SIEMENS
Siemens Ltd
Historical option data for SIEMENS
18 Dec 2025 04:12 PM IST
| SIEMENS 30-DEC-2025 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 2.09
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 3074.00 | 69.3 | -50.55 | 21.05 | 1,010 | 42 | 287 | |||||||||
| 17 Dec | 3140.10 | 116.2 | -17.3 | 21.88 | 88 | -3 | 248 | |||||||||
| 16 Dec | 3161.40 | 133 | -9.25 | 17.19 | 106 | -1 | 256 | |||||||||
| 15 Dec | 3157.80 | 141.45 | 9.15 | 26.73 | 471 | -9 | 260 | |||||||||
| 12 Dec | 3144.60 | 130 | -50.5 | 22.37 | 5,470 | 223 | 272 | |||||||||
| 11 Dec | 3196.50 | 180.5 | 17.65 | 25.19 | 34 | 2 | 49 | |||||||||
| 10 Dec | 3179.90 | 165.35 | -146.65 | 23.18 | 32 | 5 | 45 | |||||||||
| 9 Dec | 3142.80 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3204.20 | 312 | 122.65 | - | 0 | 0 | 40 | |||||||||
| 5 Dec | 3325.90 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3362.50 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 3329.90 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3361.00 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3310.20 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3297.00 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 3312.10 | 312 | 122.65 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 3318.80 | 312 | 122.65 | 29.74 | 8 | 1 | 41 | |||||||||
| 25 Nov | 3181.10 | 191.6 | -0.15 | 21.22 | 13 | 1 | 39 | |||||||||
| 24 Nov | 3163.90 | 191.75 | 2.75 | 26.61 | 5 | 3 | 37 | |||||||||
| 21 Nov | 3173.50 | 188 | -42.1 | 23.40 | 33 | 16 | 31 | |||||||||
| 20 Nov | 3216.30 | 230.1 | 1.85 | 25.49 | 19 | 9 | 17 | |||||||||
| 19 Nov | 3211.50 | 228.25 | -22.35 | 24.89 | 4 | 0 | 7 | |||||||||
| 18 Nov | 3249.50 | 250.6 | 90.6 | - | 0 | -1 | 0 | |||||||||
| 17 Nov | 3232.60 | 250.6 | 90.6 | 23.85 | 4 | 0 | 8 | |||||||||
| 14 Nov | 3084.20 | 160 | 50 | 26.52 | 12 | -1 | 8 | |||||||||
| 13 Nov | 3066.10 | 110 | -27.1 | - | 0 | 1 | 0 | |||||||||
| 12 Nov | 3056.60 | 110 | -27.1 | 17.97 | 1 | 0 | 8 | |||||||||
| 11 Nov | 3022.00 | 137.1 | -1.85 | 29.25 | 1 | 0 | 8 | |||||||||
| 10 Nov | 3054.40 | 138.95 | -44.4 | - | 0 | 6 | 0 | |||||||||
| 7 Nov | 3033.40 | 138.95 | -44.4 | 27.61 | 11 | 6 | 8 | |||||||||
| 6 Nov | 3083.50 | 183.35 | -65.4 | - | 2 | 0 | 0 | |||||||||
| 3 Nov | 3127.50 | 248.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 3096.30 | 248.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3148.70 | 248.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3050 expiring on 30DEC2025
Delta for 3050 CE is 0.64
Historical price for 3050 CE is as follows
On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 69.3, which was -50.55 lower than the previous day. The implied volatity was 21.05, the open interest changed by 42 which increased total open position to 287
On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 116.2, which was -17.3 lower than the previous day. The implied volatity was 21.88, the open interest changed by -3 which decreased total open position to 248
On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 133, which was -9.25 lower than the previous day. The implied volatity was 17.19, the open interest changed by -1 which decreased total open position to 256
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 141.45, which was 9.15 higher than the previous day. The implied volatity was 26.73, the open interest changed by -9 which decreased total open position to 260
On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 130, which was -50.5 lower than the previous day. The implied volatity was 22.37, the open interest changed by 223 which increased total open position to 272
On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 180.5, which was 17.65 higher than the previous day. The implied volatity was 25.19, the open interest changed by 2 which increased total open position to 49
On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 165.35, which was -146.65 lower than the previous day. The implied volatity was 23.18, the open interest changed by 5 which increased total open position to 45
On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 312, which was 122.65 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 312, which was 122.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 312, which was 122.65 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 312, which was 122.65 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 312, which was 122.65 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 312, which was 122.65 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 312, which was 122.65 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 312, which was 122.65 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 312, which was 122.65 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 312, which was 122.65 higher than the previous day. The implied volatity was 29.74, the open interest changed by 1 which increased total open position to 41
On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 191.6, which was -0.15 lower than the previous day. The implied volatity was 21.22, the open interest changed by 1 which increased total open position to 39
On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 191.75, which was 2.75 higher than the previous day. The implied volatity was 26.61, the open interest changed by 3 which increased total open position to 37
