SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3500 CE | ||||||||||||||||
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Delta: 0.16
Vega: 1.37
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3325.90 | 12.6 | -2.35 | 27.60 | 1,007 | 8 | 1,440 | |||||||||
| 14 Sept | 3202.00 | 7.65 | -1.2 | 27.30 | 347 | 52 | 391 | |||||||||
For Siemens Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is 0.16
Historical price for 3500 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 12.6, which was -2.35 lower than the previous day. The implied volatity was 27.60, the open interest changed by 8 which increased total open position to 1440
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 7.65, which was -1.2 lower than the previous day. The implied volatity was 27.30, the open interest changed by 52 which increased total open position to 391
| SIEMENS 30SEP2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 1.36
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 181.75 | -1.15 | 27.36 | 18 | -7 | 52 |
| 14 Sept | 3202.00 | 290 | -10 | 24.40 | 3 | 1 | 64 |
For Siemens Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.85
Historical price for 3500 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 181.75, which was -1.15 lower than the previous day. The implied volatity was 27.36, the open interest changed by -7 which decreased total open position to 52
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 290, which was -10 lower than the previous day. The implied volatity was 24.40, the open interest changed by 1 which increased total open position to 64
