SIEMENS
Siemens Ltd
Historical option data for SIEMENS
19 Dec 2025 04:12 PM IST
| SIEMENS 30-DEC-2025 2600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 3111.60 | 524.7 | 32.4 | - | 3 | 0 | 3 | |||||||||
| 18 Dec | 3074.00 | 492.3 | -65.3 | 52.67 | 6 | 1 | 4 | |||||||||
| 17 Dec | 3140.10 | 557.6 | -77.05 | 64.80 | 19 | 2 | 5 | |||||||||
| 16 Dec | 3161.40 | 634.65 | -7.5 | - | 0 | 0 | 3 | |||||||||
| 15 Dec | 3157.80 | 634.65 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 3144.60 | 634.65 | -7.5 | - | 0 | 0 | 3 | |||||||||
| 11 Dec | 3196.50 | 634.65 | -7.5 | - | 0 | 0 | 3 | |||||||||
| 10 Dec | 3179.90 | 634.65 | -7.5 | - | 0 | 0 | 3 | |||||||||
| 9 Dec | 3142.80 | 634.65 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3204.20 | 634.65 | -7.5 | - | 0 | 0 | 3 | |||||||||
| 5 Dec | 3325.90 | 634.65 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 3318.80 | 634.65 | -7.5 | - | 1 | 0 | 3 | |||||||||
| 25 Nov | 3181.10 | 642.15 | 180.6 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 3173.50 | 642.15 | 180.6 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 20 Nov | 3216.30 | 642.15 | 180.6 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 3232.60 | 642.15 | 180.6 | - | 2 | 0 | 5 | |||||||||
| 12 Nov | 3056.60 | 461.55 | -4.6 | - | 9 | -3 | 9 | |||||||||
| 11 Nov | 3022.00 | 466.15 | -32.95 | 27.15 | 12 | -6 | 15 | |||||||||
| 10 Nov | 3054.40 | 499.1 | 19.5 | 32.85 | 1 | 0 | 22 | |||||||||
| 7 Nov | 3033.40 | 479.6 | -52.7 | 31.35 | 3 | 0 | 19 | |||||||||
| 6 Nov | 3083.50 | 532.3 | -34 | 32.11 | 3 | 0 | 16 | |||||||||
| 3 Nov | 3127.50 | 566.3 | -27.05 | 22.00 | 1 | 0 | 15 | |||||||||
| 29 Oct | 3148.70 | 593.35 | -24.05 | - | 15 | 13 | 13 | |||||||||
| 20 Oct | 3096.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 3077.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 2600 expiring on 30DEC2025
Delta for 2600 CE is -
Historical price for 2600 CE is as follows
On 19 Dec SIEMENS was trading at 3111.60. The strike last trading price was 524.7, which was 32.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 492.3, which was -65.3 lower than the previous day. The implied volatity was 52.67, the open interest changed by 1 which increased total open position to 4
On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 557.6, which was -77.05 lower than the previous day. The implied volatity was 64.80, the open interest changed by 2 which increased total open position to 5
On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 634.65, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 642.15, which was 180.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 642.15, which was 180.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 642.15, which was 180.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 642.15, which was 180.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 461.55, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 9
On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 466.15, which was -32.95 lower than the previous day. The implied volatity was 27.15, the open interest changed by -6 which decreased total open position to 15
On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 499.1, which was 19.5 higher than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 22
On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 479.6, which was -52.7 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 19
On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 532.3, which was -34 lower than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 16
On 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 566.3, which was -27.05 lower than the previous day. The implied volatity was 22.00, the open interest changed by 0 which decreased total open position to 15
On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 593.35, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
On 20 Oct SIEMENS was trading at 3096.80. The strike last trading price was 0, 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 13 Oct SIEMENS was trading at 3077.50. The strike last trading price was 0, 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
