SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.64
Theta: -1.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 3325.90 | 4.3 | -0.6 | 32.53 | 124 | 19 | 53 | |||||||||
| 14 Sept | 3202.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 CE is 0.06
Historical price for 3650 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 4.3, which was -0.6 lower than the previous day. The implied volatity was 32.53, the open interest changed by 19 which increased total open position to 53
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30SEP2025 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 627.15 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3202.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 PE is -
Historical price for 3650 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 627.15, 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
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
