SIEMENS

Siemens Ltd

3144.6 -51.90 (-1.62%)

L: 2992.8 H: 3208.7

Back to Option Chain

Historical option data for SIEMENS
12 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SIEMENS 30-DEC-2025 2950 CE
Delta: 0.91 Vega: 1.11 Theta: -1.44 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3144.60	214.45 ₹ 26,806.25	-55.35 -6918.75	23.13	102 12,750	19 2,375	28 3,500
11 Dec	3196.50	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	9 1,125
10 Dec	3179.90	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	9 1,125
9 Dec	3142.80	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
8 Dec	3204.20	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	9 1,125
5 Dec	3325.90	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
4 Dec	3362.50	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
3 Dec	3329.90	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
2 Dec	3361.00	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
1 Dec	3310.20	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
28 Nov	3297.00	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
27 Nov	3312.10	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
26 Nov	3318.80	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	0 0	0 0
25 Nov	3181.10	269.8 ₹ 33,725	-44.95 -5618.75	-	0 0	5 625	0 0
24 Nov	3163.90	269.8 ₹ 33,725	-44.95 -5618.75	24.91	5 625	0 0	4 500
21 Nov	3173.50	314.75 ₹ 39,343.75	-7.5 -937.50	-	0 0	3 375	0 0

20 Nov	3216.30	314.75 ₹ 39,343.75	-7.5 -937.50	27.38	12 1,500	2 250	3 375
19 Nov	3211.50	322.25 ₹ 40,281.25	16.1 2012.50	30.48	1 125	0 0	0 0
18 Nov	3249.50	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
17 Nov	3232.60	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
13 Nov	3066.10	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
12 Nov	3056.60	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
11 Nov	3022.00	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
10 Nov	3054.40	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
7 Nov	3033.40	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
6 Nov	3083.50	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
3 Nov	3127.50	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0
29 Oct	3148.70	306.15 ₹ 38,268.75	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 2950 expiring on 30DEC2025

Delta for 2950 CE is 0.91

Historical price for 2950 CE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 214.45, which was -55.35 lower than the previous day. The implied volatity was 23.13, the open interest changed by 19 which increased total open position to 28

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 269.8, which was -44.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 269.8, which was -44.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 269.8, which was -44.95 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 269.8, which was -44.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 269.8, which was -44.95 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 269.8, which was -44.95 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 269.8, which was -44.95 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 269.8, which was -44.95 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 269.8, which was -44.95 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 269.8, which was -44.95 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 269.8, which was -44.95 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 269.8, which was -44.95 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 269.8, which was -44.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 269.8, which was -44.95 lower than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 4

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 314.75, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 314.75, which was -7.5 lower than the previous day. The implied volatity was 27.38, the open interest changed by 2 which increased total open position to 3

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 322.25, which was 16.1 higher than the previous day. The implied volatity was 30.48, 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 306.15, 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 306.15, 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 306.15, 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 306.15, 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 306.15, 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 306.15, 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 306.15, 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 306.15, 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 306.15, 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 306.15, 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 2950 PE
Delta: -0.14 Vega: 1.54 Theta: -1.14 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3144.60	14.9 ₹ 1,862.5	4.25 531.25	29.41	4,971 6,21,375	382 47,750	547 68,375
11 Dec	3196.50	11.3 ₹ 1,412.5	-1 -125.00	30.55	180 22,500	21 2,625	167 20,875
10 Dec	3179.90	12.35 ₹ 1,543.75	-2.8 -350.00	29.27	281 35,125	-5 -625	146 18,250
9 Dec	3142.80	16.85 ₹ 2,106.25	6.35 793.75	27.86	363 45,375	24 3,000	150 18,750
8 Dec	3204.20	11.15 ₹ 1,393.75	7.45 931.25	28.42	252 31,500	-4 -500	130 16,250
5 Dec	3325.90	3.7 ₹ 462.5	0.9 112.50	27.43	247 30,875	-192 -24,000	134 16,750
4 Dec	3362.50	2.8 ₹ 350	-1.15 -143.75	27.25	41 5,125	-2 -250	326 40,750
3 Dec	3329.90	4.2 ₹ 525	0.4 50.00	27.66	83 10,375	-6 -750	327 40,875
2 Dec	3361.00	3.8 ₹ 475	-1.8 -225.00	28.14	65 8,125	-4 -500	333 41,625
1 Dec	3310.20	5.5 ₹ 687.5	-1.9 -237.50	27.54	368 46,000	231 28,875	341 42,625
28 Nov	3297.00	7.4 ₹ 925	0.45 56.25	27.27	23 2,875	0 0	110 13,750
27 Nov	3312.10	7.05 ₹ 881.25	-1.15 -143.75	26.72	106 13,250	-9 -1,125	110 13,750
26 Nov	3318.80	8.7 ₹ 1,087.5	-9.45 -1181.25	28.08	503 62,875	28 3,500	131 16,375
25 Nov	3181.10	18.5 ₹ 2,312.5	-4 -500.00	26.57	111 13,875	5 625	100 12,500
24 Nov	3163.90	22.6 ₹ 2,825	-1.95 -243.75	26.55	57 7,125	13 1,625	95 11,875
21 Nov	3173.50	24.3 ₹ 3,037.5	4.05 506.25	26.51	79 9,875	1 125	84 10,500
20 Nov	3216.30	20.25 ₹ 2,531.25	-3.5 -437.50	27.23	24 3,000	-6 -750	84 10,500
19 Nov	3211.50	23.4 ₹ 2,925	0.6 75.00	28.16	97 12,125	44 5,500	91 11,375
18 Nov	3249.50	22.8 ₹ 2,850	-3.05 -381.25	29.85	14 1,750	3 375	49 6,125
17 Nov	3232.60	26.1 ₹ 3,262.5	-30.05 -3756.25	30.28	65 8,125	9 1,125	45 5,625
13 Nov	3066.10	56.15 ₹ 7,018.75	-14.75 -1843.75	26.98	6 750	-2 -250	36 4,500
12 Nov	3056.60	70.9 ₹ 8,862.5	-14.1 -1762.50	31.07	12 1,500	0 0	38 4,750
11 Nov	3022.00	85 ₹ 10,625	10.7 1337.50	31.05	27 3,375	13 1,625	38 4,750
10 Nov	3054.40	74.3 ₹ 9,287.5	-5.65 -706.25	30.43	15 1,875	0 0	26 3,250
7 Nov	3033.40	80 ₹ 10,000	-35.5 -4437.50	29.34	32 4,000	24 3,000	24 3,000
6 Nov	3083.50	115.5 ₹ 14,437.5	0 0.00	-	0 0	0 0	0 0
3 Nov	3127.50	115.5 ₹ 14,437.5	0 0.00	4.78	0 0	0 0	0 0
29 Oct	3148.70	115.5 ₹ 14,437.5	0 0.00	5.41	0 0	0 0	0 0

