SIEMENS

Siemens Ltd

2970.8 +23.10 (0.78%)

L: 2930.5 H: 2986

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Historical option data for SIEMENS
14 Jan 2026 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 27-JAN-2026 3050 CE
Delta: 0.32 Vega: 2 Theta: -2.34 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	2970.80	30.8 ₹ 5,390	-0.9 -157.50	27.11	430 75,250	13 2,275	561 98,175
13 Jan	2947.70	29.8 ₹ 5,215	-16.7 -2922.50	29.08	824 1,44,200	31 5,425	548 95,900
12 Jan	2980.80	47.6 ₹ 8,330	-30.75 -5381.25	28.57	1,202 2,10,350	150 26,250	525 91,875
9 Jan	3043.80	71 ₹ 12,425	5.7 997.50	28.28	2,318 4,05,650	-164 -28,700	373 65,275
8 Jan	3009.50	60.6 ₹ 10,605	-61.4 -10745.00	27.85	2,192 3,83,600	301 52,675	536 93,800
7 Jan	3133.60	122.55 ₹ 21,446.25	0.3 52.50	21.23	406 71,050	-19 -3,325	237 41,475
6 Jan	3128.10	123.95 ₹ 21,691.25	28.55 4996.25	24.16	750 1,31,250	3 525	256 44,800
5 Jan	3086.60	95.75 ₹ 16,756.25	-13.65 -2388.75	20.83	492 86,100	-26 -4,550	252 44,100
2 Jan	3097.70	110.95 ₹ 19,416.25	5.15 901.25	21.85	673 1,17,775	-26 -4,550	282 49,350
1 Jan	3091.30	107.7 ₹ 18,847.5	17.35 3036.25	21.36	875 1,53,125	-217 -37,975	319 55,825
31 Dec	3063.30	90.5 ₹ 15,837.5	11.4 1995.00	19.37	3,045 5,32,875	404 70,700	536 93,800
30 Dec	3029.50	77 ₹ 13,475	-16.1 -2817.50	22.49	391 68,425	79 13,825	130 22,750
29 Dec	3054.30	93.5 ₹ 16,362.5	-46.5 -8137.50	22.15	81 14,175	32 5,600	42 7,350
26 Dec	3100.90	140 ₹ 24,500	-2.55 -446.25	-	0 0	0 0	10 1,750
24 Dec	3098.00	140 ₹ 24,500	-2.55 -446.25	27.49	2 350	0 0	8 1,400
23 Dec	3134.20	142.55 ₹ 24,946.25	-146.55 -25646.25	-	0 0	0 0	0 0
22 Dec	3140.00	142.55 ₹ 24,946.25	-146.55 -25646.25	-	0 0	0 0	8 1,400
19 Dec	3111.60	142.55 ₹ 24,946.25	-146.55 -25646.25	-	0 0	0 0	8 1,400
18 Dec	3074.00	142.55 ₹ 24,946.25	-146.55 -25646.25	-	0 0	0 0	8 1,400
17 Dec	3140.10	142.55 ₹ 24,946.25	-146.55 -25646.25	-	0 0	0 0	8 1,400
16 Dec	3161.40	142.55 ₹ 24,946.25	-146.55 -25646.25	-	0 0	0 0	8 1,400
15 Dec	3157.80	142.55 ₹ 24,946.25	-146.55 -25646.25	-	0 0	0 0	0 0
12 Dec	3144.60	142.55 ₹ 24,946.25	-146.55 -25646.25	12.08	8 1,400	7 1,225	7 1,225
11 Dec	3196.50	289.1 ₹ 50,592.5	0 0.00	-	0 0	0 0	0 0
10 Dec	3179.90	289.1 ₹ 50,592.5	0 0.00	-	0 0	0 0	0 0
9 Dec	3142.80	289.1 ₹ 50,592.5	- NaN	-	0 0	0 0	0 0
8 Dec	3204.20	289.1 ₹ 50,592.5	0 0.00	-	0 0	0 0	0 0
4 Dec	3362.50	- ₹ NaN	- NaN	-	0 0	0 0	0 0
3 Dec	3329.90	- ₹ NaN	- NaN	-	0 0	0 0	0 0
2 Dec	3361.00	289.1 ₹ 50,592.5	0 0.00	-	0 0	0 0	0 0
1 Dec	3310.20	289.1 ₹ 50,592.5	0 0.00	-	0 0	0 0	0 0

