SIEMENS
Siemens Ltd
Historical option data for SIEMENS
03 Dec 2024 04:12 PM IST
| SIEMENS 26DEC2024 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 7.21
Theta: -4.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 7731.00 | 114.9 | 27.65 | 25.81 | 5,469 | 46 | 1,589 | |||
| 2 Dec | 7563.20 | 87.25 | -14.70 | 28.49 | 3,215 | 83 | 1,547 | |||
| 29 Nov | 7560.85 | 101.95 | 21.95 | 29.20 | 5,481 | -65 | 1,469 | |||
| 28 Nov | 7420.00 | 80 | -10.00 | 30.48 | 5,030 | -434 | 1,519 | |||
| 27 Nov | 7436.80 | 90 | 7.00 | 31.47 | 12,200 | 1,107 | 1,948 | |||
| 26 Nov | 7242.50 | 83 | -22.95 | 35.94 | 1,336 | 256 | 847 | |||
| 25 Nov | 7348.50 | 105.95 | 81.20 | 35.69 | 1,953 | 576 | 589 | |||
| 22 Nov | 6849.40 | 24.75 | 12.80 | 33.11 | 108 | 89 | 102 | |||
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| 21 Nov | 6641.65 | 11.95 | -7.60 | 31.91 | 10 | -1 | 12 | |||
| 20 Nov | 6645.65 | 19.55 | 0.00 | 34.98 | 11 | 3 | 12 | |||
| 19 Nov | 6645.65 | 19.55 | -30.45 | 34.98 | 11 | 2 | 12 | |||
| 12 Nov | 6799.45 | 50 | -20.00 | 36.06 | 1 | 0 | 11 | |||
| 8 Nov | 7174.35 | 70 | -2.90 | 28.99 | 9 | 8 | 10 | |||
| 7 Nov | 7073.45 | 72.9 | 12.55 | 30.72 | 1 | 0 | 2 | |||
| 6 Nov | 7050.60 | 60.35 | -176.55 | 28.22 | 2 | 1 | 1 | |||
| 21 Oct | 7481.60 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7803.00 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7717.65 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7986.30 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7870.05 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7725.40 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7749.90 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7686.75 | 236.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7677.20 | 236.9 | 236.90 | - | 0 | 0 | 0 | |||
| 8 Oct | 7372.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7246.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 7346.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7511.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7250.00 | 0 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 8000 expiring on 26DEC2024
Delta for 8000 CE is 0.35
Historical price for 8000 CE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 114.9, which was 27.65 higher than the previous day. The implied volatity was 25.81, the open interest changed by 46 which increased total open position to 1589
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 87.25, which was -14.70 lower than the previous day. The implied volatity was 28.49, the open interest changed by 83 which increased total open position to 1547
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 101.95, which was 21.95 higher than the previous day. The implied volatity was 29.20, the open interest changed by -65 which decreased total open position to 1469
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 80, which was -10.00 lower than the previous day. The implied volatity was 30.48, the open interest changed by -434 which decreased total open position to 1519
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 90, which was 7.00 higher than the previous day. The implied volatity was 31.47, the open interest changed by 1107 which increased total open position to 1948
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 83, which was -22.95 lower than the previous day. The implied volatity was 35.94, the open interest changed by 256 which increased total open position to 847
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 105.95, which was 81.20 higher than the previous day. The implied volatity was 35.69, the open interest changed by 576 which increased total open position to 589
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 24.75, which was 12.80 higher than the previous day. The implied volatity was 33.11, the open interest changed by 89 which increased total open position to 102
On 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 11.95, which was -7.60 lower than the previous day. The implied volatity was 31.91, the open interest changed by -1 which decreased total open position to 12
On 20 Nov SIEMENS was trading at 6645.65. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 34.98, the open interest changed by 3 which increased total open position to 12
On 19 Nov SIEMENS was trading at 6645.65. The strike last trading price was 19.55, which was -30.45 lower than the previous day. The implied volatity was 34.98, the open interest changed by 2 which increased total open position to 12
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 50, which was -20.00 lower than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 11
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 70, which was -2.90 lower than the previous day. The implied volatity was 28.99, the open interest changed by 8 which increased total open position to 10
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 72.9, which was 12.55 higher than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 2
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 60.35, which was -176.55 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1 which increased total open position to 1
On 21 Oct SIEMENS was trading at 7481.60. The strike last trading price was 236.9, 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 236.9, 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 236.9, 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 236.9, 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 236.9, 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 236.9, 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 11 Oct SIEMENS was trading at 7749.90. The strike last trading price was 236.9, 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 236.9, 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 236.9, which was 236.90 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 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 4 Oct SIEMENS was trading at 7246.85. 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 3 Oct SIEMENS was trading at 7346.40. 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 which decreased total open position to
