SIEMENS
Siemens Ltd
Historical option data for SIEMENS
27 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.70
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6546.00 | 10.45 | -6.20 | 34.24 | 1,228 | 289 | 1,379 | |||
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| 26 Dec | 6705.55 | 16.65 | -2.60 | 33.29 | 662 | -3 | 1,089 | |||
| 24 Dec | 6654.90 | 19.25 | -14.75 | 34.50 | 1,133 | 217 | 1,092 | |||
| 23 Dec | 6820.75 | 34 | -19.00 | 34.95 | 1,099 | 287 | 874 | |||
| 20 Dec | 6868.90 | 53 | -107.05 | 35.58 | 1,203 | 377 | 583 | |||
| 19 Dec | 7632.15 | 160.05 | 0.05 | 26.76 | 192 | 109 | 206 | |||
| 18 Dec | 7667.00 | 160 | -64.00 | 24.09 | 51 | 22 | 97 | |||
| 17 Dec | 7790.65 | 224 | -91.95 | 24.20 | 91 | 14 | 75 | |||
| 16 Dec | 7968.95 | 315.95 | 40.95 | 24.88 | 93 | 21 | 62 | |||
| 13 Dec | 7884.85 | 275 | -25.00 | 24.90 | 23 | 4 | 41 | |||
| 12 Dec | 7916.25 | 300 | 7.10 | 24.79 | 19 | 7 | 36 | |||
| 11 Dec | 7871.00 | 292.9 | -7.10 | 26.21 | 12 | 0 | 29 | |||
| 10 Dec | 7890.40 | 300 | 12.50 | 25.54 | 9 | 6 | 30 | |||
| 9 Dec | 7842.05 | 287.5 | 9.60 | 25.28 | 13 | 3 | 25 | |||
| 6 Dec | 7787.60 | 277.9 | -5.50 | 27.06 | 15 | 8 | 23 | |||
| 5 Dec | 7792.45 | 283.4 | 21.85 | 26.22 | 7 | -1 | 14 | |||
| 4 Dec | 7749.20 | 261.55 | 9.25 | 26.51 | 17 | 7 | 16 | |||
| 3 Dec | 7731.00 | 252.3 | 67.30 | 25.36 | 2 | 0 | 8 | |||
| 29 Nov | 7560.85 | 185 | -43.80 | 24.68 | 3 | 2 | 7 | |||
| 28 Nov | 7420.00 | 228.8 | 51.95 | 32.07 | 1 | 0 | 4 | |||
| 27 Nov | 7436.80 | 176.85 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 26 Nov | 7242.50 | 176.85 | -52.25 | 32.26 | 5 | 1 | 1 | |||
| 25 Nov | 7348.50 | 229.1 | 229.10 | 3.85 | 0 | 0 | 0 | |||
| 11 Nov | 7046.05 | 0 | 0.00 | 5.37 | 0 | 0 | 0 | |||
| 8 Nov | 7174.35 | 0 | 0.00 | 4.36 | 0 | 0 | 0 | |||
| 7 Nov | 7073.45 | 0 | 0.00 | 5.09 | 0 | 0 | 0 | |||
| 6 Nov | 7050.60 | 0 | 5.17 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 8000 expiring on 30JAN2025
Delta for 8000 CE is 0.04
Historical price for 8000 CE is as follows
On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 10.45, which was -6.20 lower than the previous day. The implied volatity was 34.24, the open interest changed by 289 which increased total open position to 1379
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 16.65, which was -2.60 lower than the previous day. The implied volatity was 33.29, the open interest changed by -3 which decreased total open position to 1089
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 19.25, which was -14.75 lower than the previous day. The implied volatity was 34.50, the open interest changed by 217 which increased total open position to 1092
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 34, which was -19.00 lower than the previous day. The implied volatity was 34.95, the open interest changed by 287 which increased total open position to 874
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 53, which was -107.05 lower than the previous day. The implied volatity was 35.58, the open interest changed by 377 which increased total open position to 583
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 160.05, which was 0.05 higher than the previous day. The implied volatity was 26.76, the open interest changed by 109 which increased total open position to 206
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 160, which was -64.00 lower than the previous day. The implied volatity was 24.09, the open interest changed by 22 which increased total open position to 97
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 224, which was -91.95 lower than the previous day. The implied volatity was 24.20, the open interest changed by 14 which increased total open position to 75
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 315.95, which was 40.95 higher than the previous day. The implied volatity was 24.88, the open interest changed by 21 which increased total open position to 62
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 275, which was -25.00 lower than the previous day. The implied volatity was 24.90, the open interest changed by 4 which increased total open position to 41
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 300, which was 7.10 higher than the previous day. The implied volatity was 24.79, the open interest changed by 7 which increased total open position to 36
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 292.9, which was -7.10 lower than the previous day. The implied volatity was 26.21, the open interest changed by 0 which decreased total open position to 29
On 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 300, which was 12.50 higher than the previous day. The implied volatity was 25.54, the open interest changed by 6 which increased total open position to 30
On 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 287.5, which was 9.60 higher than the previous day. The implied volatity was 25.28, the open interest changed by 3 which increased total open position to 25
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 277.9, which was -5.50 lower than the previous day. The implied volatity was 27.06, the open interest changed by 8 which increased total open position to 23
On 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 283.4, which was 21.85 higher than the previous day. The implied volatity was 26.22, the open interest changed by -1 which decreased total open position to 14
On 4 Dec SIEMENS was trading at 7749.20. The strike last trading price was 261.55, which was 9.25 higher than the previous day. The implied volatity was 26.51, the open interest changed by 7 which increased total open position to 16
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 252.3, which was 67.30 higher than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 8
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 185, which was -43.80 lower than the previous day. The implied volatity was 24.68, the open interest changed by 2 which increased total open position to 7
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 228.8, which was 51.95 higher than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 4
