SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3000 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 | 332.65 | -0.2 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 3202.00 | 231.25 | 13.3 | 29.34 | 30 | 7 | 99 | |||||||||
| 17 Aug | 3169.00 | 190.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 CE is 0.00
Historical price for 3000 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 332.65, which was -0.2 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 231.25, which was 13.3 higher than the previous day. The implied volatity was 29.34, the open interest changed by 7 which increased total open position to 99
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 190.95, 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 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.51
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 3.5 | -0.65 | 35.29 | 244 | 60 | 1,039 |
| 14 Sept | 3202.00 | 11.5 | -3.75 | 27.31 | 310 | 36 | 447 |
| 17 Aug | 3169.00 | 54.15 | -6.9 | 29.98 | 13 | 9 | 22 |
For Siemens Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 PE is -0.04
Historical price for 3000 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 35.29, the open interest changed by 60 which increased total open position to 1039
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 11.5, which was -3.75 lower than the previous day. The implied volatity was 27.31, the open interest changed by 36 which increased total open position to 447
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 54.15, which was -6.9 lower than the previous day. The implied volatity was 29.98, the open interest changed by 9 which increased total open position to 22