On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 188, which was -42.1 lower than the previous day. The implied volatity was 23.40, the open interest changed by 16 which increased total open position to 31
On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 230.1, which was 1.85 higher than the previous day. The implied volatity was 25.49, the open interest changed by 9 which increased total open position to 17
On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 228.25, which was -22.35 lower than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 7
On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 250.6, which was 90.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 250.6, which was 90.6 higher than the previous day. The implied volatity was 23.85, the open interest changed by 0 which decreased total open position to 8
On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 160, which was 50 higher than the previous day. The implied volatity was 26.52, the open interest changed by -1 which decreased total open position to 8
On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 110, which was -27.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 110, which was -27.1 lower than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 8
On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 137.1, which was -1.85 lower than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 8
On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 138.95, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 138.95, which was -44.4 lower than the previous day. The implied volatity was 27.61, the open interest changed by 6 which increased total open position to 8
On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 183.35, which was -65.4 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 248.75, 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 31 Oct SIEMENS was trading at 3096.30. The strike last trading price was 248.75, 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 248.75, 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 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 2.12
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 3074.00 | 37 | 17 | 24.71 | 3,941 | 85 | 680 |
| 17 Dec | 3140.10 | 19.85 | 1.3 | 24.27 | 616 | -34 | 619 |
| 16 Dec | 3161.40 | 19 | -2.15 | 26.14 | 702 | -5 | 654 |
| 15 Dec | 3157.80 | 20.95 | -12.65 | 25.18 | 4,758 | -78 | 657 |
| 12 Dec | 3144.60 | 32.5 | 8.05 | 27.21 | 10,274 | 432 | 739 |
| 11 Dec | 3196.50 | 24.75 | -3.2 | 28.78 | 430 | 70 | 308 |
| 10 Dec | 3179.90 | 28.1 | -7 | 28.11 | 1,002 | 45 | 238 |
| 9 Dec | 3142.80 | 38.8 | 15.15 | 27.16 | 1,061 | -22 | 189 |
| 8 Dec | 3204.20 | 23.65 | 15.8 | 26.42 | 460 | 96 | 214 |
| 5 Dec | 3325.90 | 7.9 | 1.35 | 25.25 | 183 | -9 | 117 |
| 4 Dec | 3362.50 | 7.4 | -1.7 | 26.37 | 143 | -8 | 127 |
| 3 Dec | 3329.90 | 8.85 | 1 | 25.71 | 204 | -16 | 132 |
| 2 Dec | 3361.00 | 7.8 | -4.3 | 26.19 | 250 | 20 | 144 |
| 1 Dec | 3310.20 | 12.15 | -2.6 | 26.24 | 111 | 9 | 119 |
| 28 Nov | 3297.00 | 14.7 | -0.1 | 25.59 | 111 | 8 | 110 |
| 27 Nov | 3312.10 | 14.2 | -2.25 | 25.12 | 245 | -31 | 103 |
| 26 Nov | 3318.80 | 17.3 | -19.4 | 26.82 | 847 | 52 | 134 |
| 25 Nov | 3181.10 | 36.6 | -4.9 | 25.78 | 80 | -2 | 83 |
| 24 Nov | 3163.90 | 41.5 | -4.5 | 25.16 | 13 | 5 | 84 |
| 21 Nov | 3173.50 | 45 | 6.85 | 25.61 | 67 | -2 | 81 |
| 20 Nov | 3216.30 | 37.2 | -5.1 | 26.24 | 25 | -2 | 83 |
| 19 Nov | 3211.50 | 42.4 | 2.6 | 27.44 | 91 | 48 | 85 |
| 18 Nov | 3249.50 | 39.8 | -4.25 | 29.03 | 8 | 2 | 37 |
| 17 Nov | 3232.60 | 44.3 | -53.6 | 29.40 | 61 | 23 | 35 |
| 14 Nov | 3084.20 | 97.9 | -24.1 | 31.19 | 10 | 8 | 11 |
| 13 Nov | 3066.10 | 122 | 34 | - | 0 | 0 | 0 |
| 12 Nov | 3056.60 | 122 | 34 | 33.75 | 1 | 0 | 3 |
| 11 Nov | 3022.00 | 88 | -4.45 | - | 0 | 0 | 0 |
| 10 Nov | 3054.40 | 88 | -4.45 | - | 0 | 0 | 0 |
| 7 Nov | 3033.40 | 88 | -4.45 | - | 0 | 0 | 0 |
| 6 Nov | 3083.50 | 88 | -4.45 | - | 0 | 0 | 0 |
| 3 Nov | 3127.50 | 88 | -4.45 | - | 0 | 1 | 0 |
| 31 Oct | 3096.30 | 88 | -4.45 | - | 1 | 0 | 2 |
| 29 Oct | 3148.70 | 157.05 | 0 | 3.42 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3050 expiring on 30DEC2025
Delta for 3050 PE is -0.38
Historical price for 3050 PE is as follows
On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 37, which was 17 higher than the previous day. The implied volatity was 24.71, the open interest changed by 85 which increased total open position to 680
On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 19.85, which was 1.3 higher than the previous day. The implied volatity was 24.27, the open interest changed by -34 which decreased total open position to 619
On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 19, which was -2.15 lower than the previous day. The implied volatity was 26.14, the open interest changed by -5 which decreased total open position to 654
On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 20.95, which was -12.65 lower than the previous day. The implied volatity was 25.18, the open interest changed by -78 which decreased total open position to 657
On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 32.5, which was 8.05 higher than the previous day. The implied volatity was 27.21, the open interest changed by 432 which increased total open position to 739