For Siemens Ltd - strike price 2950 expiring on 30DEC2025

Delta for 2950 PE is -0.14

Historical price for 2950 PE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 14.9, which was 4.25 higher than the previous day. The implied volatity was 29.41, the open interest changed by 382 which increased total open position to 547

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 11.3, which was -1 lower than the previous day. The implied volatity was 30.55, the open interest changed by 21 which increased total open position to 167

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 12.35, which was -2.8 lower than the previous day. The implied volatity was 29.27, the open interest changed by -5 which decreased total open position to 146

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 16.85, which was 6.35 higher than the previous day. The implied volatity was 27.86, the open interest changed by 24 which increased total open position to 150

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 11.15, which was 7.45 higher than the previous day. The implied volatity was 28.42, the open interest changed by -4 which decreased total open position to 130

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 3.7, which was 0.9 higher than the previous day. The implied volatity was 27.43, the open interest changed by -192 which decreased total open position to 134

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 27.25, the open interest changed by -2 which decreased total open position to 326

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 4.2, which was 0.4 higher than the previous day. The implied volatity was 27.66, the open interest changed by -6 which decreased total open position to 327

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 3.8, which was -1.8 lower than the previous day. The implied volatity was 28.14, the open interest changed by -4 which decreased total open position to 333

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 5.5, which was -1.9 lower than the previous day. The implied volatity was 27.54, the open interest changed by 231 which increased total open position to 341

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 7.4, which was 0.45 higher than the previous day. The implied volatity was 27.27, the open interest changed by 0 which decreased total open position to 110

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 7.05, which was -1.15 lower than the previous day. The implied volatity was 26.72, the open interest changed by -9 which decreased total open position to 110

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 8.7, which was -9.45 lower than the previous day. The implied volatity was 28.08, the open interest changed by 28 which increased total open position to 131

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 18.5, which was -4 lower than the previous day. The implied volatity was 26.57, the open interest changed by 5 which increased total open position to 100

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 22.6, which was -1.95 lower than the previous day. The implied volatity was 26.55, the open interest changed by 13 which increased total open position to 95

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 24.3, which was 4.05 higher than the previous day. The implied volatity was 26.51, the open interest changed by 1 which increased total open position to 84

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 20.25, which was -3.5 lower than the previous day. The implied volatity was 27.23, the open interest changed by -6 which decreased total open position to 84

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 23.4, which was 0.6 higher than the previous day. The implied volatity was 28.16, the open interest changed by 44 which increased total open position to 91

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 22.8, which was -3.05 lower than the previous day. The implied volatity was 29.85, the open interest changed by 3 which increased total open position to 49

On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 26.1, which was -30.05 lower than the previous day. The implied volatity was 30.28, the open interest changed by 9 which increased total open position to 45

On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 56.15, which was -14.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by -2 which decreased total open position to 36

On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 70.9, which was -14.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 38

On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 85, which was 10.7 higher than the previous day. The implied volatity was 31.05, the open interest changed by 13 which increased total open position to 38

On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 74.3, which was -5.65 lower than the previous day. The implied volatity was 30.43, the open interest changed by 0 which decreased total open position to 26

On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 80, which was -35.5 lower than the previous day. The implied volatity was 29.34, the open interest changed by 24 which increased total open position to 24

On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 115.5, 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 115.5, which was 0 lower than the previous day. The implied volatity was 4.78, 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 115.5, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0

Related Pages for SIEMENS

SIEMENS

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD