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  1. siemens ltd
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SIEMENS LTD Option Chain

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₹ 6868.9
7632.15
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
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0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

5,800PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

5,900PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

6,000PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

6,100PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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1385.00

6,200PCR: 686.00

14.50

lock
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0.51

627.83

55.73%

-0.068

0.000

-5.380

1.159

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

6,300PCR: --

0.00

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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

6,400PCR: --

24.90

lock
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0.55

663.98

48.16%

-0.117

0.001

-6.948

1.731

1.437

-3.954

0.001

0.909

33.02%

3.08

0.02

lock
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385.00

6,500PCR: 31.89

36.15

lock
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0.65

1,159.43

47.64%

-0.171

0.001

-8.900

2.242

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

6,600PCR: --

56.85

lock
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0.45

663.90

46.17%

-0.236

0.001

-10.447

2.715

3.202

-13.216

0.001

0.667

49.53%

6.38

0.03

lock
****

271.80

6,700PCR: 11.11

80.15

lock
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0.30

781.88

43.73%

-0.313

0.001

-11.377

3.122

3.431

-12.304

0.001

0.587

43.03%

35.70

0.12

lock
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186.20

6,800PCR: 4.35

115.00

lock
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0.52

1,398.68

42.14%

-0.409

0.001

-12.028

3.425

3.514

-12.206

0.001

0.484

41.69%

118.80

0.24

lock
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134.90

6,900PCR: 1.52

156.00

lock
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0.36

1,203.38

40.68%

-0.517

0.001

-11.910

3.513

3.356

-11.793

0.001

0.380

42.18%

726.68

0.92

lock
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92.45

7,000PCR: 0.64

215.20

lock
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0.59

1,891.28

40.47%

-0.626

0.001

-11.262

3.340

2.982

-10.391

0.001

0.283

41.81%

784.73

0.80

lock
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66.15

7,100PCR: 0.37

291.30

lock
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0.30

714.83

42.94%

-0.711

0.001

-10.772

3.010

2.474

-8.581

0.001

0.201

41.63%

858.00

0.82

lock
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45.20

7,200PCR: 0.49

361.00

lock
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0.41

487.58

39.92%

-0.810

0.001

-7.963

2.394

2.087

-7.750

0.001

0.153

44.56%

786.68

0.86

lock
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31.05

7,300PCR: 0.37

442.05

lock
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0.32

330.53

35.95%

-0.901

0.001

-4.606

1.538

1.693

-6.535

0.001

0.113

46.33%

906.68

0.95

lock
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20.50

7,400PCR: 0.52

545.55

lock
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0.49

319.05

44.13%

-0.899

0.001

-5.708

1.552

1.363

-5.479

0.000

0.084

48.22%

1,101.00

1.43

lock
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16.35

7,500PCR: 0.61

633.55

lock
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0.87

279.90

39.31%

-0.956

0.000

-2.676

0.817

1.136

-4.790

0.000

0.066

50.60%

945.60

1.21

lock
****

12.65

7,600PCR: 0.35

734.05

lock
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0.42

171.90

44.68%

-0.958

0.000

-2.942

0.790

0.927

-4.073

0.000

0.051

52.73%

1,649.10

2.00

lock
****

9.15

7,700PCR: 0.19

823.10

lock
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0.37

84.98

0.00%

-1.000

0.000

0.000

0.000

0.661

-2.898

0.000

0.034

52.61%

659.70

1.40

lock
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7.65

7,800PCR: 0.40

960.00

lock
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0.56

35.70

76.05%

-0.894

0.000

-10.206

1.610

0.604

-2.838

0.000

0.030

56.40%

387.60

1.00

lock
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5.75

7,900PCR: 0.22

1045.00

lock
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0.22

20.70

70.31%

-0.933

0.000

-6.683

1.141

0.521

-2.564

0.000

0.025

59.08%

733.50

2.94

lock
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4.00

8,000PCR: 0.09

1100.00

lock
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0.26

6.15

0.00%

-1.000

0.000

0.000

0.000

0.454

-2.339

0.000

0.021

61.77%

210.98

0.57

lock
****

4.20

8,100PCR: 0.05

495.10

lock
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0.03

0.45

0.00%

-1.000

0.000

0.000

0.000

0.586

-3.467

0.000

0.029

71.04%

203.70

0.76

lock
****

5.75

8,200PCR: 0.03

547.80

lock
****

0.02

0.98

0.00%

-1.000

0.000

0.000

0.000

0.355

-1.994

0.000

0.016

67.38%

132.53

0.75

lock
****

3.75

8,300PCR: 0.00

415.80

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.326

-1.909

0.000

0.015

70.31%

65.18

0.44

lock
****

3.15

8,400PCR: 0.01

592.75

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.293

-1.772

0.000

0.013

72.51%

127.65

0.74

lock
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3.10

8,500PCR: 0.00

1020.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.291

-1.859

0.000

0.013

76.66%

86.48

0.51

lock
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2.95

8,600PCR: 0.00

970.65

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
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0.00

8,700PCR: --

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.251

-1.714

0.000

0.011

82.03%

48.90

0.32

lock
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2.55

8,800PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
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0.00

9,000PCR: --

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

SIEMENS LTD - Statistics

Day Range
₹6,821.80 - ₹7,713.35
52w Range
₹3,945.25 - ₹8129.90
Volume
1,664,863

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Underlying Assets & Securities

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SIEMENS LTD

6,868.90

-763.25 (-10.00%)

SIEMENS LTD Options

SIEMENS LTD Futures

Frequently Asked Questions

What is the current spot price for SIEMENS LTD?chevron-up

The current spot price for SIEMENS LTD is ₹6,868.90.

What is the minimum option lot size for SIEMENS LTD?chevron-up

The minimum lot size for SIEMENS LTD is 75.

Which SIEMENS LTD call and put option contract has the highest open interest?chevron-up

The 8,000.00 strike for SIEMENS LTD call options have an OI of 2.94 Lakhs. The 7,500.00 strike for SIEMENS LTD put options has an OI of 0.87 Lakhs

What is the current at-the-money (ATM) strike for SIEMENS LTD and what is its price?chevron-up

The current ATM strike for SIEMENS LTD is 6,800.00. The call price is ₹186.20 and the put price is ₹115.00.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for SIEMENS LTD?chevron-up

The PCR for the 6,800.00 strike is 4.35.

What is the implied volatility of SIEMENS LTD?chevron-up

The implied volatility (IV) of at-the-money SIEMENS LTD call is 43.03% and 42.14% for puts.

How much will the price change of the at-the-money (ATM) strike for SIEMENS LTD call options if SIEMENS LTD moves up in price by ₹1?chevron-up

The ATM strike is 6,800.00 and the call option is priced at ₹186.20. If SIEMENS LTD moves up by ₹1, then the approximate change in price for the option is +₹0.587. The value of 0.587 is the option's 'Delta'.