SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Nov 2024 04:02 PM IST
| SIEMENS 28NOV2024 7900 CE | ||||||||||
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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 | |||
| 21 Nov | 6641.65 | 2.55 | 0.00 | 0.00 | 0 | -1.5 | 0 | |||
| 20 Nov | 6645.65 | 2.55 | 0.00 | 49.02 | 2 | -1.5 | 19.5 | |||
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| 19 Nov | 6645.65 | 2.55 | 0.05 | 49.02 | 2 | -1 | 19.5 | |||
| 18 Nov | 6640.20 | 2.5 | -6.65 | 45.80 | 2 | 0 | 20.5 | |||
| 14 Nov | 6736.85 | 9.15 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 13 Nov | 6704.55 | 9.15 | 1.75 | 44.16 | 12 | -3 | 20.5 | |||
| 12 Nov | 6799.45 | 7.4 | -5.30 | 38.05 | 106 | -2 | 28.5 | |||
| 11 Nov | 7046.05 | 12.7 | -11.00 | 31.85 | 64 | -1 | 30.5 | |||
| 8 Nov | 7174.35 | 23.7 | 1.20 | 31.04 | 41.5 | 23 | 32 | |||
| 7 Nov | 7073.45 | 22.5 | -2.95 | 32.35 | 10 | 4 | 9 | |||
| 6 Nov | 7050.60 | 25.45 | -2.05 | 31.94 | 8 | 1 | 6 | |||
| 5 Nov | 6957.65 | 27.5 | -18.50 | 36.56 | 4.5 | -0.5 | 4.5 | |||
| 4 Nov | 6954.00 | 46 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6949.10 | 46 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6976.30 | 46 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 6930.05 | 46 | 12.00 | - | 2 | 1 | 5 | |||
| 29 Oct | 6907.60 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6751.35 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6776.45 | 34 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 6848.00 | 34 | -213.00 | - | 1 | 0 | 3 | |||
| 23 Oct | 6872.05 | 247 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 7238.70 | 247 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 7481.60 | 247 | -53.00 | - | 3 | 0 | 2 | |||
| 18 Oct | 7803.00 | 300 | 30.45 | - | 1 | 0 | 1 | |||
| 17 Oct | 7717.65 | 269.55 | 0.40 | - | 1 | 0 | 1 | |||
| 16 Oct | 7986.30 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7870.05 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7725.40 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7686.75 | 269.15 | 0.00 | - | 0 | 1 | 0 | |||
| 9 Oct | 7677.20 | 269.15 | 93.65 | - | 1 | 0 | 0 | |||
| 8 Oct | 7372.15 | 175.5 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 7900 expiring on 28NOV2024
Delta for 7900 CE is 0.00
Historical price for 7900 CE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 49.02, the open interest changed by -3 which decreased total open position to 39
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 49.02, the open interest changed by -2 which decreased total open position to 39
On 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 2.5, which was -6.65 lower than the previous day. The implied volatity was 45.80, the open interest changed by 0 which decreased total open position to 41
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 9.15, which was 1.75 higher than the previous day. The implied volatity was 44.16, the open interest changed by -6 which decreased total open position to 41
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 7.4, which was -5.30 lower than the previous day. The implied volatity was 38.05, the open interest changed by -4 which decreased total open position to 57
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 12.7, which was -11.00 lower than the previous day. The implied volatity was 31.85, the open interest changed by -2 which decreased total open position to 61
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 23.7, which was 1.20 higher than the previous day. The implied volatity was 31.04, the open interest changed by 46 which increased total open position to 64
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 22.5, which was -2.95 lower than the previous day. The implied volatity was 32.35, the open interest changed by 8 which increased total open position to 18
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 25.45, which was -2.05 lower than the previous day. The implied volatity was 31.94, the open interest changed by 2 which increased total open position to 12
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 27.5, which was -18.50 lower than the previous day. The implied volatity was 36.56, the open interest changed by -1 which decreased total open position to 9
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 46, 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 46, 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 46, 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 46, which was 12.00 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 34, 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 34, 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 34, 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 34, which was -213.00 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 247, 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 22 Oct SIEMENS was trading at 7238.70. The strike last trading price was 247, 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 247, which was -53.00 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 300, which was 30.45 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 269.55, which was 0.40 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 269.15, 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 15 Oct SIEMENS was trading at 7870.05. The strike last trading price was 269.15, 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 14 Oct SIEMENS was trading at 7725.40. The strike last trading price was 269.15, 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 10 Oct SIEMENS was trading at 7686.75. The strike last trading price was 269.15, 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 9 Oct SIEMENS was trading at 7677.20. The strike last trading price was 269.15, which was 93.65 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 175.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6641.65 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6645.65 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6640.20 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6736.85 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 899.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 899.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 899.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 6949.10 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 6976.30 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6930.05 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6907.60 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6776.45 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7986.30 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7870.05 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7725.40 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7686.75 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 899.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 899.3 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 7900 expiring on 28NOV2024
Delta for 7900 PE is -
Historical price for 7900 PE is as follows
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 899.3, 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 Nov SIEMENS was trading at 6645.65. The strike last trading price was 899.3, 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 Nov SIEMENS was trading at 6645.65. The strike last trading price was 899.3, 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 18 Nov SIEMENS was trading at 6640.20. The strike last trading price was 899.3, 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 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 899.3, 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 Nov SIEMENS was trading at 6704.55. The strike last trading price was 899.3, 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 Nov SIEMENS was trading at 6799.45. The strike last trading price was 899.3, 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 899.3, 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 899.3, 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 899.3, 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 899.3, 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 899.3, 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 Nov SIEMENS was trading at 6954.00. The strike last trading price was 899.3, 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 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 899.3, 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 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 899.3, 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 Oct SIEMENS was trading at 6930.05. The strike last trading price was 899.3, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 899.3, 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 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 899.3, 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 25 Oct SIEMENS was trading at 6776.45. The strike last trading price was 899.3, 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 24 Oct SIEMENS was trading at 6848.00. The strike last trading price was 899.3, 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 23 Oct SIEMENS was trading at 6872.05. The strike last trading price was 899.3, 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 22 Oct SIEMENS was trading at 7238.70. The strike last trading price was 899.3, 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 21 Oct SIEMENS was trading at 7481.60. The strike last trading price was 899.3, 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 18 Oct SIEMENS was trading at 7803.00. The strike last trading price was 899.3, 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 17 Oct SIEMENS was trading at 7717.65. The strike last trading price was 899.3, 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 16 Oct SIEMENS was trading at 7986.30. The strike last trading price was 899.3, 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 15 Oct SIEMENS was trading at 7870.05. The strike last trading price was 899.3, 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 14 Oct SIEMENS was trading at 7725.40. The strike last trading price was 899.3, 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 10 Oct SIEMENS was trading at 7686.75. The strike last trading price was 899.3, 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 899.3, 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 899.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
