[--[65.84.65.76]--]
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
  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.