SIEMENS
Siemens Ltd
Historical option data for SIEMENS
17 Dec 2025 04:12 PM IST
| SIEMENS 30-DEC-2025 2750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 1.16
Theta: -3.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 3140.10 | 422.1 | -79.05 | 63.65 | 2 | 1 | 1 | |||||||||
| 16 Dec | 3161.40 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 3157.80 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 3144.60 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 3196.50 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 3179.90 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 3142.80 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3204.20 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 3325.90 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3362.50 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 3329.90 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3361.00 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3310.20 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3297.00 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 3312.10 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 3318.80 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3181.10 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3163.90 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 3173.50 | 501.15 | 57.1 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 3216.30 | 501.15 | 57.1 | 33.15 | 2 | 1 | 1 | |||||||||
| 19 Nov | 3211.50 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3249.50 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 3232.60 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Nov | 3066.10 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3056.60 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3022.00 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3054.40 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3033.40 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3083.50 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3127.50 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3148.70 | 444.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 2750 expiring on 30DEC2025
Delta for 2750 CE is 0.88
Historical price for 2750 CE is as follows
On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 422.1, which was -79.05 lower than the previous day. The implied volatity was 63.65, the open interest changed by 1 which increased total open position to 1
On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 501.15, which was 57.1 higher 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 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 501.15, which was 57.1 higher 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 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 501.15, which was 57.1 higher 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 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 501.15, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 501.15, which was 57.1 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 501.15, which was 57.1 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 501.15, which was 57.1 higher than the previous day. The implied volatity was 33.15, the open interest changed by 1 which increased total open position to 1
On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 444.05, 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 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 444.05, 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 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 444.05, 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 Nov SIEMENS was trading at 3066.10. The strike last trading price was 444.05, 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 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 444.05, 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 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 444.05, 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 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 444.05, 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 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 444.05, 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 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 444.05, 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 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 444.05, 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 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 444.05, 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 2750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 3140.10 | 1.95 | -0.6 | - | 0 | 0 | 101 |
| 16 Dec | 3161.40 | 1.95 | -0.6 | 37.37 | 64 | -41 | 104 |
| 15 Dec | 3157.80 | 2.55 | -1.9 | 37.07 | 550 | 3 | 145 |
| 12 Dec | 3144.60 | 4.15 | -0.45 | 36.35 | 583 | 118 | 143 |
| 11 Dec | 3196.50 | 4.6 | 0 | 39.60 | 1 | 0 | 24 |
| 10 Dec | 3179.90 | 4.6 | 3.55 | 37.62 | 1 | 0 | 23 |
| 9 Dec | 3142.80 | 1.05 | -0.45 | - | 0 | 0 | 0 |
| 8 Dec | 3204.20 | 1.05 | -0.45 | - | 0 | 0 | 23 |
| 5 Dec | 3325.90 | 1.05 | -0.45 | 32.93 | 6 | -5 | 23 |
| 4 Dec | 3362.50 | 1.5 | -0.15 | - | 0 | 0 | 0 |
| 3 Dec | 3329.90 | 1.5 | -0.15 | - | 0 | -3 | 0 |
| 2 Dec | 3361.00 | 1.5 | -0.15 | 34.44 | 3 | -1 | 30 |
| 1 Dec | 3310.20 | 1.65 | -0.25 | 32.53 | 23 | -8 | 35 |
| 28 Nov | 3297.00 | 1.85 | -0.9 | - | 0 | 0 | 0 |
| 27 Nov | 3312.10 | 1.85 | -0.9 | 30.59 | 5 | 0 | 43 |
| 26 Nov | 3318.80 | 2.75 | -2.75 | 32.42 | 123 | -19 | 43 |
