[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3325.9 -36.60 (-1.09%)
L: 3280.6 H: 3374

Back to Option Chain


Historical option data for SIEMENS

05 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 3100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 3325.90 235.7 -29.4 - 6 -2 50
4 Dec 3362.50 265.1 -40.9 - 0 1 0
3 Dec 3329.90 265.1 -40.9 24.45 3 0 51
2 Dec 3361.00 306 70.2 31.52 10 -4 53
1 Dec 3310.20 235.8 -4.2 - 15 0 57
28 Nov 3297.00 240 -3 21.29 1 0 57
27 Nov 3312.10 243 -18.95 21.22 11 3 57
26 Nov 3318.80 259.2 108.2 24.77 187 6 54
25 Nov 3181.10 151 3.2 20.02 171 10 47
24 Nov 3163.90 148.2 -5.95 23.65 72 8 36
21 Nov 3173.50 154.45 -39.7 23.53 185 -11 30
20 Nov 3216.30 194.15 10.2 25.49 43 -14 41
19 Nov 3211.50 186.8 -34.75 23.36 96 33 54
18 Nov 3249.50 221.55 6.7 24.45 14 -3 22
17 Nov 3232.60 213.3 80.35 24.04 172 -5 26
14 Nov 3084.20 135 6.8 27.13 58 24 30
13 Nov 3066.10 124.15 16.75 27.91 10 6 6
12 Nov 3056.60 107.4 0 23.39 1 0 1
11 Nov 3022.00 107.4 -17.6 27.76 3 2 2
10 Nov 3054.40 125 -164.55 28.35 2 1 1
7 Nov 3033.40 289.55 0 0.63 0 0 0
6 Nov 3083.50 289.55 0 - 0 0 0
3 Nov 3127.50 289.55 0 - 0 0 0
31 Oct 3096.30 289.55 0 - 0 0 0
29 Oct 3148.70 289.55 0 - 0 0 0
28 Oct 3109.70 289.55 0 - 0 0 0
27 Oct 3159.90 289.55 0 - 0 0 0
24 Oct 3152.20 289.55 0 - 0 0 0
23 Oct 3149.90 289.55 0 - 0 0 0
21 Oct 3102.90 289.55 0 - 0 0 0
20 Oct 3096.80 289.55 0 - 0 0 0
17 Oct 3121.20 289.55 0 - 0 0 0
16 Oct 3119.00 289.55 0 - 0 0 0
15 Oct 3118.60 289.55 0 - 0 0 0
14 Oct 3107.30 289.55 0 - 0 0 0
13 Oct 3077.50 289.55 0 - 0 0 0
10 Oct 3147.40 289.55 0 - 0 0 0
9 Oct 3178.40 289.55 0 - 0 0 0
8 Oct 3216.80 0 0 - 0 0 0
7 Oct 3250.80 0 0 - 0 0 0
6 Oct 3251.70 0 0 - 0 0 0
3 Oct 3164.10 0 0 - 0 0 0


For Siemens Ltd - strike price 3100 expiring on 30DEC2025

Delta for 3100 CE is -

Historical price for 3100 CE is as follows

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 235.7, which was -29.4 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 50


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 265.1, which was -40.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 265.1, which was -40.9 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 51


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 306, which was 70.2 higher than the previous day. The implied volatity was 31.52, the open interest changed by -4 which decreased total open position to 53


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 235.8, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 240, which was -3 lower than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 57


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 243, which was -18.95 lower than the previous day. The implied volatity was 21.22, the open interest changed by 3 which increased total open position to 57


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 259.2, which was 108.2 higher than the previous day. The implied volatity was 24.77, the open interest changed by 6 which increased total open position to 54


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 151, which was 3.2 higher than the previous day. The implied volatity was 20.02, the open interest changed by 10 which increased total open position to 47


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 148.2, which was -5.95 lower than the previous day. The implied volatity was 23.65, the open interest changed by 8 which increased total open position to 36


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 154.45, which was -39.7 lower than the previous day. The implied volatity was 23.53, the open interest changed by -11 which decreased total open position to 30


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 194.15, which was 10.2 higher than the previous day. The implied volatity was 25.49, the open interest changed by -14 which decreased total open position to 41


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 186.8, which was -34.75 lower than the previous day. The implied volatity was 23.36, the open interest changed by 33 which increased total open position to 54


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 221.55, which was 6.7 higher than the previous day. The implied volatity was 24.45, the open interest changed by -3 which decreased total open position to 22


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 213.3, which was 80.35 higher than the previous day. The implied volatity was 24.04, the open interest changed by -5 which decreased total open position to 26


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 135, which was 6.8 higher than the previous day. The implied volatity was 27.13, the open interest changed by 24 which increased total open position to 30


On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 124.15, which was 16.75 higher than the previous day. The implied volatity was 27.91, the open interest changed by 6 which increased total open position to 6


