[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3140.1 -21.30 (-0.67%)
L: 3130.8 H: 3180

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Historical option data for SIEMENS

17 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 3050 CE
Delta: 0.79
Vega: 1.70
Theta: -2.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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
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 0.79

Historical price for 3050 CE is as follows

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
Delta: -0.23
Vega: 1.81
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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 -0.23

Historical price for 3050 PE is as follows

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