SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 28OCT2025 3300 CE | ||||||||||||||||
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Delta: 0.59
Vega: 4.21
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3325.90 | 146 | -5.7 | 27.12 | 256 | -25 | 535 | |||||||||
| 14 Sept | 3202.00 | 168.25 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3169.00 | 0 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3300 expiring on 28OCT2025
Delta for 3300 CE is 0.59
Historical price for 3300 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 146, which was -5.7 lower than the previous day. The implied volatity was 27.12, the open interest changed by -25 which decreased total open position to 535
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 168.25, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 28OCT2025 3300 PE | |||||||
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Delta: -0.41
Vega: 4.22
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 96.05 | -6.35 | 28.33 | 37 | 5 | 193 |
| 14 Sept | 3202.00 | 163.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3169.00 | 0 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3300 expiring on 28OCT2025
Delta for 3300 PE is -0.41
Historical price for 3300 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 96.05, which was -6.35 lower than the previous day. The implied volatity was 28.33, the open interest changed by 5 which increased total open position to 193
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 163.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 0, 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
