SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 1.75
Theta: -2.33
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 3325.90 | 20.1 | -2.85 | 26.72 | 778 | -7 | 475 | |||||||||
| 14 Sept | 3202.00 | 10.8 | -1.4 | 26.15 | 249 | -6 | 154 | |||||||||
For Siemens Ltd - strike price 3450 expiring on 30SEP2025
Delta for 3450 CE is 0.23
Historical price for 3450 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 20.1, which was -2.85 lower than the previous day. The implied volatity was 26.72, the open interest changed by -7 which decreased total open position to 475
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 10.8, which was -1.4 lower than the previous day. The implied volatity was 26.15, the open interest changed by -6 which decreased total open position to 154
| SIEMENS 30SEP2025 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 1.71
Theta: -1.26
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 138.05 | -4.15 | 25.76 | 25 | -9 | 33 |
| 14 Sept | 3202.00 | 464.3 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3450 expiring on 30SEP2025
Delta for 3450 PE is -0.78
Historical price for 3450 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 138.05, which was -4.15 lower than the previous day. The implied volatity was 25.76, the open interest changed by -9 which decreased total open position to 33
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 464.3, 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
