SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.91
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6736.85 | 6.65 | 0.55 | 43.76 | 107 | 7.5 | 472 | |||
| 13 Nov | 6704.55 | 6.1 | 0.05 | 43.81 | 191 | -11 | 465.5 | |||
| 12 Nov | 6799.45 | 6.05 | -4.25 | 39.33 | 298.5 | -17 | 477 | |||
| 11 Nov | 7046.05 | 10.3 | -8.70 | 33.25 | 292.5 | 66.5 | 494 | |||
| 8 Nov | 7174.35 | 19 | 1.20 | 32.18 | 358.5 | -29.5 | 427.5 | |||
| 7 Nov | 7073.45 | 17.8 | -1.20 | 33.26 | 208 | 23.5 | 456.5 | |||
| 6 Nov | 7050.60 | 19 | -2.10 | 32.35 | 353 | 4.5 | 434.5 | |||
| 5 Nov | 6957.65 | 21.1 | -6.90 | 36.52 | 228.5 | 22.5 | 430 | |||
| 4 Nov | 6954.00 | 28 | -12.50 | 37.43 | 342 | 72.5 | 408.5 | |||
| 1 Nov | 6949.10 | 40.5 | 0.50 | 40.40 | 54 | 1 | 336 | |||
| 31 Oct | 6976.30 | 40 | 1.10 | - | 254 | 94 | 332 | |||
| 30 Oct | 6930.05 | 38.9 | 3.40 | - | 134 | 39 | 238 | |||
| 29 Oct | 6907.60 | 35.5 | 7.50 | - | 101 | 27 | 198 | |||
| 28 Oct | 6751.35 | 28 | -12.00 | - | 68 | 25 | 170 | |||
| 25 Oct | 6776.45 | 40 | -10.45 | - | 66 | 24 | 145 | |||
| 24 Oct | 6848.00 | 50.45 | 5.45 | - | 47 | 21 | 121 | |||
| 23 Oct | 6872.05 | 45 | -53.65 | - | 82 | 18 | 98 | |||
| 22 Oct | 7238.70 | 98.65 | -51.15 | - | 49 | 4 | 81 | |||
| 21 Oct | 7481.60 | 149.8 | -105.20 | - | 49 | 22 | 77 | |||
| 18 Oct | 7803.00 | 255 | 44.55 | - | 35 | 10 | 55 | |||
| 17 Oct | 7717.65 | 210.45 | -109.85 | - | 46 | 15 | 46 | |||
| 16 Oct | 7986.30 | 320.3 | 60.30 | - | 70 | 19 | 30 | |||
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| 15 Oct | 7870.05 | 260 | 34.45 | - | 13 | 7 | 10 | |||
| 14 Oct | 7725.40 | 225.55 | 5.55 | - | 1 | 0 | 2 | |||
| 10 Oct | 7686.75 | 220 | -2.35 | - | 1 | 0 | 2 | |||
| 9 Oct | 7677.20 | 222.35 | 29.85 | - | 3 | 1 | 1 | |||
| 8 Oct | 7372.15 | 192.5 | 192.50 | - | 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 8000 expiring on 28NOV2024
Delta for 8000 CE is 0.03
Historical price for 8000 CE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 6.65, which was 0.55 higher than the previous day. The implied volatity was 43.76, the open interest changed by 15 which increased total open position to 944
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 6.1, which was 0.05 higher than the previous day. The implied volatity was 43.81, the open interest changed by -22 which decreased total open position to 931
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 6.05, which was -4.25 lower than the previous day. The implied volatity was 39.33, the open interest changed by -34 which decreased total open position to 954
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 10.3, which was -8.70 lower than the previous day. The implied volatity was 33.25, the open interest changed by 133 which increased total open position to 988
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 19, which was 1.20 higher than the previous day. The implied volatity was 32.18, the open interest changed by -59 which decreased total open position to 855
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 17.8, which was -1.20 lower than the previous day. The implied volatity was 33.26, the open interest changed by 47 which increased total open position to 913
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 19, which was -2.10 lower than the previous day. The implied volatity was 32.35, the open interest changed by 9 which increased total open position to 869
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 21.1, which was -6.90 lower than the previous day. The implied volatity was 36.52, the open interest changed by 45 which increased total open position to 860
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 28, which was -12.50 lower than the previous day. The implied volatity was 37.43, the open interest changed by 145 which increased total open position to 817
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 40.5, which was 0.50 higher than the previous day. The implied volatity was 40.40, the open interest changed by 2 which increased total open position to 672
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 40, which was 1.10 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 38.9, which was 3.40 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 35.5, which was 7.50 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 28, which was -12.00 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 40, which was -10.45 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 50.45, which was 5.45 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 45, which was -53.65 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 98.65, which was -51.15 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 149.8, which was -105.20 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 255, which was 44.55 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 210.45, which was -109.85 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 320.3, which was 60.30 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 260, which was 34.45 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 225.55, which was 5.55 higher 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 220, which was -2.35 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 222.35, which was 29.85 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 192.5, which was 192.50 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
| SIEMENS 28NOV2024 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6736.85 | 1285.75 | 25.75 | - | 3 | 0 | 26 |
| 13 Nov | 6704.55 | 1260 | 384.05 | - | 2.5 | -0.5 | 27 |
| 12 Nov | 6799.45 | 875.95 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 7046.05 | 875.95 | -124.05 | - | 1.5 | 0.5 | 27.5 |
| 8 Nov | 7174.35 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6949.10 | 1000 | 0.00 | 0.00 | 0 | 10 | 0 |
| 31 Oct | 6976.30 | 1000 | 0.00 | - | 10 | 9 | 26 |
| 30 Oct | 6930.05 | 1000 | 12.20 | - | 2 | 1 | 16 |
| 29 Oct | 6907.60 | 987.8 | -103.15 | - | 5 | 0 | 14 |
| 28 Oct | 6751.35 | 1090.95 | -123.50 | - | 2 | 2 | 13 |
| 25 Oct | 6776.45 | 1214.45 | 694.45 | - | 11 | 10 | 11 |
| 24 Oct | 6848.00 | 520 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 520 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 520 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 7481.60 | 520 | -659.30 | - | 1 | 0 | 0 |
| 18 Oct | 7803.00 | 1179.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 1179.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7986.30 | 1179.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7870.05 | 1179.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7725.40 | 1179.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7686.75 | 1179.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 1179.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 1179.3 | 1179.30 | - | 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 8000 expiring on 28NOV2024
Delta for 8000 PE is -
Historical price for 8000 PE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 1285.75, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 1260, which was 384.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 54
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 875.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 875.95, which was -124.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 55
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 1000, 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 1000, which was 12.20 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 987.8, which was -103.15 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 1090.95, which was -123.50 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 1214.45, which was 694.45 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 520, 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 520, 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 520, 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 520, which was -659.30 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 1179.3, 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 1179.3, 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 1179.3, 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 1179.3, 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 1179.3, 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 1179.3, 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 1179.3, 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 1179.3, which was 1179.30 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