28 Nov	3297.00	- ₹ NaN	- NaN	-	0 0	0 0	0 0
27 Nov	3312.10	- ₹ NaN	- NaN	-	0 0	0 0	0 0
26 Nov	3318.80	289.1 ₹ 50,592.5	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3050 expiring on 27JAN2026

Delta for 3050 CE is 0.32

Historical price for 3050 CE is as follows

On 14 Jan SIEMENS was trading at 2970.80. The strike last trading price was 30.8, which was -0.9 lower than the previous day. The implied volatity was 27.11, the open interest changed by 13 which increased total open position to 561

On 13 Jan SIEMENS was trading at 2947.70. The strike last trading price was 29.8, which was -16.7 lower than the previous day. The implied volatity was 29.08, the open interest changed by 31 which increased total open position to 548

On 12 Jan SIEMENS was trading at 2980.80. The strike last trading price was 47.6, which was -30.75 lower than the previous day. The implied volatity was 28.57, the open interest changed by 150 which increased total open position to 525

On 9 Jan SIEMENS was trading at 3043.80. The strike last trading price was 71, which was 5.7 higher than the previous day. The implied volatity was 28.28, the open interest changed by -164 which decreased total open position to 373

On 8 Jan SIEMENS was trading at 3009.50. The strike last trading price was 60.6, which was -61.4 lower than the previous day. The implied volatity was 27.85, the open interest changed by 301 which increased total open position to 536

On 7 Jan SIEMENS was trading at 3133.60. The strike last trading price was 122.55, which was 0.3 higher than the previous day. The implied volatity was 21.23, the open interest changed by -19 which decreased total open position to 237

On 6 Jan SIEMENS was trading at 3128.10. The strike last trading price was 123.95, which was 28.55 higher than the previous day. The implied volatity was 24.16, the open interest changed by 3 which increased total open position to 256

On 5 Jan SIEMENS was trading at 3086.60. The strike last trading price was 95.75, which was -13.65 lower than the previous day. The implied volatity was 20.83, the open interest changed by -26 which decreased total open position to 252

On 2 Jan SIEMENS was trading at 3097.70. The strike last trading price was 110.95, which was 5.15 higher than the previous day. The implied volatity was 21.85, the open interest changed by -26 which decreased total open position to 282

On 1 Jan SIEMENS was trading at 3091.30. The strike last trading price was 107.7, which was 17.35 higher than the previous day. The implied volatity was 21.36, the open interest changed by -217 which decreased total open position to 319

On 31 Dec SIEMENS was trading at 3063.30. The strike last trading price was 90.5, which was 11.4 higher than the previous day. The implied volatity was 19.37, the open interest changed by 404 which increased total open position to 536

On 30 Dec SIEMENS was trading at 3029.50. The strike last trading price was 77, which was -16.1 lower than the previous day. The implied volatity was 22.49, the open interest changed by 79 which increased total open position to 130

On 29 Dec SIEMENS was trading at 3054.30. The strike last trading price was 93.5, which was -46.5 lower than the previous day. The implied volatity was 22.15, the open interest changed by 32 which increased total open position to 42

On 26 Dec SIEMENS was trading at 3100.90. The strike last trading price was 140, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 24 Dec SIEMENS was trading at 3098.00. The strike last trading price was 140, which was -2.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 8

On 23 Dec SIEMENS was trading at 3134.20. The strike last trading price was 142.55, which was -146.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 22 Dec SIEMENS was trading at 3140.00. The strike last trading price was 142.55, which was -146.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 19 Dec SIEMENS was trading at 3111.60. The strike last trading price was 142.55, which was -146.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 142.55, which was -146.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 142.55, which was -146.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 142.55, which was -146.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 142.55, which was -146.55 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 142.55, which was -146.55 lower than the previous day. The implied volatity was 12.08, the open interest changed by 7 which increased total open position to 7

