[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3111.6 +37.60 (1.22%)
L: 3065 H: 3122

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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