SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.53
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3325.90 | 145 | -4 | 26.09 | 172 | -13 | 560 | |||||||||
| 14 Sept | 3202.00 | 76.6 | 0.1 | 23.81 | 3,256 | -155 | 1,728 | |||||||||
| 17 Aug | 3169.00 | 118 | 3.35 | 25.50 | 14 | 1 | 16 | |||||||||
For Siemens Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 CE is 0.82
Historical price for 3200 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 145, which was -4 lower than the previous day. The implied volatity was 26.09, the open interest changed by -13 which decreased total open position to 560
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 76.6, which was 0.1 higher than the previous day. The implied volatity was 23.81, the open interest changed by -155 which decreased total open position to 1728
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 118, which was 3.35 higher than the previous day. The implied volatity was 25.50, the open interest changed by 1 which increased total open position to 16
| SIEMENS 30SEP2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 1.49
Theta: -1.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 14 | -3.35 | 25.18 | 669 | -57 | 1,077 |
| 14 Sept | 3202.00 | 62.95 | -10.5 | 25.27 | 862 | 139 | 710 |
| 17 Aug | 3169.00 | 278.2 | 0 | 0.16 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 PE is -0.18
Historical price for 3200 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 14, which was -3.35 lower than the previous day. The implied volatity was 25.18, the open interest changed by -57 which decreased total open position to 1077
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 62.95, which was -10.5 lower than the previous day. The implied volatity was 25.27, the open interest changed by 139 which increased total open position to 710
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 278.2, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