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 289.1, 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 289.1, 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 289.1, which was - 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 289.1, 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 -, which was - 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 -, which was - 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 289.1, 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 289.1, 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 -, which was - 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 -, which was - 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 289.1, 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 27JAN2026 3050 PE
Delta: -0.72 Vega: 1.89 Theta: -1.02 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	2970.80	96.95 ₹ 16,966.25	-30.15 -5276.25	22.39	12 2,100	1 175	417 72,975
13 Jan	2947.70	125.95 ₹ 22,041.25	16.55 2896.25	28.75	60 10,500	-2 -350	416 72,800
12 Jan	2980.80	103.2 ₹ 18,060	32.8 5740.00	31.13	268 46,900	-35 -6,125	419 73,325
9 Jan	3043.80	77.75 ₹ 13,606.25	-27.1 -4742.50	27.07	2,254 3,94,450	26 4,550	455 79,625
8 Jan	3009.50	115.3 ₹ 20,177.5	81.55 14271.25	35.43	1,855 3,24,625	83 14,525	430 75,250
7 Jan	3133.60	33.9 ₹ 5,932.5	-3.1 -542.50	25.29	512 89,600	3 525	346 60,550
6 Jan	3128.10	38.4 ₹ 6,720	-10.4 -1820.00	25.29	724 1,26,700	-19 -3,325	341 59,675
5 Jan	3086.60	49.3 ₹ 8,627.5	2.9 507.50	24.96	783 1,37,025	114 19,950	362 63,350
2 Jan	3097.70	46.1 ₹ 8,067.5	-1.3 -227.50	23.86	539 94,325	46 8,050	247 43,225
1 Jan	3091.30	46.35 ₹ 8,111.25	-14.8 -2590.00	22.97	273 47,775	26 4,550	200 35,000
31 Dec	3063.30	61.95 ₹ 10,841.25	-15.45 -2703.75	25.22	475 83,125	97 16,975	172 30,100
30 Dec	3029.50	82.4 ₹ 14,420	6.25 1093.75	25.15	323 56,525	26 4,550	76 13,300
29 Dec	3054.30	76.15 ₹ 13,326.25	20.15 3526.25	26.83	110 19,250	45 7,875	47 8,225
26 Dec	3100.90	56 ₹ 9,800	-70.1 -12267.50	-	2 350	1 175	1 175
24 Dec	3098.00	126.1 ₹ 22,067.5	0 0.00	2	0 0	0 0	0 0
23 Dec	3134.20	126.1 ₹ 22,067.5	0 0.00	3.14	0 0	0 0	0 0
22 Dec	3140.00	126.1 ₹ 22,067.5	0 0.00	3.07	0 0	0 0	0 0
19 Dec	3111.60	126.1 ₹ 22,067.5	0 0.00	2.69	0 0	0 0	0 0
18 Dec	3074.00	126.1 ₹ 22,067.5	0 0.00	1.67	0 0	0 0	0 0
17 Dec	3140.10	126.1 ₹ 22,067.5	0 0.00	3.15	0 0	0 0	0 0
16 Dec	3161.40	126.1 ₹ 22,067.5	0 0.00	3.74	0 0	0 0	0 0
15 Dec	3157.80	126.1 ₹ 22,067.5	0 0.00	3.48	0 0	0 0	0 0
12 Dec	3144.60	126.1 ₹ 22,067.5	0 0.00	3.16	0 0	0 0	0 0
11 Dec	3196.50	126.1 ₹ 22,067.5	0 0.00	4.3	0 0	0 0	0 0
10 Dec	3179.90	126.1 ₹ 22,067.5	0 0.00	3.96	0 0	0 0	0 0
9 Dec	3142.80	126.1 ₹ 22,067.5	- NaN	-	0 0	0 0	0 0
8 Dec	3204.20	126.1 ₹ 22,067.5	0 0.00	4.24	0 0	0 0	0 0
4 Dec	3362.50	- ₹ NaN	- NaN	-	0 0	0 0	0 0
3 Dec	3329.90	- ₹ NaN	- NaN	-	0 0	0 0	0 0
2 Dec	3361.00	126.1 ₹ 22,067.5	0 0.00	7.2	0 0	0 0	0 0
1 Dec	3310.20	126.1 ₹ 22,067.5	0 0.00	6.3	0 0	0 0	0 0
28 Nov	3297.00	- ₹ NaN	- NaN	-	0 0	0 0	0 0
27 Nov	3312.10	- ₹ NaN	- NaN	-	0 0	0 0	0 0
26 Nov	3318.80	126.1 ₹ 22,067.5	0 0.00	6.08	0 0	0 0	0 0

