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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 8000 CE
Delta: 0.03
Vega: 0.91
Theta: -1.48
Gamma: 0.00
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
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: -
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