SIEMENS
Siemens Ltd
Historical option data for SIEMENS
26 Dec 2024 04:12 PM IST
| SIEMENS 30JAN2025 8400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6705.55 | 10.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 24 Dec | 6654.90 | 10.05 | -9.95 | 37.09 | 1 | 0 | 9 | |||
| 23 Dec | 6820.75 | 20 | -1.00 | 37.96 | 11 | -3 | 9 | |||
| 20 Dec | 6868.90 | 21 | -47.95 | 35.03 | 5 | -1 | 13 | |||
| 19 Dec | 7632.15 | 68.95 | -39.05 | 27.32 | 2 | 0 | 14 | |||
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| 18 Dec | 7667.00 | 108 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 17 Dec | 7790.65 | 108 | -42.00 | 25.61 | 4 | 2 | 13 | |||
| 16 Dec | 7968.95 | 150 | 20.00 | 24.61 | 20 | 4 | 11 | |||
| 13 Dec | 7884.85 | 130 | -34.00 | 24.90 | 3 | 0 | 6 | |||
| 12 Dec | 7916.25 | 164 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7842.05 | 164 | 32.65 | 27.36 | 6 | 4 | 6 | |||
| 6 Dec | 7787.60 | 131.35 | 131.35 | 25.63 | 1 | 0 | 1 | |||
| 27 Nov | 7436.80 | 0 | 6.06 | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 8400 expiring on 30JAN2025
Delta for 8400 CE is 0.00
Historical price for 8400 CE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 10.05, which was -9.95 lower than the previous day. The implied volatity was 37.09, the open interest changed by 0 which decreased total open position to 9
On 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 20, which was -1.00 lower than the previous day. The implied volatity was 37.96, the open interest changed by -3 which decreased total open position to 9
On 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 21, which was -47.95 lower than the previous day. The implied volatity was 35.03, the open interest changed by -1 which decreased total open position to 13
On 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 68.95, which was -39.05 lower than the previous day. The implied volatity was 27.32, the open interest changed by 0 which decreased total open position to 14
On 18 Dec SIEMENS was trading at 7667.00. The strike last trading price was 108, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 17 Dec SIEMENS was trading at 7790.65. The strike last trading price was 108, which was -42.00 lower than the previous day. The implied volatity was 25.61, the open interest changed by 2 which increased total open position to 13
On 16 Dec SIEMENS was trading at 7968.95. The strike last trading price was 150, which was 20.00 higher than the previous day. The implied volatity was 24.61, the open interest changed by 4 which increased total open position to 11
On 13 Dec SIEMENS was trading at 7884.85. The strike last trading price was 130, which was -34.00 lower than the previous day. The implied volatity was 24.90, the open interest changed by 0 which decreased total open position to 6
On 12 Dec SIEMENS was trading at 7916.25. The strike last trading price was 164, 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 164, which was 32.65 higher than the previous day. The implied volatity was 27.36, the open interest changed by 4 which increased total open position to 6
On 6 Dec SIEMENS was trading at 7787.60. The strike last trading price was 131.35, which was 131.35 higher than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SIEMENS was trading at 7436.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30JAN2025 8400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6705.55 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 6654.90 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 6820.75 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6868.90 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7632.15 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7667.00 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7790.65 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7968.95 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7884.85 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7916.25 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 7842.05 | 1423.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 7787.60 | 1423.45 | 1423.45 | - | 0 | 0 | 0 |
| 27 Nov | 7436.80 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 8400 expiring on 30JAN2025
Delta for 8400 PE is -
Historical price for 8400 PE is as follows
On 26 Dec SIEMENS was trading at 6705.55. The strike last trading price was 1423.45, 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 24 Dec SIEMENS was trading at 6654.90. The strike last trading price was 1423.45, 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 23 Dec SIEMENS was trading at 6820.75. The strike last trading price was 1423.45, 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 20 Dec SIEMENS was trading at 6868.90. The strike last trading price was 1423.45, 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 19 Dec SIEMENS was trading at 7632.15. The strike last trading price was 1423.45, 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 1423.45, 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 1423.45, 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 1423.45, 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 1423.45, 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 1423.45, 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 1423.45, 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 1423.45, which was 1423.45 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
