SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 8200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.44
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6736.85 | 2.5 | 0.95 | 42.58 | 2.5 | 0 | 146 | |||
| 13 Nov | 6704.55 | 1.55 | -3.00 | 40.08 | 3 | 0 | 146 | |||
| 12 Nov | 6799.45 | 4.55 | 0.30 | 42.52 | 0.5 | 0 | 146 | |||
| 11 Nov | 7046.05 | 4.25 | -5.30 | 33.17 | 26 | 1.5 | 148 | |||
| 8 Nov | 7174.35 | 9.55 | -0.05 | 32.63 | 75.5 | 0 | 146.5 | |||
| 7 Nov | 7073.45 | 9.6 | -2.40 | 33.95 | 61.5 | 38 | 146 | |||
| 6 Nov | 7050.60 | 12 | -1.25 | 34.03 | 27.5 | 2.5 | 108.5 | |||
| 5 Nov | 6957.65 | 13.25 | -3.90 | 37.65 | 67.5 | 35.5 | 106.5 | |||
| 4 Nov | 6954.00 | 17.15 | -8.25 | 38.08 | 115.5 | 45 | 72 | |||
| 1 Nov | 6949.10 | 25.4 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 31 Oct | 6976.30 | 25.4 | -12.00 | - | 14 | 12 | 27 | |||
| 30 Oct | 6930.05 | 37.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 6907.60 | 37.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6751.35 | 37.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6848.00 | 37.4 | 0.00 | - | 1 | 0 | 16 | |||
| 23 Oct | 6872.05 | 37.4 | -30.95 | - | 1 | 0 | 17 | |||
| 22 Oct | 7238.70 | 68.35 | -29.90 | - | 5 | 2 | 19 | |||
| 21 Oct | 7481.60 | 98.25 | -142.70 | - | 19 | 3 | 17 | |||
| 18 Oct | 7803.00 | 240.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7717.65 | 240.95 | 0.00 | - | 0 | 2 | 0 | |||
| 16 Oct | 7986.30 | 240.95 | 50.95 | - | 11 | 3 | 15 | |||
| 15 Oct | 7870.05 | 190 | 32.65 | - | 24 | 0 | 16 | |||
| 9 Oct | 7677.20 | 157.35 | 2.60 | - | 23 | 16 | 16 | |||
| 8 Oct | 7372.15 | 154.75 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 8200 expiring on 28NOV2024
Delta for 8200 CE is 0.01
Historical price for 8200 CE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was 42.58, the open interest changed by 0 which decreased total open position to 292
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 1.55, which was -3.00 lower than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 292
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 4.55, which was 0.30 higher than the previous day. The implied volatity was 42.52, the open interest changed by 0 which decreased total open position to 292
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 4.25, which was -5.30 lower than the previous day. The implied volatity was 33.17, the open interest changed by 3 which increased total open position to 296
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 9.55, which was -0.05 lower than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 293
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 9.6, which was -2.40 lower than the previous day. The implied volatity was 33.95, the open interest changed by 76 which increased total open position to 292
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 12, which was -1.25 lower than the previous day. The implied volatity was 34.03, the open interest changed by 5 which increased total open position to 217
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 13.25, which was -3.90 lower than the previous day. The implied volatity was 37.65, the open interest changed by 71 which increased total open position to 213
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 17.15, which was -8.25 lower than the previous day. The implied volatity was 38.08, the open interest changed by 90 which increased total open position to 144
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 25.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 25.4, 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 30 Oct SIEMENS was trading at 6930.05. The strike last trading price was 37.4, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 37.4, 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 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 37.4, 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 Oct SIEMENS was trading at 6848.00. The strike last trading price was 37.4, 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 37.4, which was -30.95 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 68.35, which was -29.90 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 98.25, which was -142.70 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 240.95, 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 240.95, 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 240.95, which was 50.95 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 190, which was 32.65 higher 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 157.35, which was 2.60 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 154.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6736.85 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 1337.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 1337.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 1337.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 6949.10 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 6976.30 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6930.05 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6907.60 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7986.30 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7870.05 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7677.20 | 1337.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 1337.95 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 8200 expiring on 28NOV2024
Delta for 8200 PE is -
Historical price for 8200 PE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 1337.95, 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 Nov SIEMENS was trading at 6704.55. The strike last trading price was 1337.95, 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 Nov SIEMENS was trading at 6799.45. The strike last trading price was 1337.95, 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 1337.95, 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 1337.95, 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 1337.95, 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 1337.95, 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 1337.95, 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 Nov SIEMENS was trading at 6954.00. The strike last trading price was 1337.95, 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 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 1337.95, 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 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 1337.95, 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 1337.95, 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 29 Oct SIEMENS was trading at 6907.60. The strike last trading price was 1337.95, 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 28 Oct SIEMENS was trading at 6751.35. The strike last trading price was 1337.95, 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 Oct SIEMENS was trading at 6848.00. The strike last trading price was 1337.95, 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 1337.95, 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 1337.95, 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 1337.95, 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 18 Oct SIEMENS was trading at 7803.00. The strike last trading price was 1337.95, 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 1337.95, 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 1337.95, 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 1337.95, 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 1337.95, 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 1337.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
