SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.71
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3325.90 | 182.85 | -9.8 | 21.16 | 12 | 0 | 244 | |||||||||
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| 14 Sept | 3202.00 | 105.35 | 1.3 | 23.59 | 770 | -149 | 420 | |||||||||
| 17 Aug | 3169.00 | 173.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3150 expiring on 30SEP2025
Delta for 3150 CE is 0.94
Historical price for 3150 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 182.85, which was -9.8 lower than the previous day. The implied volatity was 21.16, the open interest changed by 0 which decreased total open position to 244
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 105.35, which was 1.3 higher than the previous day. The implied volatity was 23.59, the open interest changed by -149 which decreased total open position to 420
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 173.6, 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 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 1.10
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 8.6 | -1.9 | 26.87 | 322 | 77 | 648 |
| 14 Sept | 3202.00 | 42.35 | -9.35 | 25.32 | 606 | -3 | 302 |
| 17 Aug | 3169.00 | 258.25 | 0 | 1.39 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3150 expiring on 30SEP2025
Delta for 3150 PE is -0.11
Historical price for 3150 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 8.6, which was -1.9 lower than the previous day. The implied volatity was 26.87, the open interest changed by 77 which increased total open position to 648
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 42.35, which was -9.35 lower than the previous day. The implied volatity was 25.32, the open interest changed by -3 which decreased total open position to 302
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 258.25, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
