SIEMENS

Siemens Ltd

3097.7 +6.40 (0.21%)

L: 3058.4 H: 3117.2

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Historical option data for SIEMENS
02 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 3150 CE
Delta: 0.45 Vega: 3.21 Theta: -1.75 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Jan	3097.70	57.1 ₹ 9,992.5	2.1 367.50	21.66	884 1,54,700	7 1,225	447 78,225
1 Jan	3091.30	55.65 ₹ 9,738.75	9.75 1706.25	21.42	454 79,450	-9 -1,575	440 77,000
31 Dec	3063.30	46 ₹ 8,050	5.7 997.50	20.48	823 1,44,025	-47 -8,225	450 78,750
30 Dec	3029.50	40.75 ₹ 7,131.25	-9.65 -1688.75	23.42	806 1,41,050	113 19,775	489 85,575
29 Dec	3054.30	50.55 ₹ 8,846.25	-17.95 -3141.25	22.80	297 51,975	101 17,675	377 65,975
26 Dec	3100.90	68.9 ₹ 12,057.5	-5.75 -1006.25	21.03	346 60,550	-36 -6,300	279 48,825
24 Dec	3098.00	73 ₹ 12,775	-19 -3325.00	23.16	674 1,17,950	285 49,875	311 54,425
23 Dec	3134.20	89.2 ₹ 15,610	-10.15 -1776.25	21.23	22 3,850	14 2,450	23 4,025
22 Dec	3140.00	97.5 ₹ 17,062.5	6.85 1198.75	22.68	8 1,400	5 875	8 1,400
19 Dec	3111.60	90.65 ₹ 15,863.75	-49.75 -8706.25	21.89	3 525	1 175	2 350
18 Dec	3074.00	140.4 ₹ 24,570	-93.4 -16345.00	-	0 0	0 0	1 175
17 Dec	3140.10	140.4 ₹ 24,570	-93.4 -16345.00	-	0 0	0 0	1 175
16 Dec	3161.40	140.4 ₹ 24,570	-93.4 -16345.00	-	0 0	0 0	1 175
15 Dec	3157.80	140.4 ₹ 24,570	-93.4 -16345.00	27.57	2 350	1 175	1 175
12 Dec	3144.60	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
11 Dec	3196.50	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
10 Dec	3179.90	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
9 Dec	3142.80	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
8 Dec	3204.20	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
5 Dec	3325.90	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0

4 Dec	3362.50	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
3 Dec	3329.90	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
2 Dec	3361.00	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
1 Dec	3310.20	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
28 Nov	3297.00	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
27 Nov	3312.10	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0
26 Nov	3318.80	233.8 ₹ 40,915	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3150 expiring on 27JAN2026

Delta for 3150 CE is 0.45

Historical price for 3150 CE is as follows

On 2 Jan SIEMENS was trading at 3097.70. The strike last trading price was 57.1, which was 2.1 higher than the previous day. The implied volatity was 21.66, the open interest changed by 7 which increased total open position to 447

On 1 Jan SIEMENS was trading at 3091.30. The strike last trading price was 55.65, which was 9.75 higher than the previous day. The implied volatity was 21.42, the open interest changed by -9 which decreased total open position to 440

On 31 Dec SIEMENS was trading at 3063.30. The strike last trading price was 46, which was 5.7 higher than the previous day. The implied volatity was 20.48, the open interest changed by -47 which decreased total open position to 450

On 30 Dec SIEMENS was trading at 3029.50. The strike last trading price was 40.75, which was -9.65 lower than the previous day. The implied volatity was 23.42, the open interest changed by 113 which increased total open position to 489

On 29 Dec SIEMENS was trading at 3054.30. The strike last trading price was 50.55, which was -17.95 lower than the previous day. The implied volatity was 22.80, the open interest changed by 101 which increased total open position to 377

On 26 Dec SIEMENS was trading at 3100.90. The strike last trading price was 68.9, which was -5.75 lower than the previous day. The implied volatity was 21.03, the open interest changed by -36 which decreased total open position to 279

