SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 2850 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 | |||||||||
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| 21 Sept | 3325.90 | 261.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3202.00 | 261.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 2850 expiring on 30SEP2025
Delta for 2850 CE is 0.00
Historical price for 2850 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 261.3, 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 261.3, 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 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.26
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 1.7 | -0.45 | 43.63 | 53 | -2 | 98 |
| 14 Sept | 3202.00 | 4.5 | 0.25 | 33.02 | 20 | -7 | 72 |
For Siemens Ltd - strike price 2850 expiring on 30SEP2025
Delta for 2850 PE is -0.02
Historical price for 2850 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 43.63, the open interest changed by -2 which decreased total open position to 98
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 33.02, the open interest changed by -7 which decreased total open position to 72
