SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.98
Vega: 0.24
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3325.90 | 230 | -9.8 | 19.49 | 19 | 0 | 395 | |||||||||
| 14 Sept | 3202.00 | 142.35 | 2.45 | 24.53 | 331 | -11 | 439 | |||||||||
| 17 Aug | 3169.00 | 175 | 8.75 | 25.97 | 4 | -2 | 17 | |||||||||
For Siemens Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 CE is 0.98
Historical price for 3100 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 230, which was -9.8 lower than the previous day. The implied volatity was 19.49, the open interest changed by 0 which decreased total open position to 395
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 142.35, which was 2.45 higher than the previous day. The implied volatity was 24.53, the open interest changed by -11 which decreased total open position to 439
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 175, which was 8.75 higher than the previous day. The implied volatity was 25.97, the open interest changed by -2 which decreased total open position to 17
| SIEMENS 30SEP2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.80
Theta: -0.98
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 5.5 | -1.3 | 28.83 | 460 | -89 | 861 |
| 14 Sept | 3202.00 | 27.5 | -7.4 | 25.61 | 464 | -45 | 656 |
| 17 Aug | 3169.00 | 80 | -23.65 | 28.11 | 7 | 5 | 21 |
For Siemens Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 PE is -0.07
Historical price for 3100 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 5.5, which was -1.3 lower than the previous day. The implied volatity was 28.83, the open interest changed by -89 which decreased total open position to 861
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 27.5, which was -7.4 lower than the previous day. The implied volatity was 25.61, the open interest changed by -45 which decreased total open position to 656
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 80, which was -23.65 lower than the previous day. The implied volatity was 28.11, the open interest changed by 5 which increased total open position to 21
