SIEMENS
Siemens Ltd
Historical option data for SIEMENS
03 Dec 2024 04:12 PM IST
| SIEMENS 26DEC2024 8100 CE | ||||||||||
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Delta: 0.28
Vega: 6.59
Theta: -4.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 7731.00 | 86 | 18.50 | 25.87 | 1,082 | -74 | 239 | |||
| 2 Dec | 7563.20 | 67.5 | -11.50 | 28.84 | 632 | 24 | 314 | |||
| 29 Nov | 7560.85 | 79 | 15.45 | 29.23 | 1,249 | 53 | 294 | |||
| 28 Nov | 7420.00 | 63.55 | -11.30 | 30.80 | 848 | -154 | 242 | |||
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| 27 Nov | 7436.80 | 74.85 | 13.20 | 32.55 | 1,210 | 387 | 395 | |||
| 26 Nov | 7242.50 | 61.65 | 10.75 | 35.35 | 31 | 5 | 7 | |||
| 25 Nov | 7348.50 | 50.9 | 29.48 | 2 | 1 | 1 | ||||
For Siemens Ltd - strike price 8100 expiring on 26DEC2024
Delta for 8100 CE is 0.28
Historical price for 8100 CE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 86, which was 18.50 higher than the previous day. The implied volatity was 25.87, the open interest changed by -74 which decreased total open position to 239
On 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 67.5, which was -11.50 lower than the previous day. The implied volatity was 28.84, the open interest changed by 24 which increased total open position to 314
On 29 Nov SIEMENS was trading at 7560.85. The strike last trading price was 79, which was 15.45 higher than the previous day. The implied volatity was 29.23, the open interest changed by 53 which increased total open position to 294
On 28 Nov SIEMENS was trading at 7420.00. The strike last trading price was 63.55, which was -11.30 lower than the previous day. The implied volatity was 30.80, the open interest changed by -154 which decreased total open position to 242
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 74.85, which was 13.20 higher than the previous day. The implied volatity was 32.55, the open interest changed by 387 which increased total open position to 395
On 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 61.65, which was 10.75 higher than the previous day. The implied volatity was 35.35, the open interest changed by 5 which increased total open position to 7
On 25 Nov SIEMENS was trading at 7348.50. The strike last trading price was 50.9, which was lower than the previous day. The implied volatity was 29.48, the open interest changed by 1 which increased total open position to 1
| SIEMENS 26DEC2024 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 7731.00 | 1141.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 7563.20 | 1141.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7560.85 | 1141.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 7420.00 | 1141.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 7436.80 | 1141.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 7242.50 | 1141.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 1141.2 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 8100 expiring on 26DEC2024
Delta for 8100 PE is -
Historical price for 8100 PE is as follows
On 3 Dec SIEMENS was trading at 7731.00. The strike last trading price was 1141.2, 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 2 Dec SIEMENS was trading at 7563.20. The strike last trading price was 1141.2, 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 1141.2, 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 1141.2, 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 1141.2, 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 26 Nov SIEMENS was trading at 7242.50. The strike last trading price was 1141.2, 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 1141.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
