SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3325.90 | 290.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3202.00 | 183.05 | 6.1 | 25.37 | 5 | -2 | 113 | |||||||||
| 17 Aug | 3169.00 | 217.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3050 expiring on 30SEP2025
Delta for 3050 CE is 0.00
Historical price for 3050 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 290.65, 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 183.05, which was 6.1 higher than the previous day. The implied volatity was 25.37, the open interest changed by -2 which decreased total open position to 113
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 217.1, 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 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.61
Theta: -0.82
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 4 | -0.85 | 31.54 | 25 | -4 | 248 |
| 14 Sept | 3202.00 | 17.8 | -5.25 | 26.35 | 242 | 25 | 278 |
| 17 Aug | 3169.00 | 202.75 | 0 | 3.63 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3050 expiring on 30SEP2025
Delta for 3050 PE is -0.05
Historical price for 3050 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 31.54, the open interest changed by -4 which decreased total open position to 248
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 17.8, which was -5.25 lower than the previous day. The implied volatity was 26.35, the open interest changed by 25 which increased total open position to 278
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 202.75, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
