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Related Pages for SIEMENS
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SIEMENS
Siemens Ltd
6546 -159.55 (-2.38%)

Option Chain for SIEMENS

27 Dec 2024 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 0 0 - 1537.05 0.00 5600 0.00 14.30 34.10 186 89 89 -0.05
0.00 0 0 0 0.00 0.00 0.00 5700 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 1369.15 0.00 5800 5.65 26.40 32.70 1,025 401 529 -0.08
- 0 0 0 - 1624.35 0.00 5900 11.60 37.40 32.54 283 126 151 -0.11
0.84 3 3 6 34.15 674.85 -535.25 6000 16.45 52.40 32.51 1,866 232 908 -0.15
- 0 0 0 - 1445.30 0.00 6100 22.30 68.30 31.87 547 235 262 -0.19
0.79 2 2 4 27.92 485.00 -576.20 6200 29.75 89.65 31.48 1,020 -23 700 -0.23
0.72 2 2 10 30.62 430.05 -843.90 6300 42.10 117.10 31.28 1,128 124 378 -0.29
0.67 4 2 5 27.10 339.50 -83.25 6400 52.10 150.10 31.07 831 46 502 -0.34
0.60 230 69 372 27.27 280.60 -90.40 6500 64.45 189.45 30.90 1,702 182 1,050 -0.40
0.53 748 375 1,397 27.41 228.75 -82.25 6600 66.05 232.20 30.38 1,933 425 924 -0.47
0.46 1,509 819 3,983 27.48 183.50 -67.45 6700 83.15 289.95 30.94 1,455 108 934 -0.53
0.39 1,454 398 2,386 27.33 143.50 -58.65 6800 103.75 348.75 30.87 401 -11 473 -0.59
0.33 683 289 1,212 27.47 112.15 -48.90 6900 96.75 425.00 32.35 5 1 51 -0.64
0.27 2,764 1,022 7,314 27.80 87.85 -44.10 7000 128.10 488.40 31.41 157 -19 356 -0.70
0.22 477 168 1,061 28.03 67.70 -37.35 7100 122.85 567.90 32.09 6 2 24 -0.75
0.18 815 56 1,236 28.44 52.65 -29.65 7200 80.70 611.50 25.32 10 2 42 -0.85
0.15 604 57 1,441 29.27 42.70 -23.00 7300 50.70 698.90 25.18 2 0 42 -0.89
0.12 538 209 906 29.94 34.20 -20.70 7400 82.70 807.70 30.21 4 0 20 -0.88
0.10 2,013 478 3,119 30.55 27.30 -16.50 7500 74.60 849.85 - 8 4 108 -
0.08 295 -25 414 31.54 23.00 -12.15 7600 0.00 845.00 0.00 0 24 0 0.00
0.07 696 194 934 32.13 18.50 -9.00 7700 0.00 978.00 0.00 0 14 0 0.00
0.06 446 150 593 33.14 15.90 -7.40 7800 0.00 1060.00 0.00 0 0 0 0.00
0.05 79 9 71 33.40 12.30 -4.85 7900 0.00 480.00 0.00 0 0 0 0.00
0.04 1,379 289 1,228 34.24 10.45 -6.20 8000 16.20 1246.20 - 7 1 72 -
0.00 0 0 0 0.00 56.75 0.00 8100 0.00 835.00 - 0 0 0 -
0.03 377 13 346 35.98 7.80 -4.20 8200 0.00 575.00 0.00 0 0 0 0.00
0.00 0 1 0 0.00 17.35 0.00 8300 0.00 980.25 - 0 0 0 -
0.03 9 1 5 39.43 8.00 -2.05 8400 0.00 1423.45 - 0 0 0 -
0.02 52 1 19 37.80 4.50 -2.25 8500 0.00 1134.30 - 0 0 0 -
15,179 7,615
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.