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

6832.75 107.10 (1.59%)

Option Chain for SIEMENS

20 Sep 2024 04:12 PM IST

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

Call Put
OI Change OI Vol Ltp Change Change Ltp Vol Change OI OI
0 0 0 2162.45 0.00 5800 -1.75 0.7 900 -600 4,950
0 0 0 1095.85 0.00 5900 0.00 3 0 -150 0
0 0 0 1979.8 0.00 6000 -3.90 0.5 29,400 -1,500 36,450
0 0 0 645.55 0.00 6100 -1.30 2.95 2,400 -150 6,150
0 0 0 1802.35 0.00 6200 -7.90 1.05 57,600 -1,800 59,700
0 -450 0 394 0.00 6300 -8.30 2.2 64,650 -2,850 28,800
2,850 0 150 450.35 155.20 6400 -11.30 2.6 60,300 750 28,200
22,950 -900 6,450 356.55 80.15 6500 -16.80 5.25 1,65,000 1,800 59,850
20,250 -9,000 26,550 260 68.10 6600 -29.90 10.7 1,63,800 -2,250 44,250
53,550 -28,050 1,97,850 161.55 33.55 6700 -48.00 20.45 1,39,950 -3,450 49,200
87,750 -19,800 6,68,250 90.2 13.40 6800 -69.65 49.9 1,52,100 9,300 58,500
77,850 -6,150 5,30,100 52 7.00 6900 -85.55 107.15 29,700 -4,500 19,500
1,23,150 -1,050 4,08,600 35 7.30 7000 -82.70 188.3 23,850 -11,850 34,050
62,850 -8,400 87,300 18 1.15 7100 -167.10 265 5,250 -2,250 4,950
69,150 -8,700 95,100 11 -0.40 7200 -154.30 370 450 0 5,400
32,700 -7,500 96,300 6.5 -1.60 7300 -148.75 480 2,100 -600 2,250
19,350 -5,850 29,250 3.75 -2.20 7400 58.20 610 450 0 750
80,400 4,950 91,350 2.95 -1.75 7500 -166.80 643.85 300 -150 6,000
13,200 -3,150 8,100 1.7 -1.45 7600 0.00 1041.7 0 0 0
0 -600 0 2.6 0.00 7700 0.00 943.2 0 0 0
46,500 -1,500 37,650 0.3 -0.60 7800 0.00 508 0 0 0
0 0 0 135.65 0.00 7900 0.00 1099.95 0 0 0
22,050 -3,750 67,200 0.5 -0.15 8000 0.00 1455 0 -150 0
0 0 0 180.35 0.00 8100 0.00 0 0 0 0
3,900 2,100 8,250 1 -0.10 8200 0.00 721.6 0 0 0
0 0 0 0 0.00 8300 0.00 0 0 0 0
2,100 -450 18,900 0.65 0.15 8400 0.00 843.2 0 0 0
7,40,550 4,48,950
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.