SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3300 CE | ||||||||||||||||
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Delta: 0.59
Vega: 2.24
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3325.90 | 74.55 | -4.3 | 25.50 | 2,195 | 110 | 1,787 | |||||||||
| 14 Sept | 3202.00 | 36.5 | -1.6 | 24.34 | 1,632 | 27 | 1,537 | |||||||||
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| 17 Aug | 3169.00 | 71.5 | -179.9 | 24.39 | 13 | 13 | 5 | |||||||||
For Siemens Ltd - strike price 3300 expiring on 30SEP2025
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 74.55, which was -4.3 lower than the previous day. The implied volatity was 25.50, the open interest changed by 110 which increased total open position to 1787
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 36.5, which was -1.6 lower than the previous day. The implied volatity was 24.34, the open interest changed by 27 which increased total open position to 1537
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 71.5, which was -179.9 lower than the previous day. The implied volatity was 24.39, the open interest changed by 13 which increased total open position to 5
| SIEMENS 30SEP2025 3300 PE | |||||||
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Delta: -0.41
Vega: 2.24
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 42.1 | -5.25 | 24.38 | 1,263 | -6 | 791 |
| 14 Sept | 3202.00 | 121.5 | -13.4 | 25.59 | 51 | 11 | 168 |
| 17 Aug | 3169.00 | 333.65 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3300 expiring on 30SEP2025
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 42.1, which was -5.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by -6 which decreased total open position to 791
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 121.5, which was -13.4 lower than the previous day. The implied volatity was 25.59, the open interest changed by 11 which increased total open position to 168
On 17 Aug SIEMENS was trading at 3169.00. The strike last trading price was 333.65, 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
