SIEMENS
Siemens Ltd
Historical option data for SIEMENS
30 Mar 2026 04:12 PM IST
| SIEMENS 28-Apr-2026 (28d) 3050 CE | ||||||||||||||||
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Delta: 0.4
Vega: 3.19
Theta: -2.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 2935.00 | 83 | -42.7 | 37.39 | 156 | 5 | 60 | |||||||||
| 27 Mar | 3048.90 | 133.35 | -290.45 | 34.12 | 81 | 54 | 54 | |||||||||
| 25 Mar | 3101.30 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 3001.80 | 423.8 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
| 23 Mar | 2988.30 | 423.8 | 0 | 0.61 | 0 | 0 | 0 | |||||||||
| 20 Mar | 3129.60 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 3079.00 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Mar | 3220.90 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 3173.50 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 3149.60 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 3207.60 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3324.70 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3272.20 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3274.90 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3228.90 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3268.90 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 3215.70 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3161.00 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 3341.60 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 3418.60 | 423.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3050 expiring on 28APR2026
Delta for 3050 CE is 0.4
Historical price for 3050 CE is as follows
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 83, which was -42.7 lower than the previous day. The implied volatity was 37.39, the open interest changed by 5 which increased total open position to 60
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 133.35, which was -290.45 lower than the previous day. The implied volatity was 34.12, the open interest changed by 54 which increased total open position to 54
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3001.80. The strike last trading price was 423.8, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 423.8, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3079.00. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3220.90. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3173.50. The strike last trading price was 423.8, 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 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3207.60. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3324.70. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3272.20. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3274.90. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3228.90. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3268.90. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3215.70. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3161.00. The strike last trading price was 423.8, 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 Mar SIEMENS was trading at 3341.60. The strike last trading price was 423.8, 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 Feb SIEMENS was trading at 3418.60. The strike last trading price was 423.8, 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 28-Apr-2026 (28d) 3050 PE | |||||||
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Delta: -0.59
Vega: 3.21
Theta: -1.73
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 2935.00 | 189.3 | 37.2 | 40.65 | 42 | 13 | 31 |
| 27 Mar | 3048.90 | 145.1 | 25.1 | 43.46 | 17 | 0 | 19 |
| 25 Mar | 3101.30 | 120 | -30.65 | 42.76 | 13 | 8 | 18 |
| 24 Mar | 3001.80 | 150.65 | -2.55 | 36.99 | 6 | -3 | 11 |
| 23 Mar | 2988.30 | 153.2 | 70.85 | 37.93 | 1 | 0 | 14 |
| 20 Mar | 3129.60 | 82.35 | -33.75 | 33.53 | 3 | 0 | 11 |
| 19 Mar | 3079.00 | 116.1 | 21.1 | - | 0 | 0 | 11 |
| 18 Mar | 3220.90 | 116.1 | 21.1 | - | 0 | 0 | 0 |
| 17 Mar | 3173.50 | 116.1 | 21.1 | - | 5 | 0 | 11 |
| 16 Mar | 3149.60 | 116.1 | 21.1 | 41.69 | 5 | 3 | 9 |
| 13 Mar | 3207.60 | 95 | 48.5 | - | 0 | 0 | 0 |
| 12 Mar | 3324.70 | 95 | 48.5 | - | 0 | 0 | 0 |
| 11 Mar | 3272.20 | 95 | 48.5 | - | 0 | 0 | 6 |
| 10 Mar | 3274.90 | 95 | 48.5 | - | 0 | 0 | 6 |
| 9 Mar | 3228.90 | 95 | 48.5 | - | 0 | 0 | 6 |
| 6 Mar | 3268.90 | 95 | 48.5 | - | 0 | 0 | 6 |
| 5 Mar | 3215.70 | 95 | 48.5 | 38.07 | 2 | 0 | 4 |
| 4 Mar | 3161.00 | 46.5 | 8.7 | - | 2 | 0 | 4 |
| 2 Mar | 3341.60 | 46.5 | 8.7 | 31.57 | 2 | 0 | 2 |
| 27 Feb | 3418.60 | 37.8 | -35.5 | 33.58 | 2 | 0 | 0 |
For Siemens Ltd - strike price 3050 expiring on 28APR2026
Delta for 3050 PE is -0.59
Historical price for 3050 PE is as follows
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 189.3, which was 37.2 higher than the previous day. The implied volatity was 40.65, the open interest changed by 13 which increased total open position to 31
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 145.1, which was 25.1 higher than the previous day. The implied volatity was 43.46, the open interest changed by 0 which decreased total open position to 19
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 120, which was -30.65 lower than the previous day. The implied volatity was 42.76, the open interest changed by 8 which increased total open position to 18
On 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 150.65, which was -2.55 lower than the previous day. The implied volatity was 36.99, the open interest changed by -3 which decreased total open position to 11
On 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 153.2, which was 70.85 higher than the previous day. The implied volatity was 37.93, the open interest changed by 0 which decreased total open position to 14
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 82.35, which was -33.75 lower than the previous day. The implied volatity was 33.53, the open interest changed by 0 which decreased total open position to 11
On 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 116.1, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 116.1, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was 116.1, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 116.1, which was 21.1 higher than the previous day. The implied volatity was 41.69, the open interest changed by 3 which increased total open position to 9
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 95, which was 48.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 95, which was 48.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 95, which was 48.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 95, which was 48.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 95, which was 48.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 95, which was 48.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 95, which was 48.5 higher than the previous day. The implied volatity was 38.07, the open interest changed by 0 which decreased total open position to 4
On 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 46.5, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 46.5, which was 8.7 higher than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 2
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 37.8, which was -35.5 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 0
