SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 7800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.94
Theta: -1.32
Gamma: 0.00
|
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| 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 | |||
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| 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
|
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| 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