For Siemens Ltd - strike price 3050 expiring on 27JAN2026

Delta for 3050 PE is -0.72

Historical price for 3050 PE is as follows

On 14 Jan SIEMENS was trading at 2970.80. The strike last trading price was 96.95, which was -30.15 lower than the previous day. The implied volatity was 22.39, the open interest changed by 1 which increased total open position to 417

On 13 Jan SIEMENS was trading at 2947.70. The strike last trading price was 125.95, which was 16.55 higher than the previous day. The implied volatity was 28.75, the open interest changed by -2 which decreased total open position to 416

On 12 Jan SIEMENS was trading at 2980.80. The strike last trading price was 103.2, which was 32.8 higher than the previous day. The implied volatity was 31.13, the open interest changed by -35 which decreased total open position to 419

On 9 Jan SIEMENS was trading at 3043.80. The strike last trading price was 77.75, which was -27.1 lower than the previous day. The implied volatity was 27.07, the open interest changed by 26 which increased total open position to 455

On 8 Jan SIEMENS was trading at 3009.50. The strike last trading price was 115.3, which was 81.55 higher than the previous day. The implied volatity was 35.43, the open interest changed by 83 which increased total open position to 430

On 7 Jan SIEMENS was trading at 3133.60. The strike last trading price was 33.9, which was -3.1 lower than the previous day. The implied volatity was 25.29, the open interest changed by 3 which increased total open position to 346

On 6 Jan SIEMENS was trading at 3128.10. The strike last trading price was 38.4, which was -10.4 lower than the previous day. The implied volatity was 25.29, the open interest changed by -19 which decreased total open position to 341

On 5 Jan SIEMENS was trading at 3086.60. The strike last trading price was 49.3, which was 2.9 higher than the previous day. The implied volatity was 24.96, the open interest changed by 114 which increased total open position to 362

On 2 Jan SIEMENS was trading at 3097.70. The strike last trading price was 46.1, which was -1.3 lower than the previous day. The implied volatity was 23.86, the open interest changed by 46 which increased total open position to 247

On 1 Jan SIEMENS was trading at 3091.30. The strike last trading price was 46.35, which was -14.8 lower than the previous day. The implied volatity was 22.97, the open interest changed by 26 which increased total open position to 200

On 31 Dec SIEMENS was trading at 3063.30. The strike last trading price was 61.95, which was -15.45 lower than the previous day. The implied volatity was 25.22, the open interest changed by 97 which increased total open position to 172

On 30 Dec SIEMENS was trading at 3029.50. The strike last trading price was 82.4, which was 6.25 higher than the previous day. The implied volatity was 25.15, the open interest changed by 26 which increased total open position to 76

On 29 Dec SIEMENS was trading at 3054.30. The strike last trading price was 76.15, which was 20.15 higher than the previous day. The implied volatity was 26.83, the open interest changed by 45 which increased total open position to 47

On 26 Dec SIEMENS was trading at 3100.90. The strike last trading price was 56, which was -70.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 24 Dec SIEMENS was trading at 3098.00. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0

On 23 Dec SIEMENS was trading at 3134.20. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0

On 22 Dec SIEMENS was trading at 3140.00. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0

On 19 Dec SIEMENS was trading at 3111.60. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0

On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 3.48, 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 126.1, which was 0 lower than the previous day. The implied volatity was 3.16, 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 126.1, which was 0 lower than the previous day. The implied volatity was 4.3, 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 126.1, which was 0 lower than the previous day. The implied volatity was 3.96, 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 126.1, which was - 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 126.1, which was 0 lower than the previous day. The implied volatity was 4.24, 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 126.1, which was 0 lower than the previous day. The implied volatity was 7.2, 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 126.1, which was 0 lower than the previous day. The implied volatity was 6.3, 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 126.1, 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

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