SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 2950 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 | 225.95 | -0.8 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 3202.00 | 225.95 | -0.8 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3169.00 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 2950 expiring on 30SEP2025
Delta for 2950 CE is 0.00
Historical price for 2950 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 225.95, which was -0.8 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 225.95, which was -0.8 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 268, 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 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.41
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 2.8 | -0.75 | 38.30 | 7 | 3 | 132 |
| 14 Sept | 3202.00 | 7.65 | -2.65 | 28.60 | 69 | 29 | 96 |
| 17 Aug | 3169.00 | 154.65 | 0 | 5.88 | 0 | 0 | 0 |
For Siemens Ltd - strike price 2950 expiring on 30SEP2025
Delta for 2950 PE is -0.03
Historical price for 2950 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 38.30, the open interest changed by 3 which increased total open position to 132
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 7.65, which was -2.65 lower than the previous day. The implied volatity was 28.60, the open interest changed by 29 which increased total open position to 96
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 154.65, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