| 25 Nov | 3181.10 | 5.5 | -0.4 | 30.53 | 1 | 0 | 62 |
| 24 Nov | 3163.90 | 5.9 | -1.05 | 29.45 | 16 | 0 | 62 |
| 21 Nov | 3173.50 | 6.9 | 0.15 | 29.48 | 30 | -7 | 63 |
| 20 Nov | 3216.30 | 6.75 | -1.1 | 31.07 | 6 | 2 | 70 |
| 19 Nov | 3211.50 | 7.75 | -47.75 | 31.51 | 147 | 70 | 70 |
| 18 Nov | 3249.50 | 55.5 | 0 | 12.66 | 0 | 0 | 0 |
| 17 Nov | 3232.60 | 55.5 | 0 | 12.40 | 0 | 0 | 0 |
| 13 Nov | 3066.10 | 55.5 | 0 | 8.27 | 0 | 0 | 0 |
| 12 Nov | 3056.60 | 55.5 | 0 | 8.27 | 0 | 0 | 0 |
| 11 Nov | 3022.00 | 55.5 | 0 | 7.40 | 0 | 0 | 0 |
| 10 Nov | 3054.40 | 55.5 | 0 | 7.92 | 0 | 0 | 0 |
| 7 Nov | 3033.40 | 55.5 | 0 | 7.30 | 0 | 0 | 0 |
| 6 Nov | 3083.50 | 55.5 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 3127.50 | 55.5 | 0 | 8.93 | 0 | 0 | 0 |
| 29 Oct | 3148.70 | 55.5 | 0 | 9.15 | 0 | 0 | 0 |
For Siemens Ltd - strike price 2750 expiring on 30DEC2025
Delta for 2750 PE is -
Historical price for 2750 PE is as follows
On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 1.95, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 1.95, which was -0.6 lower than the previous day. The implied volatity was 37.37, the open interest changed by -41 which decreased total open position to 104
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 2.55, which was -1.9 lower than the previous day. The implied volatity was 37.07, the open interest changed by 3 which increased total open position to 145
On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 4.15, which was -0.45 lower than the previous day. The implied volatity was 36.35, the open interest changed by 118 which increased total open position to 143
On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 39.60, the open interest changed by 0 which decreased total open position to 24
On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 4.6, which was 3.55 higher than the previous day. The implied volatity was 37.62, the open interest changed by 0 which decreased total open position to 23
On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 1.05, 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 0
On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 1.05, 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 23
On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 32.93, the open interest changed by -5 which decreased total open position to 23
On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 34.44, the open interest changed by -1 which decreased total open position to 30
On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 32.53, the open interest changed by -8 which decreased total open position to 35
On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 1.85, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 1.85, which was -0.9 lower than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 43
On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 2.75, which was -2.75 lower than the previous day. The implied volatity was 32.42, the open interest changed by -19 which decreased total open position to 43
On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 5.5, which was -0.4 lower than the previous day. The implied volatity was 30.53, the open interest changed by 0 which decreased total open position to 62
On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 5.9, which was -1.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 62
On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 6.9, which was 0.15 higher than the previous day. The implied volatity was 29.48, the open interest changed by -7 which decreased total open position to 63
On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 6.75, which was -1.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 2 which increased total open position to 70
On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 7.75, which was -47.75 lower than the previous day. The implied volatity was 31.51, the open interest changed by 70 which increased total open position to 70
On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 55.5, which was 0 lower than the previous day. The implied volatity was 12.66, 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 55.5, which was 0 lower than the previous day. The implied volatity was 12.40, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 55.5, which was 0 lower than the previous day. The implied volatity was 8.27, 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 55.5, which was 0 lower than the previous day. The implied volatity was 8.27, 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 55.5, which was 0 lower than the previous day. The implied volatity was 7.40, 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 55.5, which was 0 lower than the previous day. The implied volatity was 7.92, 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 55.5, which was 0 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 55.5, 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 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 55.5, which was 0 lower than the previous day. The implied volatity was 8.93, 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 55.5, which was 0 lower than the previous day. The implied volatity was 9.15, the open interest changed by 0 which decreased total open position to 0































































































































































































































