[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3140.1 -21.30 (-0.67%)
L: 3130.8 H: 3180

Back to Option Chain


Historical option data for SIEMENS

17 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 2750 CE
Delta: 0.88
Vega: 1.16
Theta: -3.49
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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