On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 107.4, which was 0 lower than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 1


On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 107.4, which was -17.6 lower than the previous day. The implied volatity was 27.76, the open interest changed by 2 which increased total open position to 2


On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 125, which was -164.55 lower than the previous day. The implied volatity was 28.35, the open interest changed by 1 which increased total open position to 1


On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 289.55, which was 0 lower than the previous day. The implied volatity was 0.63, 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 289.55, 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 289.55, 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 289.55, 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 289.55, 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 Oct SIEMENS was trading at 3109.70. The strike last trading price was 289.55, 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 Oct SIEMENS was trading at 3159.90. The strike last trading price was 289.55, 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 Oct SIEMENS was trading at 3152.20. The strike last trading price was 289.55, 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 23 Oct SIEMENS was trading at 3149.90. The strike last trading price was 289.55, 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 21 Oct SIEMENS was trading at 3102.90. The strike last trading price was 289.55, 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 20 Oct SIEMENS was trading at 3096.80. The strike last trading price was 289.55, 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 Oct SIEMENS was trading at 3121.20. The strike last trading price was 289.55, 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 Oct SIEMENS was trading at 3119.00. The strike last trading price was 289.55, 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 15 Oct SIEMENS was trading at 3118.60. The strike last trading price was 289.55, 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 14 Oct SIEMENS was trading at 3107.30. The strike last trading price was 289.55, 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 Oct SIEMENS was trading at 3077.50. The strike last trading price was 289.55, 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 Oct SIEMENS was trading at 3147.40. The strike last trading price was 289.55, 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 Oct SIEMENS was trading at 3178.40. The strike last trading price was 289.55, 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 8 Oct SIEMENS was trading at 3216.80. The strike last trading price was 0, 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 Oct SIEMENS was trading at 3250.80. The strike last trading price was 0, 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 Oct SIEMENS was trading at 3251.70. The strike last trading price was 0, 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 Oct SIEMENS was trading at 3164.10. The strike last trading price was 0, 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 3100 PE
Delta: -0.11
Vega: 1.67
Theta: -0.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 3325.90 12.05 2.1 24.49 620 141 547
4 Dec 3362.50 11 -3.15 26.17 320 18 407
3 Dec 3329.90 13.75 2.15 25.30 528 -63 391
2 Dec 3361.00 11.65 -6.25 25.54 1,036 67 455
1 Dec 3310.20 17.8 -3.85 25.67 401 -25 390
28 Nov 3297.00 21.5 0.75 25.19 300 35 414
27 Nov 3312.10 20.75 -1.9 24.69 966 -112 378
26 Nov 3318.80 23.85 -26.85 26.16 2,252 245 490
25 Nov 3181.10 51.5 -9.05 25.85 440 50 244
24 Nov 3163.90 60.5 -0.75 25.96 503 17 194
21 Nov 3173.50 61.25 11 25.60 290 42 178
20 Nov 3216.30 50.95 -5.5 26.22 170 13 138
19 Nov 3211.50 56.25 4.85 27.26 141 41 126
18 Nov 3249.50 51.65 -6.15 28.67 77 20 84
17 Nov 3232.60 57.45 -66.05 29.19 111 27 65
14 Nov 3084.20 123.5 -2.5 31.92 30 -2 39
13 Nov 3066.10 126 1 29.17 19 7 40
12 Nov 3056.60 120 -29.95 27.93 6 0 33
11 Nov 3022.00 149.95 16.95 29.84 1 0 32
10 Nov 3054.40 133 -12.4 28.96 4 0 31
7 Nov 3033.40 145.4 27.4 28.63 1 0 30
6 Nov 3083.50 118 16 28.13 2 1 29
3 Nov 3127.50 102 -18 27.83 6 2 27
31 Oct 3096.30 120 12.45 - 22 21 24
29 Oct 3148.70 107.55 -105.85 31.00 5 3 3
28 Oct 3109.70 213.4 0 1.41 0 0 0
27 Oct 3159.90 213.4 0 2.29 0 0 0
24 Oct 3152.20 213.4 0 2.28 0 0 0
23 Oct 3149.90 213.4 0 - 0 0 0
21 Oct 3102.90 213.4 0 - 0 0 0
20 Oct 3096.80 213.4 0 1.12 0 0 0
17 Oct 3121.20 213.4 0 - 0 0 0
16 Oct 3119.00 213.4 0 1.56 0 0 0
15 Oct 3118.60 213.4 0 - 0 0 0
14 Oct 3107.30 213.4 0 1.23 0 0 0
13 Oct 3077.50 213.4 0 - 0 0 0
10 Oct 3147.40 213.4 0 - 0 0 0
9 Oct 3178.40 213.4 0 2.68 0 0 0
8 Oct 3216.80 213.4 0 3.15 0 0 0
7 Oct 3250.80 213.4 0 - 0 0 0
6 Oct 3251.70 0 0 - 0 0 0
3 Oct 3164.10 0 0 2.42 0 0 0


