SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3700 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.53
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3325.90 | 3.45 | -0.15 | 34.76 | 916 | -187 | 680 | |||||||||
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| 14 Sept | 3202.00 | 1.8 | -0.95 | 30.85 | 2 | -1 | 53 | |||||||||
For Siemens Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.04
Historical price for 3700 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 34.76, the open interest changed by -187 which decreased total open position to 680
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 30.85, the open interest changed by -1 which decreased total open position to 53
| SIEMENS 30SEP2025 3700 PE | |||||||
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Delta: -0.92
Vega: 0.89
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 378 | -4.5 | 42.77 | 1 | -1 | 5 |
| 14 Sept | 3202.00 | 489.5 | 0 | 0.00 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.92
Historical price for 3700 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 378, which was -4.5 lower than the previous day. The implied volatity was 42.77, the open interest changed by -1 which decreased total open position to 5
On 14 Sept SIEMENS was trading at 3202.00. The strike last trading price was 489.5, 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
