SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 8200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 1.88
Theta: -1.01
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 12 | -4.10 | 34.77 | 129 | 17 | 364 | |||
| 24 Dec | 6654.90 | 16.1 | -11.80 | 36.89 | 338 | 53 | 345 | |||
|
|
||||||||||
| 23 Dec | 6820.75 | 27.9 | -12.10 | 37.22 | 551 | 244 | 289 | |||
| 20 Dec | 6868.90 | 40 | -64.20 | 36.89 | 94 | 18 | 38 | |||
| 19 Dec | 7632.15 | 104.2 | -20.75 | 26.65 | 15 | 4 | 18 | |||
| 18 Dec | 7667.00 | 124.95 | -30.05 | 26.70 | 21 | 11 | 14 | |||
| 17 Dec | 7790.65 | 155 | -70.00 | 24.74 | 3 | 0 | 2 | |||
| 16 Dec | 7968.95 | 225 | -50.00 | 24.94 | 1 | 0 | 1 | |||
| 13 Dec | 7884.85 | 275 | 88.35 | 32.30 | 1 | 0 | 0 | |||
| 12 Dec | 7916.25 | 186.65 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 186.65 | 0.00 | 1.84 | 0 | 0 | 0 | |||
| 6 Dec | 7787.60 | 186.65 | 0.00 | 2.39 | 0 | 0 | 0 | |||
| 27 Nov | 7436.80 | 186.65 | 0.00 | 4.76 | 0 | 0 | 0 | |||
| 25 Nov | 7348.50 | 186.65 | 5.23 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 8200 expiring on 30JAN2025
Delta for 8200 CE is 0.04
Historical price for 8200 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 12, which was -4.10 lower than the previous day. The implied volatity was 34.77, the open interest changed by 17 which increased total open position to 364
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 16.1, which was -11.80 lower than the previous day. The implied volatity was 36.89, the open interest changed by 53 which increased total open position to 345
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 27.9, which was -12.10 lower than the previous day. The implied volatity was 37.22, the open interest changed by 244 which increased total open position to 289
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 40, which was -64.20 lower than the previous day. The implied volatity was 36.89, the open interest changed by 18 which increased total open position to 38
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 104.2, which was -20.75 lower than the previous day. The implied volatity was 26.65, the open interest changed by 4 which increased total open position to 18
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 124.95, which was -30.05 lower than the previous day. The implied volatity was 26.70, the open interest changed by 11 which increased total open position to 14
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 155, which was -70.00 lower than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 2
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 225, which was -50.00 lower than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 1
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 275, which was 88.35 higher than the previous day. The implied volatity was 32.30, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 186.65, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 186.65, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 186.65, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 186.65, which was 0.00 lower than the previous day. The implied volatity was 4.76, 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 186.65, which was lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 575 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 6654.90 | 575 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 6820.75 | 575 | 0.00 | 0.00 | 0 | 12 | 0 |
| 20 Dec | 6868.90 | 575 | -687.90 | - | 12 | 11 | 11 |
| 19 Dec | 7632.15 | 1262.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7667.00 | 1262.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7790.65 | 1262.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7968.95 | 1262.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7884.85 | 1262.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7916.25 | 1262.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 1262.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 1262.9 | 1262.90 | - | 0 | 0 | 0 |
| 27 Nov | 7436.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 7348.50 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 8200 expiring on 30JAN2025
Delta for 8200 PE is 0.00
Historical price for 8200 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 575, 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 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 575, 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 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 575, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 575, which was -687.90 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 1262.9, 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 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 1262.9, 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 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 1262.9, 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 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 1262.9, 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 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 1262.9, 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 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 1262.9, 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 9 Dec SIEMENS was trading at 7842.05. The strike last trading price was 1262.9, 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 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 1262.9, which was 1262.90 higher 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
