SIEMENS
Siemens Ltd
Historical option data for SIEMENS
28 Sep 2025 10:08 PM IST
| SIEMENS 28OCT2025 3200 CE | ||||||||||||||||
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Delta: 0.39
Vega: 3.52
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 3096.30 | 63.95 | -29.65 | 26.25 | 384 | 19 | 218 | |||||||||
| 21 Sept | 3325.90 | 204 | -15.3 | 26.10 | 4 | 1 | 80 | |||||||||
| 14 Sept | 3202.00 | 135.8 | 4.85 | 25.21 | 40 | 12 | 49 | |||||||||
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| 17 Aug | 3169.00 | 203.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3200 expiring on 28OCT2025
Delta for 3200 CE is 0.39
Historical price for 3200 CE is as follows
On 28 Sept SIEMENS was trading at 3096.30. The strike last trading price was 63.95, which was -29.65 lower than the previous day. The implied volatity was 26.25, the open interest changed by 19 which increased total open position to 218
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 204, which was -15.3 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1 which increased total open position to 80
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 135.8, which was 4.85 higher than the previous day. The implied volatity was 25.21, the open interest changed by 12 which increased total open position to 49
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 203.6, 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 28OCT2025 3200 PE | |||||||
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Delta: -0.58
Vega: 3.59
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 3096.30 | 147.6 | 33.65 | 29.75 | 135 | -25 | 115 |
| 21 Sept | 3325.90 | 57.05 | -0.95 | 28.03 | 7 | 4 | 87 |
| 14 Sept | 3202.00 | 114.6 | -0.4 | 29.89 | 1 | 0 | 4 |
| 17 Aug | 3169.00 | 322.95 | 0 | 0.82 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3200 expiring on 28OCT2025
Delta for 3200 PE is -0.58
Historical price for 3200 PE is as follows
On 28 Sept SIEMENS was trading at 3096.30. The strike last trading price was 147.6, which was 33.65 higher than the previous day. The implied volatity was 29.75, the open interest changed by -25 which decreased total open position to 115
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 57.05, which was -0.95 lower than the previous day. The implied volatity was 28.03, the open interest changed by 4 which increased total open position to 87
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 114.6, which was -0.4 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 4
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 322.95, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
