SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 2800 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3325.90 | 339.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 3202.00 | 339.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is 0.00
Historical price for 2800 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 339.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 339.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30SEP2025 2800 PE | |||||||
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Delta: -0.02
Vega: 0.30
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 2.45 | 0.6 | 50.65 | 3 | 1 | 86 |
| 14 Sept | 3202.00 | 2.6 | -0.85 | 33.38 | 21 | 2 | 84 |
For Siemens Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -0.02
Historical price for 2800 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 2.45, which was 0.6 higher than the previous day. The implied volatity was 50.65, the open interest changed by 1 which increased total open position to 86
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 33.38, the open interest changed by 2 which increased total open position to 84
