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[--[65.84.65.76]--]
SIEMENS
Siemens Ltd

4928.15 -320.40 (-6.10%)

Option Chain for SIEMENS

04 Apr 2025 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 75

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 2403.40 0.00 3400 -0.10 0.05 - 1,707 1,620 1,706 -
0.00 0 0 0 0.00 0.00 0.00 3500 0.00 0.00 0.00 0 0 0 0.00
- 65 64 65 - 1322.10 -577.90 3600 -0.10 0.10 43.09 49 1 72 -0.00
0.00 0 0 0 0.00 0.00 0.00 3700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2141.05 0.00 3800 -0.10 0.05 35.36 93 -16 156 -0.00
0.00 0 0 0 0.00 873.35 0.00 3900 -0.25 0.05 34.80 32 -12 75 -0.00
0.00 0 0 0 0.00 1290.00 0.00 4000 -0.15 0.05 27.79 5 0 173 -0.00
0.00 0 0 0 0.00 710.95 0.00 4100 0.00 79.45 0.00 0 0 0 0.00
- 0 0 0 - 1757.85 0.00 4200 -0.15 0.05 21.72 1 0 109 -0.00
- 0 0 0 - 565.25 0.00 4300 0.00 131.60 13.70 0 0 0 -0.00
- 0 0 0 - 1572.20 0.00 4400 -0.15 0.05 15.67 6 0 93 -0.00
- 0 0 1 - 386.25 -52.65 4500 -0.20 0.05 12.77 702 -433 916 -0.00
- 8 8 11 - 278.50 -1114.20 4600 -0.55 0.05 9.91 649 -108 179 -0.00
- 9 4 207 - 202.90 -353.55 4700 -1.00 0.05 7.03 3,104 -765 616 -0.00
- 47 46 84 - 95.00 -371.30 4800 -1.20 0.05 4.25 8,105 -119 689 -0.00
- 891 887 6,622 - 0.05 -350.00 4900 -2.05 0.05 1.17 13,894 -295 623 -0.01
0.01 3,315 3,043 18,946 2.32 0.05 -259.95 5000 95.90 100.00 13.05 21,425 -2,074 2,520 -0.67
0.00 1,525 1,211 16,473 5.19 0.05 -157.80 5100 196.40 205.00 21.27 9,204 -690 1,588 -0.74
0.00 1,546 453 11,877 7.83 0.05 -81.80 5200 273.05 304.00 27.25 4,925 -451 2,641 -0.79
0.00 2,938 -1,516 11,377 10.34 0.05 -38.60 5300 310.30 398.90 31.28 1,688 -737 1,582 -0.83
0.00 2,416 -1,982 6,714 12.91 0.05 -20.20 5400 330.75 500.00 36.94 348 -110 1,405 -0.84
0.00 4,613 -3,876 14,978 15.10 0.05 -10.55 5500 379.65 637.30 54.37 282 -13 774 -0.79
0.00 2,589 -1,538 3,699 17.34 0.05 -5.70 5600 365.55 695.45 44.87 102 28 218 -0.88
0.00 805 -776 1,920 19.69 0.05 -2.85 5700 244.25 700.00 - 8 -5 24 -
0.00 2,082 -665 1,508 21.68 0.05 -1.80 5800 403.55 944.35 70.55 13 -5 18 -0.82
0.00 561 -750 1,792 23.89 0.05 -1.15 5900 392.30 1044.35 75.24 2 0 3 -0.83
0.00 5,305 -3,141 3,666 25.79 0.05 -0.55 6000 358.25 1098.25 63.52 284 -2 166 -0.89
0.00 234 -37 159 27.90 0.05 -0.50 6100 0.00 1372.95 0.00 0 0 0 0.00
0.00 311 -495 615 29.84 0.05 -0.50 6200 518.05 1343.05 - 1 0 1 -
0.00 0 0 0 0.00 0.00 0.00 6300 0.00 0.00 0.00 0 0 0 0.00
0.00 2,320 651 2,086 33.62 0.05 -0.35 6400 433.80 1533.80 - 218 164 183 -
0.00 0 0 0 0.00 0.00 0.00 6500 0.00 0.00 0.00 0 0 0 0.00
0.00 424 -4 337 39.19 0.10 -0.35 6600 413.50 1733.50 - 295 224 261 -
32,004 16,791
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.