SIEMENS
Siemens Ltd
Historical option data for SIEMENS
14 Nov 2024 04:12 PM IST
| SIEMENS 28NOV2024 8500 CE | ||||||||||
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Delta: 0.02
Vega: 0.61
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6736.85 | 4.7 | 1.15 | 53.89 | 6.5 | -1.5 | 200.5 | |||
| 13 Nov | 6704.55 | 3.55 | 1.35 | 51.75 | 10.5 | -3.5 | 201 | |||
| 12 Nov | 6799.45 | 2.2 | -1.80 | 44.52 | 5 | 0.5 | 205.5 | |||
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| 11 Nov | 7046.05 | 4 | -5.00 | 39.89 | 1 | 0 | 205.5 | |||
| 8 Nov | 7174.35 | 9 | 6.00 | 39.26 | 8 | -0.5 | 205 | |||
| 7 Nov | 7073.45 | 3 | -0.10 | 33.93 | 3.5 | 0 | 204.5 | |||
| 6 Nov | 7050.60 | 3.1 | -2.90 | 32.83 | 71.5 | 2 | 205 | |||
| 5 Nov | 6957.65 | 6 | -4.15 | 38.81 | 19.5 | 2 | 202.5 | |||
| 4 Nov | 6954.00 | 10.15 | -10.20 | 41.32 | 89 | 32 | 200.5 | |||
| 1 Nov | 6949.10 | 20.35 | 8.35 | 44.97 | 22 | -3 | 168 | |||
| 31 Oct | 6976.30 | 12 | -5.80 | - | 12 | -1 | 173 | |||
| 30 Oct | 6930.05 | 17.8 | 5.80 | - | 28 | 8 | 173 | |||
| 29 Oct | 6907.60 | 12 | -6.00 | - | 12 | -1 | 165 | |||
| 28 Oct | 6751.35 | 18 | -3.00 | - | 49 | 165 | 165 | |||
| 24 Oct | 6848.00 | 21 | -7.30 | - | 20 | 9 | 156 | |||
| 23 Oct | 6872.05 | 28.3 | -15.70 | - | 42 | 29 | 146 | |||
| 22 Oct | 7238.70 | 44 | -13.95 | - | 33 | 18 | 116 | |||
| 21 Oct | 7481.60 | 57.95 | -46.90 | - | 40 | 18 | 98 | |||
| 18 Oct | 7803.00 | 104.85 | 13.80 | - | 23 | 16 | 79 | |||
| 17 Oct | 7717.65 | 91.05 | -46.50 | - | 40 | 7 | 63 | |||
| 16 Oct | 7986.30 | 137.55 | 37.60 | - | 80 | 54 | 56 | |||
| 15 Oct | 7870.05 | 99.95 | 99.95 | - | 2 | 1 | 1 | |||
| 8 Oct | 7372.15 | 0 | - | 0 | 0 | 0 | ||||
For Siemens Ltd - strike price 8500 expiring on 28NOV2024
Delta for 8500 CE is 0.02
Historical price for 8500 CE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 4.7, which was 1.15 higher than the previous day. The implied volatity was 53.89, the open interest changed by -3 which decreased total open position to 401
On 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 3.55, which was 1.35 higher than the previous day. The implied volatity was 51.75, the open interest changed by -7 which decreased total open position to 402
On 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 2.2, which was -1.80 lower than the previous day. The implied volatity was 44.52, the open interest changed by 1 which increased total open position to 411
On 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 4, which was -5.00 lower than the previous day. The implied volatity was 39.89, the open interest changed by 0 which decreased total open position to 411
On 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 9, which was 6.00 higher than the previous day. The implied volatity was 39.26, the open interest changed by -1 which decreased total open position to 410
On 7 Nov SIEMENS was trading at 7073.45. The strike last trading price was 3, which was -0.10 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 409
On 6 Nov SIEMENS was trading at 7050.60. The strike last trading price was 3.1, which was -2.90 lower than the previous day. The implied volatity was 32.83, the open interest changed by 4 which increased total open position to 410
On 5 Nov SIEMENS was trading at 6957.65. The strike last trading price was 6, which was -4.15 lower than the previous day. The implied volatity was 38.81, the open interest changed by 4 which increased total open position to 405
On 4 Nov SIEMENS was trading at 6954.00. The strike last trading price was 10.15, which was -10.20 lower than the previous day. The implied volatity was 41.32, the open interest changed by 64 which increased total open position to 401
On 1 Nov SIEMENS was trading at 6949.10. The strike last trading price was 20.35, which was 8.35 higher than the previous day. The implied volatity was 44.97, the open interest changed by -6 which decreased total open position to 336
On 31 Oct SIEMENS was trading at 6976.30. The strike last trading price was 12, which was -5.80 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 17.8, which was 5.80 higher 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 12, which was -6.00 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 18, which was -3.00 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 21, which was -7.30 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 28.3, which was -15.70 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 44, which was -13.95 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 57.95, which was -46.90 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 104.85, which was 13.80 higher 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 91.05, which was -46.50 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 137.55, which was 37.60 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 99.95, which was 99.95 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SIEMENS 28NOV2024 8500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 14 Nov | 6736.85 | 1391.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6704.55 | 1391.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6799.45 | 1391.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 7046.05 | 1391.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 7174.35 | 1391.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 7073.45 | 1391.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7050.60 | 1391.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6957.65 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6954.00 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 6949.10 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 6976.30 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6930.05 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6907.60 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6751.35 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6848.00 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6872.05 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 7238.70 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 7481.60 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7803.00 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7717.65 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7986.30 | 1391.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7870.05 | 1391.4 | 1391.40 | - | 0 | 0 | 0 |
| 8 Oct | 7372.15 | 0 | - | 0 | 0 | 0 | |
For Siemens Ltd - strike price 8500 expiring on 28NOV2024
Delta for 8500 PE is 0.00
Historical price for 8500 PE is as follows
On 14 Nov SIEMENS was trading at 6736.85. The strike last trading price was 1391.4, 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 13 Nov SIEMENS was trading at 6704.55. The strike last trading price was 1391.4, 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 12 Nov SIEMENS was trading at 6799.45. The strike last trading price was 1391.4, 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 11 Nov SIEMENS was trading at 7046.05. The strike last trading price was 1391.4, 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 8 Nov SIEMENS was trading at 7174.35. The strike last trading price was 1391.4, 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 1391.4, 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 1391.4, 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 1391.4, 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 1391.4, 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 1391.4, 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 1391.4, 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 30 Oct SIEMENS was trading at 6930.05. The strike last trading price was 1391.4, 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 1391.4, 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 1391.4, 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 1391.4, 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 1391.4, 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 22 Oct SIEMENS was trading at 7238.70. The strike last trading price was 1391.4, 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 21 Oct SIEMENS was trading at 7481.60. The strike last trading price was 1391.4, 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 18 Oct SIEMENS was trading at 7803.00. The strike last trading price was 1391.4, 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 17 Oct SIEMENS was trading at 7717.65. The strike last trading price was 1391.4, 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 16 Oct SIEMENS was trading at 7986.30. The strike last trading price was 1391.4, 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 15 Oct SIEMENS was trading at 7870.05. The strike last trading price was 1391.4, which was 1391.40 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
