[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3157.8 +13.20 (0.42%)
L: 3100.1 H: 3188.5

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Historical option data for SIEMENS

15 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 2850 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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