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Related Pages for SIEMENS
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SIEMENS
Siemens Ltd
6705.55 50.65 (0.76%)

Option Chain for SIEMENS

26 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 - 1369.15 0.00 5800 -13.05 20.75 34.07 186 26 125 -0.06
- 0 0 0 - 1624.35 0.00 5900 -4.65 25.80 32.81 35 10 10 -0.08
- 0 0 0 - 1210.10 0.00 6000 -16.70 35.95 32.57 1,207 -72 677 -0.11
- 0 0 0 - 1445.30 0.00 6100 -18.05 46.00 31.65 48 12 26 -0.13
- 0 0 0 - 1061.20 0.00 6200 -22.10 59.90 30.97 748 71 715 -0.17
- 0 0 0 - 1273.95 0.00 6300 -25.80 75.00 29.90 635 107 260 -0.21
0.80 0 0 2 22.95 422.75 -2.25 6400 -28.15 98.00 29.50 574 -32 456 -0.25
0.71 160 59 548 26.02 371.00 4.80 6500 -33.00 125.00 28.93 1,319 85 864 -0.31
0.64 368 -14 612 26.51 311.00 13.00 6600 -28.85 166.15 29.46 881 27 500 -0.37
0.57 689 94 1,787 26.06 250.95 2.95 6700 -38.20 206.80 29.10 1,623 177 828 -0.44
0.49 1,058 271 2,383 26.13 202.15 2.20 6800 -52.00 245.00 27.67 482 140 498 -0.50
0.42 393 -52 782 26.27 161.05 -1.95 6900 -29.75 328.25 30.93 8 3 50 -0.56
0.36 1,734 -39 3,388 27.09 131.95 -0.05 7000 -64.70 360.30 27.11 329 -2 375 -0.64
0.30 308 58 452 27.48 105.05 1.05 7100 -54.90 445.05 29.22 12 3 21 -0.68
0.25 759 16 1,129 27.74 82.30 -4.15 7200 -64.70 530.80 30.92 12 8 39 -0.72
0.21 549 124 982 28.29 65.70 -5.45 7300 30.10 648.20 37.11 35 16 36 -0.73
0.17 329 -5 344 29.31 54.90 -3.85 7400 -75.00 725.00 37.03 6 1 15 -0.76
0.14 1,515 -160 2,118 29.81 43.80 -3.20 7500 -49.65 775.25 31.46 39 33 103 -0.84
0.12 320 50 225 30.36 35.15 -5.85 7600 102.20 845.00 26.99 31 22 30 -0.91
0.10 502 131 319 30.70 27.50 -4.70 7700 400.45 978.00 37.62 14 8 8 -0.85
0.08 296 -42 229 31.63 23.30 -5.65 7800 -58.00 1060.00 36.16 2 1 23 -0.89
0.06 70 0 27 31.53 17.15 -4.85 7900 0.00 480.00 0.00 0 0 0 0.00
0.06 1,089 -3 662 33.29 16.65 -2.60 8000 -120.00 1230.00 30.87 3 1 70 -0.96
0.00 0 0 0 0.00 56.75 0.00 8100 0.00 835.00 - 0 0 0 -
0.04 364 17 129 34.77 12.00 -4.10 8200 0.00 575.00 0.00 0 0 0 0.00
0.05 1 0 1 39.21 17.35 0.00 8300 0.00 980.25 - 0 0 0 -
0.00 0 -1 0 0.00 10.05 0.00 8400 0.00 1423.45 - 0 0 0 -
0.02 49 19 27 36.34 6.75 -0.30 8500 0.00 1134.30 - 0 0 0 -
10,553 5,729
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.