SIEMENS
Siemens Ltd
6668.45
-36.10 (-0.54%)
Option Chain for SIEMENS
14 Nov 2024 09:23 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 150 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | -1 | 0 | 0.00 | 716.00 | 0.00 | 6000 | -0.95 | 13.80 | 36.53 | 28.5 | 8 | 550 | -0.06 |
| - | 0 | 0 | 0 | - | 1125.55 | 0.00 | 6100 | -0.40 | 25.00 | 37.46 | 11.5 | -6 | 14 | -0.10 |
| 0.00 | 0 | 0 | 0 | 0.00 | 695.10 | 0.00 | 6200 | 0.65 | 30.05 | 34.35 | 19.5 | 13 | 201 | -0.13 |
| 0.00 | 0 | 5 | 0 | 0.00 | 454.85 | 0.00 | 6300 | 17.50 | 57.75 | 37.24 | 10.5 | 8 | 136 | -0.20 |
| 0.00 | 0 | 6 | 0 | 0.00 | 396.20 | 0.00 | 6400 | 6.60 | 64.30 | 32.71 | 31 | -5 | 117 | -0.24 |
| 0.00 | 0 | 12 | 0 | 0.00 | 313.00 | 0.00 | 6500 | 14.10 | 94.75 | 32.70 | 185.5 | -47 | 538 | -0.33 |
| 0.59 | 14 | 3 | 41 | 31.50 | 206.55 | -32.10 | 6600 | 19.30 | 129.95 | 31.91 | 75.5 | 22 | 237 | -0.41 |
| 0.49 | 169 | 8 | 52.5 | 31.46 | 155.00 | -32.45 | 6700 | 23.15 | 174.85 | 31.26 | 44.5 | 22 | 320 | -0.51 |
| 0.40 | 494 | 13 | 50 | 30.79 | 111.40 | -18.60 | 6800 | 64.60 | 265.00 | 37.27 | 36 | -9 | 486 | -0.58 |
| 0.31 | 462 | 38 | 57 | 31.36 | 79.65 | -12.50 | 6900 | 0.00 | 259.30 | 0.00 | 0 | -62 | 0 | 0.00 |
| 0.24 | 1,252 | 27 | 80.5 | 31.69 | 56.00 | -9.65 | 7000 | 46.80 | 375.25 | 32.76 | 6 | 0 | 768 | -0.75 |
| 0.18 | 705 | 15 | 44 | 32.86 | 41.45 | -8.50 | 7100 | 28.40 | 446.50 | 28.66 | 0.5 | 0 | 131 | -0.85 |
| 0.14 | 1,084 | 4 | 18 | 33.92 | 30.50 | -5.10 | 7200 | 97.30 | 592.30 | 45.76 | 3 | 0 | 137 | -0.79 |
| 0.11 | 298 | 18 | 22.5 | 35.12 | 22.95 | -3.20 | 7300 | 0.00 | 585.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 461 | -3 | 13 | 36.05 | 16.55 | -3.00 | 7400 | 0.00 | 606.40 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.06 | 1,197 | -67 | 70.5 | 37.47 | 13.55 | -2.35 | 7500 | 0.00 | 812.40 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.05 | 174 | 0 | 0.5 | 39.99 | 11.85 | 0.75 | 7600 | 0.00 | 882.25 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.04 | 199 | 0 | 2 | 40.62 | 8.80 | 0.95 | 7700 | 0.00 | 777.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -55 | 0 | 0.00 | 6.85 | 0.00 | 7800 | 0.00 | 667.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -6 | 0 | 0.00 | 9.15 | 0.00 | 7900 | 0.00 | 899.30 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | -24 | 0 | 0.00 | 6.10 | 0.00 | 8000 | 0.00 | 1260.00 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | -4 | 0 | 0.00 | 4.00 | 0.00 | 8100 | 0.00 | 1055.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1.55 | 0.00 | 8200 | 0.00 | 1337.95 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 145.00 | 0.00 | 8300 | 0.00 | 1219.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 22.00 | 0.00 | 8400 | 0.00 | 1503.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 404 | 0 | 2 | 43.97 | 0.45 | -3.10 | 8500 | 0.00 | 1391.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 6,913 | 3,635 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