| SIEMENS 30DEC2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.16
Theta: -0.34
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 3111.60 | 1.05 | -0.75 | 47.80 | 5 | 0 | 117 |
| 18 Dec | 3074.00 | 1.8 | 0.9 | 46.60 | 55 | -11 | 117 |
| 17 Dec | 3140.10 | 0.9 | -0.2 | 44.46 | 3 | 1 | 129 |
| 16 Dec | 3161.40 | 1.1 | -0.55 | 45.64 | 7 | -4 | 129 |
| 15 Dec | 3157.80 | 1.65 | -0.35 | 46.06 | 69 | -29 | 134 |
| 12 Dec | 3144.60 | 2 | 0.4 | 42.74 | 777 | 106 | 164 |
| 11 Dec | 3196.50 | 1.6 | 0.95 | - | 0 | 0 | 58 |
| 10 Dec | 3179.90 | 1.6 | 0.95 | - | 0 | 0 | 58 |
| 9 Dec | 3142.80 | 1.6 | 0.95 | 38.04 | 26 | 7 | 57 |
| 8 Dec | 3204.20 | 0.7 | -0.45 | - | 0 | 0 | 50 |
| 5 Dec | 3325.90 | 0.7 | -0.45 | 39.19 | 32 | 0 | 18 |
| 26 Nov | 3318.80 | 1.15 | -11.05 | 35.67 | 19 | 16 | 18 |
| 25 Nov | 3181.10 | 12.2 | -5.8 | - | 0 | 0 | 0 |
| 21 Nov | 3173.50 | 12.2 | -5.8 | - | 0 | 0 | 0 |
| 20 Nov | 3216.30 | 12.2 | -5.8 | - | 0 | 0 | 0 |
| 17 Nov | 3232.60 | 12.2 | -5.8 | - | 0 | 0 | 0 |
| 12 Nov | 3056.60 | 12.2 | -5.8 | - | 0 | 0 | 0 |
| 11 Nov | 3022.00 | 12.2 | -5.8 | - | 0 | 0 | 0 |
| 10 Nov | 3054.40 | 12.2 | -5.8 | - | 0 | 0 | 0 |
| 7 Nov | 3033.40 | 12.2 | -5.8 | - | 0 | 1 | 0 |
| 6 Nov | 3083.50 | 12.2 | -5.8 | 33.60 | 1 | 0 | 1 |
| 3 Nov | 3127.50 | 18 | -30.85 | - | 0 | 0 | 0 |
| 29 Oct | 3148.70 | 18 | -30.85 | - | 0 | 0 | 0 |
| 20 Oct | 3096.80 | 48.85 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 3077.50 | 0 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 2600 expiring on 30DEC2025
Delta for 2600 PE is -0.01
Historical price for 2600 PE is as follows
On 19 Dec SIEMENS was trading at 3111.60. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 47.80, the open interest changed by 0 which decreased total open position to 117
On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 1.8, which was 0.9 higher than the previous day. The implied volatity was 46.60, the open interest changed by -11 which decreased total open position to 117
On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 44.46, the open interest changed by 1 which increased total open position to 129
On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 45.64, the open interest changed by -4 which decreased total open position to 129
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 46.06, the open interest changed by -29 which decreased total open position to 134
On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 2, which was 0.4 higher than the previous day. The implied volatity was 42.74, the open interest changed by 106 which increased total open position to 164
On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 1.6, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 1.6, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 1.6, which was 0.95 higher than the previous day. The implied volatity was 38.04, the open interest changed by 7 which increased total open position to 57
On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 39.19, the open interest changed by 0 which decreased total open position to 18
On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 1.15, which was -11.05 lower than the previous day. The implied volatity was 35.67, the open interest changed by 16 which increased total open position to 18
On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was 33.60, the open interest changed by 0 which decreased total open position to 1
On 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 18, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 18, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct SIEMENS was trading at 3096.80. The strike last trading price was 48.85, 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 13 Oct SIEMENS was trading at 3077.50. The strike last trading price was 0, 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































































































































































































































