SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3400 CE | ||||||||||||||||
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Delta: 0.33
Vega: 2.09
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3325.90 | 31.85 | -3.45 | 26.01 | 2,048 | -20 | 1,477 | |||||||||
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| 14 Sept | 3202.00 | 15.9 | -1.7 | 25.25 | 524 | -21 | 1,289 | |||||||||
For Siemens Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 CE is 0.33
Historical price for 3400 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 31.85, which was -3.45 lower than the previous day. The implied volatity was 26.01, the open interest changed by -20 which decreased total open position to 1477
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 15.9, which was -1.7 lower than the previous day. The implied volatity was 25.25, the open interest changed by -21 which decreased total open position to 1289
| SIEMENS 30SEP2025 3400 PE | |||||||
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Delta: -0.68
Vega: 2.07
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 99.2 | -4.45 | 24.85 | 130 | -6 | 434 |
| 14 Sept | 3202.00 | 204.3 | -10 | 26.98 | 9 | 3 | 46 |
For Siemens Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 PE is -0.68
Historical price for 3400 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 99.2, which was -4.45 lower than the previous day. The implied volatity was 24.85, the open interest changed by -6 which decreased total open position to 434
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 204.3, which was -10 lower than the previous day. The implied volatity was 26.98, the open interest changed by 3 which increased total open position to 46
