SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 2900 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 | 430 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3202.00 | 264.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 3169.00 | 456.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 2900 expiring on 30SEP2025
Delta for 2900 CE is 0.00
Historical price for 2900 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 430, 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 264.7, 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 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 456.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30SEP2025 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.35
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 2.5 | 0 | 41.95 | 44 | -2 | 448 |
| 14 Sept | 3202.00 | 5.5 | -1.5 | 30.43 | 122 | 18 | 456 |
| 17 Aug | 3169.00 | 29.4 | -8.6 | 29.50 | 25 | -1 | 49 |
For Siemens Ltd - strike price 2900 expiring on 30SEP2025
Delta for 2900 PE is -0.03
Historical price for 2900 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 41.95, the open interest changed by -2 which decreased total open position to 448
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 5.5, which was -1.5 lower than the previous day. The implied volatity was 30.43, the open interest changed by 18 which increased total open position to 456
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 29.4, which was -8.6 lower than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 49
