SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 2.29
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3325.90 | 49.9 | -4.05 | 25.73 | 2,058 | -69 | 1,146 | |||||||||
| 14 Sept | 3202.00 | 24.4 | -0.75 | 24.81 | 501 | 69 | 306 | |||||||||
For Siemens Ltd - strike price 3350 expiring on 30SEP2025
Delta for 3350 CE is 0.46
Historical price for 3350 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 49.9, which was -4.05 lower than the previous day. The implied volatity was 25.73, the open interest changed by -69 which decreased total open position to 1146
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 24.4, which was -0.75 lower than the previous day. The implied volatity was 24.81, the open interest changed by 69 which increased total open position to 306
| SIEMENS 30SEP2025 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 2.28
Theta: -2.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 66.6 | -5.8 | 24.32 | 455 | 0 | 332 |
| 14 Sept | 3202.00 | 161.5 | -52.7 | 27.27 | 9 | -2 | 21 |
For Siemens Ltd - strike price 3350 expiring on 30SEP2025
Delta for 3350 PE is -0.55
Historical price for 3350 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 66.6, which was -5.8 lower than the previous day. The implied volatity was 24.32, the open interest changed by 0 which decreased total open position to 332
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 161.5, which was -52.7 lower than the previous day. The implied volatity was 27.27, the open interest changed by -2 which decreased total open position to 21