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 176.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 176.85, which was -52.25 lower than the previous day. The implied volatity was 32.26, the open interest changed by 1 which increased total open position to 1
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 229.1, which was 229.10 higher than the previous day. The implied volatity was 3.85, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.09, 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 0, which was lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6546.00 | 1246.2 | 16.20 | - | 7 | 1 | 72 |
| 26 Dec | 6705.55 | 1230 | -120.00 | 30.87 | 3 | 1 | 70 |
| 24 Dec | 6654.90 | 1350 | 254.05 | 52.00 | 5 | 1 | 67 |
| 23 Dec | 6820.75 | 1095.95 | -22.10 | - | 14 | 10 | 66 |
| 20 Dec | 6868.90 | 1118.05 | 658.05 | 42.62 | 23 | 4 | 57 |
| 19 Dec | 7632.15 | 460 | 10.00 | 27.95 | 4 | 0 | 53 |
| 18 Dec | 7667.00 | 450 | 72.00 | 30.48 | 8 | 2 | 55 |
| 17 Dec | 7790.65 | 378 | 131.05 | 30.76 | 12 | 8 | 53 |
| 16 Dec | 7968.95 | 246.95 | -38.20 | 25.56 | 33 | 24 | 43 |
| 13 Dec | 7884.85 | 285.15 | -39.85 | 24.20 | 9 | 7 | 19 |
| 12 Dec | 7916.25 | 325 | 5.00 | 29.27 | 25 | 9 | 12 |
| 11 Dec | 7871.00 | 320 | -80.00 | 26.54 | 2 | 0 | 1 |
| 10 Dec | 7890.40 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 400 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 7787.60 | 400 | -708.90 | 28.51 | 1 | 0 | 0 |
| 5 Dec | 7792.45 | 1108.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 7749.20 | 1108.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7731.00 | 1108.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7560.85 | 1108.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 7420.00 | 1108.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 7436.80 | 1108.9 | 1108.90 | - | 0 | 0 | 0 |
| 26 Nov | 7242.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 8000 expiring on 30JAN2025
Delta for 8000 PE is -
Historical price for 8000 PE is as follows
On 27 Dec SIEMENS was trading at 6546.00. The strike last trading price was 1246.2, which was 16.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 72
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 1230, which was -120.00 lower than the previous day. The implied volatity was 30.87, the open interest changed by 1 which increased total open position to 70
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 1350, which was 254.05 higher than the previous day. The implied volatity was 52.00, the open interest changed by 1 which increased total open position to 67
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 1095.95, which was -22.10 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 66
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 1118.05, which was 658.05 higher than the previous day. The implied volatity was 42.62, the open interest changed by 4 which increased total open position to 57
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 460, which was 10.00 higher than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 53
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 450, which was 72.00 higher than the previous day. The implied volatity was 30.48, the open interest changed by 2 which increased total open position to 55
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 378, which was 131.05 higher than the previous day. The implied volatity was 30.76, the open interest changed by 8 which increased total open position to 53
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 246.95, which was -38.20 lower than the previous day. The implied volatity was 25.56, the open interest changed by 24 which increased total open position to 43
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 285.15, which was -39.85 lower than the previous day. The implied volatity was 24.20, the open interest changed by 7 which increased total open position to 19
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 325, which was 5.00 higher than the previous day. The implied volatity was 29.27, the open interest changed by 9 which increased total open position to 12
On 11 Dec SIEMENS was trading at 7871.00. The strike last trading price was 320, which was -80.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 1
On 10 Dec SIEMENS was trading at 7890.40. The strike last trading price was 400, 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 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 400, 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 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 400, which was -708.90 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SIEMENS was trading at 7792.45. The strike last trading price was 1108.9, 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 Dec SIEMENS was trading at 7749.20. The strike last trading price was 1108.9, 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 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 1108.9, 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 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 1108.9, 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 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 1108.9, 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 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 1108.9, which was 1108.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SIEMENS was trading at 7242.50. 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 0 which decreased total open position to 0
On 25 Nov SIEMENS was trading at 7348.50. 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 0 which decreased total open position to 0
On 11 Nov SIEMENS was trading at 7046.05. 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 0 which decreased total open position to 0
On 8 Nov SIEMENS was trading at 7174.35. 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 0 which decreased total open position to 0
On 7 Nov SIEMENS was trading at 7073.45. 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 0 which decreased total open position to 0
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
