SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3550 CE | ||||||||||||||||
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Delta: 0.11
Vega: 1.06
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3325.90 | 8.3 | -1.5 | 28.94 | 177 | 2 | 201 | |||||||||
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| 14 Sept | 3202.00 | 63.05 | 0 | 11.08 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3550 expiring on 30SEP2025
Delta for 3550 CE is 0.11
Historical price for 3550 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 8.3, which was -1.5 lower than the previous day. The implied volatity was 28.94, the open interest changed by 2 which increased total open position to 201
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 63.05, which was 0 lower than the previous day. The implied volatity was 11.08, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30SEP2025 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 218.05 | -5.15 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3202.00 | 543.6 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3550 expiring on 30SEP2025
Delta for 3550 PE is 0.00
Historical price for 3550 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 218.05, which was -5.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 543.6, 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