On 1 Oct SIEMENS was trading at 7511.70. 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 30 Sept SIEMENS was trading at 7250.00. 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 26DEC2024 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 7.41
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 7731.00 | 365 | -94.60 | 31.33 | 37 | 20 | 145 |
| 2 Dec | 7563.20 | 459.6 | -25.70 | 28.61 | 21 | 15 | 125 |
| 29 Nov | 7560.85 | 485.3 | -116.55 | 30.24 | 52 | 37 | 108 |
| 28 Nov | 7420.00 | 601.85 | -8.15 | 32.52 | 33 | 15 | 70 |
| 27 Nov | 7436.80 | 610 | -160.60 | 33.32 | 50 | 16 | 54 |
| 26 Nov | 7242.50 | 770.6 | 55.60 | 37.28 | 37 | 29 | 38 |
| 25 Nov | 7348.50 | 715 | -300.35 | 38.84 | 13 | 8 | 8 |
| 22 Nov | 6849.40 | 1015.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6641.65 | 1015.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6645.65 | 1015.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6645.65 | 1015.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 1015.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 1015.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 1015.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 1015.35 | 1015.35 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7986.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7870.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7725.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7749.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7686.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7246.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7346.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7511.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7250.00 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 8000 expiring on 26DEC2024
Delta for 8000 PE is -0.62
Historical price for 8000 PE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 365, which was -94.60 lower than the previous day. The implied volatity was 31.33, the open interest changed by 20 which increased total open position to 145
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 459.6, which was -25.70 lower than the previous day. The implied volatity was 28.61, the open interest changed by 15 which increased total open position to 125
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 485.3, which was -116.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by 37 which increased total open position to 108
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 601.85, which was -8.15 lower than the previous day. The implied volatity was 32.52, the open interest changed by 15 which increased total open position to 70
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 610, which was -160.60 lower than the previous day. The implied volatity was 33.32, the open interest changed by 16 which increased total open position to 54
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 770.6, which was 55.60 higher than the previous day. The implied volatity was 37.28, the open interest changed by 29 which increased total open position to 38
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 715, which was -300.35 lower than the previous day. The implied volatity was 38.84, the open interest changed by 8 which increased total open position to 8
On 22 Nov SIEMENS was trading at 6849.40. The strike last trading price was 1015.35, 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 21 Nov SIEMENS was trading at 6641.65. The strike last trading price was 1015.35, 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 1015.35, 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 1015.35, 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 1015.35, 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 1015.35, 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 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 1015.35, 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 Nov SIEMENS was trading at 7050.60. The strike last trading price was 1015.35, which was 1015.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct SIEMENS was trading at 7481.60. 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 18 Oct SIEMENS was trading at 7803.00. 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 17 Oct SIEMENS was trading at 7717.65. 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 16 Oct SIEMENS was trading at 7986.30. 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 15 Oct SIEMENS was trading at 7870.05. 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 which decreased total open position to
On 14 Oct SIEMENS was trading at 7725.40. 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 which decreased total open position to
On 11 Oct SIEMENS was trading at 7749.90. 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 10 Oct SIEMENS was trading at 7686.75. 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 9 Oct SIEMENS was trading at 7677.20. 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 8 Oct SIEMENS was trading at 7372.15. 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 4 Oct SIEMENS was trading at 7246.85. 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 3 Oct SIEMENS was trading at 7346.40. 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 which decreased total open position to
On 1 Oct SIEMENS was trading at 7511.70. 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 30 Sept SIEMENS was trading at 7250.00. 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