For Siemens Ltd - strike price 3100 expiring on 30DEC2025

Delta for 3100 PE is -0.11

Historical price for 3100 PE is as follows

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 12.05, which was 2.1 higher than the previous day. The implied volatity was 24.49, the open interest changed by 141 which increased total open position to 547


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 11, which was -3.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by 18 which increased total open position to 407


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 13.75, which was 2.15 higher than the previous day. The implied volatity was 25.30, the open interest changed by -63 which decreased total open position to 391


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 11.65, which was -6.25 lower than the previous day. The implied volatity was 25.54, the open interest changed by 67 which increased total open position to 455


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 17.8, which was -3.85 lower than the previous day. The implied volatity was 25.67, the open interest changed by -25 which decreased total open position to 390


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 21.5, which was 0.75 higher than the previous day. The implied volatity was 25.19, the open interest changed by 35 which increased total open position to 414


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 20.75, which was -1.9 lower than the previous day. The implied volatity was 24.69, the open interest changed by -112 which decreased total open position to 378


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 23.85, which was -26.85 lower than the previous day. The implied volatity was 26.16, the open interest changed by 245 which increased total open position to 490


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 51.5, which was -9.05 lower than the previous day. The implied volatity was 25.85, the open interest changed by 50 which increased total open position to 244


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 60.5, which was -0.75 lower than the previous day. The implied volatity was 25.96, the open interest changed by 17 which increased total open position to 194


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 61.25, which was 11 higher than the previous day. The implied volatity was 25.60, the open interest changed by 42 which increased total open position to 178


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 50.95, which was -5.5 lower than the previous day. The implied volatity was 26.22, the open interest changed by 13 which increased total open position to 138


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 56.25, which was 4.85 higher than the previous day. The implied volatity was 27.26, the open interest changed by 41 which increased total open position to 126


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 51.65, which was -6.15 lower than the previous day. The implied volatity was 28.67, the open interest changed by 20 which increased total open position to 84


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 57.45, which was -66.05 lower than the previous day. The implied volatity was 29.19, the open interest changed by 27 which increased total open position to 65


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 123.5, which was -2.5 lower than the previous day. The implied volatity was 31.92, the open interest changed by -2 which decreased total open position to 39


On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 126, which was 1 higher than the previous day. The implied volatity was 29.17, the open interest changed by 7 which increased total open position to 40


On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 120, which was -29.95 lower than the previous day. The implied volatity was 27.93, the open interest changed by 0 which decreased total open position to 33


On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 149.95, which was 16.95 higher than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 32


On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 133, which was -12.4 lower than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 31


On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 145.4, which was 27.4 higher than the previous day. The implied volatity was 28.63, the open interest changed by 0 which decreased total open position to 30


On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 118, which was 16 higher than the previous day. The implied volatity was 28.13, the open interest changed by 1 which increased total open position to 29


On 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 102, which was -18 lower than the previous day. The implied volatity was 27.83, the open interest changed by 2 which increased total open position to 27


On 31 Oct SIEMENS was trading at 3096.30. The strike last trading price was 120, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 24


On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 107.55, which was -105.85 lower than the previous day. The implied volatity was 31.00, the open interest changed by 3 which increased total open position to 3


On 28 Oct SIEMENS was trading at 3109.70. The strike last trading price was 213.4, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0


On 27 Oct SIEMENS was trading at 3159.90. The strike last trading price was 213.4, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 24 Oct SIEMENS was trading at 3152.20. The strike last trading price was 213.4, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0


On 23 Oct SIEMENS was trading at 3149.90. The strike last trading price was 213.4, 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 21 Oct SIEMENS was trading at 3102.90. The strike last trading price was 213.4, 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 20 Oct SIEMENS was trading at 3096.80. The strike last trading price was 213.4, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0


On 17 Oct SIEMENS was trading at 3121.20. The strike last trading price was 213.4, 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 Oct SIEMENS was trading at 3119.00. The strike last trading price was 213.4, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SIEMENS was trading at 3118.60. The strike last trading price was 213.4, 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 14 Oct SIEMENS was trading at 3107.30. The strike last trading price was 213.4, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 13 Oct SIEMENS was trading at 3077.50. The strike last trading price was 213.4, 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 Oct SIEMENS was trading at 3147.40. The strike last trading price was 213.4, 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 Oct SIEMENS was trading at 3178.40. The strike last trading price was 213.4, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0


On 8 Oct SIEMENS was trading at 3216.80. The strike last trading price was 213.4, 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 7 Oct SIEMENS was trading at 3250.80. The strike last trading price was 213.4, 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 Oct SIEMENS was trading at 3251.70. The strike last trading price was 0, 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 Oct SIEMENS was trading at 3164.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0