On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 24.75, which was -3.2 lower than the previous day. The implied volatity was 28.78, the open interest changed by 70 which increased total open position to 308
On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 28.1, which was -7 lower than the previous day. The implied volatity was 28.11, the open interest changed by 45 which increased total open position to 238
On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 38.8, which was 15.15 higher than the previous day. The implied volatity was 27.16, the open interest changed by -22 which decreased total open position to 189
On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 23.65, which was 15.8 higher than the previous day. The implied volatity was 26.42, the open interest changed by 96 which increased total open position to 214
On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 7.9, which was 1.35 higher than the previous day. The implied volatity was 25.25, the open interest changed by -9 which decreased total open position to 117
On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 7.4, which was -1.7 lower than the previous day. The implied volatity was 26.37, the open interest changed by -8 which decreased total open position to 127
On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 8.85, which was 1 higher than the previous day. The implied volatity was 25.71, the open interest changed by -16 which decreased total open position to 132
On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 7.8, which was -4.3 lower than the previous day. The implied volatity was 26.19, the open interest changed by 20 which increased total open position to 144
On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 12.15, which was -2.6 lower than the previous day. The implied volatity was 26.24, the open interest changed by 9 which increased total open position to 119
On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 14.7, which was -0.1 lower than the previous day. The implied volatity was 25.59, the open interest changed by 8 which increased total open position to 110
On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 14.2, which was -2.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by -31 which decreased total open position to 103
On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 17.3, which was -19.4 lower than the previous day. The implied volatity was 26.82, the open interest changed by 52 which increased total open position to 134
On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 36.6, which was -4.9 lower than the previous day. The implied volatity was 25.78, the open interest changed by -2 which decreased total open position to 83
On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 41.5, which was -4.5 lower than the previous day. The implied volatity was 25.16, the open interest changed by 5 which increased total open position to 84
On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 45, which was 6.85 higher than the previous day. The implied volatity was 25.61, the open interest changed by -2 which decreased total open position to 81
On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 37.2, which was -5.1 lower than the previous day. The implied volatity was 26.24, the open interest changed by -2 which decreased total open position to 83
On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 42.4, which was 2.6 higher than the previous day. The implied volatity was 27.44, the open interest changed by 48 which increased total open position to 85
On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 39.8, which was -4.25 lower than the previous day. The implied volatity was 29.03, the open interest changed by 2 which increased total open position to 37
On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 44.3, which was -53.6 lower than the previous day. The implied volatity was 29.40, the open interest changed by 23 which increased total open position to 35
On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 97.9, which was -24.1 lower than the previous day. The implied volatity was 31.19, the open interest changed by 8 which increased total open position to 11
On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 122, which was 34 higher 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 122, which was 34 higher than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 3
On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 88, which was -4.45 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 88, which was -4.45 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 88, which was -4.45 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 88, which was -4.45 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 88, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct SIEMENS was trading at 3096.30. The strike last trading price was 88, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 157.05, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0































































































































































































































