SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 1.96
Theta: -2.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3325.90 | 106.95 | -4.05 | 25.81 | 250 | -2 | 477 | |||||||||
| 14 Sept | 3202.00 | 53 | -1.45 | 23.79 | 1,670 | -142 | 531 | |||||||||
| 17 Aug | 3169.00 | 137.1 | 0 | 1.11 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3250 expiring on 30SEP2025
Delta for 3250 CE is 0.71
Historical price for 3250 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 106.95, which was -4.05 lower than the previous day. The implied volatity was 25.81, the open interest changed by -2 which decreased total open position to 477
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 53, which was -1.45 lower than the previous day. The implied volatity was 23.79, the open interest changed by -142 which decreased total open position to 531
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 137.1, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30SEP2025 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 1.93
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 24.9 | -4.05 | 24.64 | 759 | -38 | 584 |
| 14 Sept | 3202.00 | 88.1 | -13.8 | 24.89 | 122 | 7 | 115 |
| 17 Aug | 3169.00 | 320.75 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3250 expiring on 30SEP2025
Delta for 3250 PE is -0.28
Historical price for 3250 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 24.9, which was -4.05 lower than the previous day. The implied volatity was 24.64, the open interest changed by -38 which decreased total open position to 584
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 88.1, which was -13.8 lower than the previous day. The implied volatity was 24.89, the open interest changed by 7 which increased total open position to 115
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 320.75, 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
