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  1. siemens ltd
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SIEMENS LTD Option Chain

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₹ 5923.6
6136.45
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Greeks
OI
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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
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0.00

4,600PCR: --

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

4,800PCR: --

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

4,900PCR: --

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

5,000PCR: --

4.50

lock
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0.18

2.25

55.66%

-0.023

0.000

-1.548

0.501

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

5,100PCR: --

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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641.20

5,200PCR: 74.33

6.30

lock
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0.17

13.43

47.49%

-0.035

0.000

-1.907

0.723

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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549.75

5,300PCR: 30.50

6.50

lock
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0.09

0.08

41.87%

-0.040

0.000

-1.868

0.803

3.075

-19.514

0.000

0.731

114.23%

0.00

0.00

lock
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727.05

5,400PCR: 302.00

13.45

lock
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0.23

35.03

42.54%

-0.074

0.000

-3.084

1.305

3.307

-23.104

0.000

0.686

125.76%

0.00

0.01

lock
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700.00

5,500PCR: 53.55

21.75

lock
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0.44

63.83

41.50%

-0.115

0.001

-4.172

1.809

3.367

-18.900

0.000

0.672

101.04%

0.00

0.01

lock
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556.20

5,600PCR: 62.50

33.75

lock
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0.47

53.93

39.55%

-0.167

0.001

-5.123

2.332

3.120

-8.019

0.001

0.723

46.26%

2.70

0.04

lock
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311.40

5,700PCR: 9.58

49.35

lock
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0.41

47.40

37.26%

-0.236

0.001

-5.942

2.870

3.345

-6.278

0.001

0.677

33.78%

5.40

0.34

lock
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203.05

5,800PCR: 1.32

71.75

lock
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0.45

74.85

34.82%

-0.327

0.001

-6.507

3.364

3.683

-6.756

0.001

0.554

33.02%

25.50

0.35

lock
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141.00

5,900PCR: 1.61

105.45

lock
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0.56

102.75

32.99%

-0.445

0.001

-6.748

3.682

3.650

-6.507

0.001

0.424

32.09%

148.80

0.68

lock
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90.15

6,000PCR: 1.09

156.90

lock
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0.74

262.58

32.50%

-0.575

0.001

-6.595

3.652

3.273

-5.987

0.001

0.307

32.93%

161.40

0.42

lock
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61.95

6,100PCR: 0.50

223.90

lock
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0.21

71.10

32.96%

-0.693

0.001

-5.994

3.274

2.752

-5.300

0.001

0.219

34.67%

195.30

0.67

lock
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39.50

6,200PCR: 0.59

302.80

lock
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0.39

24.15

34.00%

-0.786

0.001

-5.131

2.717

2.197

-4.418

0.001

0.153

36.19%

157.58

0.87

lock
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26.40

6,300PCR: 0.27

393.50

lock
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0.24

0.60

37.11%

-0.840

0.001

-4.670

2.265

1.723

-3.622

0.001

0.107

37.84%

165.90

0.79

lock
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17.75

6,400PCR: 0.36

484.00

lock
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0.28

0.83

38.45%

-0.889

0.001

-3.775

1.767

1.443

-3.297

0.000

0.084

41.14%

194.03

1.58

lock
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14.00

6,500PCR: 0.31

551.00

lock
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0.49

2.55

0.00%

-1.000

0.000

0.000

0.000

1.166

-2.816

0.000

0.064

43.46%

124.13

1.23

lock
****

11.00

6,600PCR: 0.37

670.00

lock
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0.45

0.30

36.99%

-0.964

0.000

-1.512

0.736

0.937

-2.370

0.000

0.048

45.53%

96.30

1.50

lock
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8.30

6,700PCR: 0.35

719.45

lock
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0.53

1.43

0.00%

-1.000

0.000

0.000

0.000

0.791

-2.118

0.000

0.039

48.22%

93.23

1.23

lock
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7.30

6,800PCR: 0.18

762.20

lock
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0.23

0.38

0.00%

-1.000

0.000

0.000

0.000

0.637

-1.772

0.000

0.030

50.05%

42.45

0.72

lock
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5.30

6,900PCR: 0.08

931.65

lock
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0.05

0.15

0.00%

-1.000

0.000

0.000

0.000

0.533

-1.547

0.000

0.024

52.25%

152.33

3.06

lock
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4.25

7,000PCR: 0.06

861.55

lock
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0.19

0.00

0.00%

-1.000

0.000

0.000

0.000

0.433

-1.299

0.000

0.019

53.96%

78.00

1.10

lock
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3.40

7,100PCR: 0.01

1100.00

lock
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0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.386

-1.215

0.000

0.017

56.64%

26.55

0.74

lock
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3.10

7,200PCR: 0.06

1065.00

lock
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0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

0.407

-1.385

0.000

0.018

61.28%

7.88

0.54

lock
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3.50

7,300PCR: 0.06

1141.10

lock
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0.03

0.00

0.00%

-1.000

0.000

0.000

0.000

0.449

-1.663

0.000

0.020

66.65%

4.43

0.62

lock
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4.40

7,400PCR: 0.03

1255.00

lock
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0.02

0.00

0.00%

-1.000

0.000

0.000

0.000

0.259

-0.911

0.000

0.011

63.23%

17.03

1.10

lock
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2.05

7,500PCR: 0.07

1510.65

lock
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0.07

0.30

0.00%

-1.000

0.000

0.000

0.000

0.378

-1.508

0.000

0.016

71.78%

1.58

0.33

lock
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3.75

7,600PCR: 0.08

1305.00

lock
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0.03

0.00

0.00%

-1.000

0.000

0.000

0.000

0.252

-0.978

0.000

0.010

69.82%

2.33

0.31

lock
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2.20

7,700PCR: 0.02

978.00

lock
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0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.234

-0.940

0.000

0.009

72.27%

3.23

0.22

lock
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2.00

7,800PCR: 0.06

1542.75

lock
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0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.100

-0.367

0.000

0.004

66.41%

1.50

0.14

lock
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0.65

7,900PCR: 0.01

480.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.183

-0.771

0.000

0.007

75.68%

8.10

0.72

lock
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1.60

8,000PCR: 0.05

1998.00

lock
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0.03

0.53

0.00%

-1.000

0.000

0.000

0.000

0.241

-1.153

0.000

0.010

85.94%

0.00

0.17

lock
****

2.50

8,200PCR: 0.02

2198.00

lock
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0.00

0.75

0.00%

-1.000

0.000

0.000

0.000

SIEMENS LTD - Statistics

Day Range
₹5,912.65 - ₹6,160.00
52w Range
₹4,020.00 - ₹8129.90
Volume
206,995

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Underlying Assets & Securities

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SIEMENS LTD

5,923.60

-212.85 (-3.47%)

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 ₹5,923.60.

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 7,000.00 strike for SIEMENS LTD call options have an OI of 3.06 Lakhs. The 6,000.00 strike for SIEMENS LTD put options has an OI of 0.74 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 5,900.00. The call price is ₹141.00 and the put price is ₹105.45.

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

The PCR for the 5,900.00 strike is 1.61.

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

The implied volatility (IV) of at-the-money SIEMENS LTD call is 33.02% and 32.99% 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 5,900.00 and the call option is priced at ₹141.00. If SIEMENS LTD moves up by ₹1, then the approximate change in price for the option is +₹0.554. The value of 0.554 is the option's 'Delta'.