686.75 1027.8 0.00 - 0 0 0
9 Oct 7677.20 1027.8 0.00 - 0 0 0
8 Oct 7372.15 1027.8 1027.80 - 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 0 0


For Siemens Ltd - strike price 7800 expiring on 28NOV2024

Delta for 7800 PE is 0.00

Historical price for 7800 PE is as follows

On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 667.5, 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 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 667.5, 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 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 667.5, 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 667.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 667.5, which was -152.50 lower than the previous day. The implied volatity was 34.72, the open interest changed by 2 which increased total open position to 46


On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 820, 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 820, 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 820, 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 820, 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 820, 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 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 820, which was -108.00 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 928, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 928, 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 928, which was -62.00 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 990, which was 80.00 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 910, which was 215.60 higher 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 694.4, which was 95.40 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 599, which was 133.95 higher 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 465.05, which was 192.30 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 272.75, which was -27.25 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 300, which was 69.70 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 230.3, which was -19.70 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 250, which was -777.80 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 1027.8, 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 1027.8, 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 1027.8, 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 1027.8, which was 1027.80 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to