SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Sep 2025 04:13 PM IST
| SIEMENS 30SEP2025 3800 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.35
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3325.90 | 2.15 | 0 | 38.50 | 40 | 6 | 114 | |||||||||
For Siemens Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 CE is 0.03
Historical price for 3800 CE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 38.50, the open interest changed by 6 which increased total open position to 114
| SIEMENS 30SEP2025 3800 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3325.90 | 680.1 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 PE is -
Historical price for 3800 PE is as follows
On 21 Sept SIEMENS was trading at 3325.90. The strike last trading price was 680.1, 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
