SIEMENS
Siemens Ltd
Historical option data for SIEMENS
15 Dec 2025 04:12 PM IST
| SIEMENS 30-DEC-2025 2850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 3157.80 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 3144.60 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 3196.50 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 3179.90 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 3142.80 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3204.20 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 3325.90 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3362.50 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 3329.90 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3361.00 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3310.20 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3297.00 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 3312.10 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 3318.80 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3181.10 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3163.90 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 3173.50 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 3216.30 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 3211.50 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3249.50 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 3232.60 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 3066.10 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3056.60 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3022.00 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3054.40 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3033.40 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3083.50 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3127.50 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3148.70 | 371.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 2850 expiring on 30DEC2025
Delta for 2850 CE is -
Historical price for 2850 CE is as follows
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 371.5, 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 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 371.5, 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 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 371.5, 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 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 371.5, 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 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 371.5, 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 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 371.5, 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 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 371.5, 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 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 371.5, 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 Dec SIEMENS was trading at 3329.90. The strike last trading price was 371.5, 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 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 371.5, 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 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 371.5, 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 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 371.5, 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 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 371.5, 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 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 371.5, 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 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 371.5, 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 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 371.5, 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 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 371.5, 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 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 371.5, 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 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 371.5, 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 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 371.5, 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 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 371.5, 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 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 371.5, 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 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 371.5, 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 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 371.5, 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 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 371.5, 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 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 371.5, 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 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 371.5, 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 371.5, 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 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 371.5, 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
| SIEMENS 30DEC2025 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.65
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 3157.80 | 4.35 | -3.05 | 32.24 | 488 | 59 | 381 |
| 12 Dec | 3144.60 | 7.45 | 2.75 | 32.49 | 3,920 | 273 | 321 |
| 11 Dec | 3196.50 | 4.85 | -0.85 | 32.36 | 43 | -4 | 47 |
| 10 Dec | 3179.90 | 5.7 | -0.9 | 31.56 | 120 | -8 | 42 |
| 9 Dec | 3142.80 | 7.1 | 6.1 | 29.41 | 142 | 15 | 49 |
| 8 Dec | 3204.20 | 1 | -1.25 | - | 0 | 0 | 34 |
| 5 Dec | 3325.90 | 1 | -1.25 | 27.39 | 1 | 0 | 35 |
| 4 Dec | 3362.50 | 2.25 | 0.05 | 31.86 | 1 | 0 | 36 |
| 3 Dec | 3329.90 | 2.35 | 1.2 | 30.33 | 6 | -3 | 37 |
| 2 Dec | 3361.00 | 1.15 | -1.75 | 28.15 | 13 | 0 | 40 |
| 1 Dec | 3310.20 | 2.9 | -0.55 | 29.87 | 18 | -2 | 40 |
| 28 Nov | 3297.00 | 3.45 | -0.25 | 28.71 | 9 | 8 | 42 |
| 27 Nov | 3312.10 | 3.7 | -1.05 | 28.76 | 19 | 5 | 34 |
| 26 Nov | 3318.80 | 4.85 | -4.7 | 30.20 | 85 | 6 | 29 |
| 25 Nov | 3181.10 | 9.55 | -1.95 | 28.12 | 3 | 0 | 22 |
| 24 Nov | 3163.90 | 11.65 | -1.15 | 27.91 | 18 | 7 | 21 |
| 21 Nov | 3173.50 | 12.8 | 1.6 | 27.77 | 52 | -8 | 16 |
| 20 Nov | 3216.30 | 11 | -2.2 | 28.64 | 23 | -9 | 24 |
| 19 Nov | 3211.50 | 13.1 | -68.8 | 29.53 | 92 | 37 | 37 |
| 18 Nov | 3249.50 | 81.9 | 0 | 10.62 | 0 | 0 | 0 |
| 17 Nov | 3232.60 | 81.9 | 0 | 9.75 | 0 | 0 | 0 |
| 13 Nov | 3066.10 | 81.9 | 0 | 5.95 | 0 | 0 | 0 |
| 12 Nov | 3056.60 | 81.9 | 0 | 6.08 | 0 | 0 | 0 |
| 11 Nov | 3022.00 | 81.9 | 0 | 5.12 | 0 | 0 | 0 |
| 10 Nov | 3054.40 | 81.9 | 0 | 5.70 | 0 | 0 | 0 |
| 7 Nov | 3033.40 | 81.9 | 0 | 5.10 | 0 | 0 | 0 |
| 6 Nov | 3083.50 | 81.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 3127.50 | 81.9 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 3148.70 | 81.9 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 2850 expiring on 30DEC2025
Delta for 2850 PE is -0.05
Historical price for 2850 PE is as follows
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 4.35, which was -3.05 lower than the previous day. The implied volatity was 32.24, the open interest changed by 59 which increased total open position to 381
On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 7.45, which was 2.75 higher than the previous day. The implied volatity was 32.49, the open interest changed by 273 which increased total open position to 321
On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 4.85, which was -0.85 lower than the previous day. The implied volatity was 32.36, the open interest changed by -4 which decreased total open position to 47
On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 5.7, which was -0.9 lower than the previous day. The implied volatity was 31.56, the open interest changed by -8 which decreased total open position to 42
On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 7.1, which was 6.1 higher than the previous day. The implied volatity was 29.41, the open interest changed by 15 which increased total open position to 49
On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 1, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 1, which was -1.25 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 35
On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 36
On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 2.35, which was 1.2 higher than the previous day. The implied volatity was 30.33, the open interest changed by -3 which decreased total open position to 37
On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 1.15, which was -1.75 lower than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 40
On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 29.87, the open interest changed by -2 which decreased total open position to 40
On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 28.71, the open interest changed by 8 which increased total open position to 42
On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 3.7, which was -1.05 lower than the previous day. The implied volatity was 28.76, the open interest changed by 5 which increased total open position to 34
On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 4.85, which was -4.7 lower than the previous day. The implied volatity was 30.20, the open interest changed by 6 which increased total open position to 29
On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 9.55, which was -1.95 lower than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 22
On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 11.65, which was -1.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 7 which increased total open position to 21
On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 12.8, which was 1.6 higher than the previous day. The implied volatity was 27.77, the open interest changed by -8 which decreased total open position to 16
On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 11, which was -2.2 lower than the previous day. The implied volatity was 28.64, the open interest changed by -9 which decreased total open position to 24
On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 13.1, which was -68.8 lower than the previous day. The implied volatity was 29.53, the open interest changed by 37 which increased total open position to 37
On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 81.9, which was 0 lower than the previous day. The implied volatity was 10.62, 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 81.9, which was 0 lower than the previous day. The implied volatity was 9.75, 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 81.9, which was 0 lower than the previous day. The implied volatity was 5.95, 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 81.9, which was 0 lower than the previous day. The implied volatity was 6.08, 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 81.9, which was 0 lower than the previous day. The implied volatity was 5.12, 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 81.9, which was 0 lower than the previous day. The implied volatity was 5.70, 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 81.9, which was 0 lower than the previous day. The implied volatity was 5.10, 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 81.9, 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 81.9, 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 81.9, 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































































































































































































































