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SIEMENS
SIEMENS LTD
5589.5 9.95 (0.18%)

Option Chain for SIEMENS

19 Apr 2024 04:18 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
750 0 600 - 1328.15 4200 19.70 - 0 0 0
0 0 0 - 525.10 4250 48.20 - 0 0 0
0 0 0 - 236.40 4300 9.00 - 0 0 150
0 0 0 - 447.95 4350 69.90 - 0 0 0
0 0 0 - 194.40 4400 0.20 - 0 -150 0
0 0 0 - 376.90 4450 97.75 - 0 0 0
0 0 0 - 1125.90 4500 1.65 - 2,700 0 17,100
0 0 0 - 312.85 4550 132.60 - 0 0 0
0 0 0 - 1028.15 4600 0.85 - 900 -750 5,100
0 0 0 - 256.00 4650 174.65 - 0 0 0
1,650 0 600 - 891.65 4700 2.95 - 2,700 0 11,550
0 0 0 - 206.50 4750 223.95 - 0 0 0
7,800 -150 300 - 773.50 4800 2.25 - 900 -150 18,900
0 0 0 - 223.80 4850 7.50 - 0 0 0
0 0 0 - 705.95 4900 4.35 - 41,550 -12,450 16,950
0 0 0 - 128.55 4950 5.90 - 0 0 0
12,750 -1,350 2,100 - 612.60 5000 5.90 - 1,02,150 13,650 83,400
0 0 0 - 99.25 5050 1.15 - 150 0 10,350
0 450 0 - 474.90 5100 8.60 - 31,800 750 23,550
0 0 0 - 75.65 5150 8.95 - 1,350 300 1,050
10,500 450 2,250 - 393.85 5200 11.30 - 76,500 5,700 38,700
0 0 0 - 294.55 5250 8.80 - 7,350 150 2,850
10,950 -450 1,500 - 296.35 5300 17.20 - 78,300 -150 23,700
4,200 0 450 - 250.00 5350 16.35 - 21,450 0 8,400
15,600 -2,250 5,550 - 234.00 5400 31.00 - 96,900 -3,450 33,450
1,350 0 1,350 - 186.55 5450 34.40 - 28,650 5,550 10,950
27,450 -3,300 1,84,200 - 131.00 5500 51.85 - 2,05,650 0 29,400
7,200 1,650 41,400 - 107.85 5550 78.00 - 50,850 3,300 8,850
63,150 5,850 7,92,900 - 83.20 5600 100.20 - 1,13,700 600 22,200
25,200 -7,050 1,43,400 - 61.00 5650 127.50 - 12,150 450 7,050
88,350 22,650 6,02,700 - 49.50 5700 162.25 - 10,350 -1,350 17,250
7,500 -1,350 12,900 - 38.50 5750 198.05 - 450 -150 1,650
42,150 -7,200 1,60,500 - 22.15 5800 282.10 - 600 0 5,250
9,900 -4,500 11,700 - 21.75 5850 318.45 - 150 0 300
27,600 -900 71,700 - 17.50 5900 367.20 - 150 0 600
0 0 0 - 13.95 5950 378.60 - 0 0 0
79,200 5,550 1,69,050 - 11.00 6000 478.00 - 150 0 150
1,500 0 2,100 - 10.15 6050 1171.25 - 0 0 0
20,850 -300 34,800 - 7.00 6100 1355.30 - 0 0 0
0 0 0 - 23.55 6150 462.65 - 0 0 0
1,86,300 1,350 1,59,000 - 5.10 6200 1788.60 - 0 0 0
0 0 0 - 0.00 6250 0.00 - 0 0 0
39,450 2,250 18,750 - 3.35 6300 1551.45 - 0 0 0
0 0 0 - 0.00 6350 0.00 - 0 0 0
10,650 900 11,100 - 3.00 6400 1767.70 - 0 0 0
7,02,000 3,98,850
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.