SIEMENS
SIEMENS LTD
5374.05
85.40 (1.61%)
Option Chain for SIEMENS
28 Mar 2024 03:58 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 | |
1,950 | 0 | 450 | - | 1394.65 | 4000 | 3.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 4050 | 0.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 339.15 | 4100 | 161.75 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 4150 | 0.00 | - | 0 | 0 | 0 |
0 | 150 | 0 | - | 1115.00 | 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 | 0 |
0 | 0 | 0 | - | 447.95 | 4350 | 69.90 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 194.40 | 4400 | 18.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 376.90 | 4450 | 97.75 | - | 0 | 0 | 0 |
0 | 0 | 300 | - | 880.00 | 4500 | 9.10 | - | 4,050 | -600 | 16,350 |
0 | 0 | 0 | - | 312.85 | 4550 | 132.60 | - | 0 | 0 | 0 |
300 | 0 | 150 | - | 775.00 | 4600 | 19.00 | - | 600 | -150 | 6,600 |
0 | 0 | 0 | - | 256.00 | 4650 | 174.65 | - | 0 | 0 | 0 |
1,650 | 300 | 450 | - | 680.00 | 4700 | 19.05 | - | 4,050 | 1,350 | 17,850 |
0 | 0 | 0 | - | 206.50 | 4750 | 223.95 | - | 0 | 0 | 0 |
9,450 | 450 | 1,350 | - | 625.70 | 4800 | 29.70 | - | 10,950 | 450 | 23,700 |
0 | 0 | 0 | - | 223.80 | 4850 | 95.00 | - | 0 | 0 | 0 |
2,700 | 0 | 150 | - | 425.00 | 4900 | 41.80 | - | 10,050 | 900 | 18,300 |
0 | 0 | 0 | - | 128.55 | 4950 | 51.85 | - | 5,400 | -150 | 3,900 |
26,700 | 1,050 | 8,700 | - | 445.25 | 5000 | 55.00 | - | 36,600 | 450 | 35,250 |
0 | 0 | 0 | - | 99.25 | 5050 | 73.55 | - | 1,500 | 150 | 7,650 |
6,000 | -150 | 3,300 | - | 385.95 | 5100 | 79.25 | - | 32,550 | 750 | 20,400 |
0 | 0 | 0 | - | 75.65 | 5150 | 488.65 | - | 0 | 0 | 0 |
16,350 | -1,050 | 46,800 | - | 302.45 | 5200 | 101.95 | - | 50,550 | 2,850 | 29,850 |
300 | -150 | 1,950 | - | 319.75 | 5250 | 132.00 | - | 450 | 0 | 0 |
28,500 | 1,350 | 1,20,450 | - | 238.00 | 5300 | 142.25 | - | 34,200 | 13,200 | 15,300 |
7,200 | -2,100 | 31,050 | - | 212.95 | 5350 | 170.00 | - | 10,350 | -300 | 5,850 |
32,100 | 4,350 | 1,74,150 | - | 188.10 | 5400 | 194.15 | - | 14,250 | 6,150 | 6,150 |
0 | 0 | 0 | - | 30.75 | 5450 | 740.40 | - | 0 | 0 | 0 |
45,750 | 3,600 | 1,34,700 | - | 144.00 | 5500 | 251.40 | - | 3,600 | 1,800 | 7,050 |
0 | 0 | 0 | - | 22.20 | 5550 | 830.70 | - | 0 | 0 | 0 |
12,150 | 3,300 | 49,200 | - | 99.05 | 5600 | 1305.45 | - | 0 | 0 | 0 |
5,700 | 1,950 | 5,400 | - | 96.30 | 5650 | 923.20 | - | 0 | 0 | 0 |
28,650 | 11,700 | 56,550 | - | 80.65 | 5700 | 1086.35 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 11.10 | 5750 | 1017.40 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 5.00 | 5800 | 1497.70 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 7.70 | 5850 | 1112.85 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 6.40 | 5900 | 1161.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 5.90 | 5950 | 1155.95 | - | 0 | 0 | 0 |
1,650 | 1,650 | 3,000 | - | 31.10 | 6000 | 1691.85 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 1.90 | 6050 | 1171.25 | - | 0 | 0 | 0 |
4,050 | 4,050 | 4,500 | - | 19.90 | 6100 | 1355.30 | - | 0 | 0 | 0 |
2,31,150 | 2,14,200 |
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.