On 24 Dec SIEMENS was trading at 3098.00. The strike last trading price was 73, which was -19 lower than the previous day. The implied volatity was 23.16, the open interest changed by 285 which increased total open position to 311

On 23 Dec SIEMENS was trading at 3134.20. The strike last trading price was 89.2, which was -10.15 lower than the previous day. The implied volatity was 21.23, the open interest changed by 14 which increased total open position to 23

On 22 Dec SIEMENS was trading at 3140.00. The strike last trading price was 97.5, which was 6.85 higher than the previous day. The implied volatity was 22.68, the open interest changed by 5 which increased total open position to 8

On 19 Dec SIEMENS was trading at 3111.60. The strike last trading price was 90.65, which was -49.75 lower than the previous day. The implied volatity was 21.89, the open interest changed by 1 which increased total open position to 2

On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 140.4, which was -93.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 140.4, which was -93.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 140.4, which was -93.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 140.4, which was -93.4 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 1

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 233.8, 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 Dec SIEMENS was trading at 3196.50. The strike last trading price was 233.8, 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 Dec SIEMENS was trading at 3179.90. The strike last trading price was 233.8, 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 Dec SIEMENS was trading at 3142.80. The strike last trading price was 233.8, 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 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 233.8, 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 Dec SIEMENS was trading at 3325.90. The strike last trading price was 233.8, 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 Dec SIEMENS was trading at 3362.50. The strike last trading price was 233.8, 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 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 233.8, 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 Dec SIEMENS was trading at 3361.00. The strike last trading price was 233.8, 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 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 233.8, 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 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 233.8, 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 Nov SIEMENS was trading at 3312.10. The strike last trading price was 233.8, 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 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 233.8, 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 27JAN2026 3150 PE
Delta: -0.55 Vega: 3.22 Theta: -1.06 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Jan	3097.70	93.15 ₹ 16,301.25	-22.15 -3876.25	24.02	147 25,725	16 2,800	154 26,950
1 Jan	3091.30	116.85 ₹ 20,448.75	-45.7 -7997.50	-	0 0	0 0	138 24,150
31 Dec	3063.30	116.85 ₹ 20,448.75	-45.7 -7997.50	26.29	32 5,600	3 525	138 24,150
30 Dec	3029.50	162.55 ₹ 28,446.25	30.55 5346.25	31.77	32 5,600	5 875	136 23,800
29 Dec	3054.30	135.25 ₹ 23,668.75	26.95 4716.25	28.40	20 3,500	8 1,400	129 22,575
26 Dec	3100.90	108.3 ₹ 18,952.5	-7.2 -1260.00	27.01	5 875	2 350	120 21,000
24 Dec	3098.00	115.85 ₹ 20,273.75	-53.9 -9432.50	26.37	132 23,100	118 20,650	118 20,650
23 Dec	3134.20	169.75 ₹ 29,706.25	0 0.00	0.49	0 0	0 0	0 0
22 Dec	3140.00	169.75 ₹ 29,706.25	0 0.00	0.44	0 0	0 0	0 0
19 Dec	3111.60	169.75 ₹ 29,706.25	0 0.00	0.11	0 0	0 0	0 0
18 Dec	3074.00	169.75 ₹ 29,706.25	0 0.00	-	0 0	0 0	0 0
17 Dec	3140.10	169.75 ₹ 29,706.25	0 0.00	0.68	0 0	0 0	0 0
16 Dec	3161.40	169.75 ₹ 29,706.25	0 0.00	1.38	0 0	0 0	0 0
15 Dec	3157.80	169.75 ₹ 29,706.25	0 0.00	1.12	0 0	0 0	0 0
12 Dec	3144.60	169.75 ₹ 29,706.25	0 0.00	0.85	0 0	0 0	0 0
11 Dec	3196.50	169.75 ₹ 29,706.25	0 0.00	1.91	0 0	0 0	0 0
10 Dec	3179.90	169.75 ₹ 29,706.25	0 0.00	1.68	0 0	0 0	0 0
9 Dec	3142.80	169.75 ₹ 29,706.25	0 0.00	0.93	0 0	0 0	0 0
8 Dec	3204.20	169.75 ₹ 29,706.25	0 0.00	2.02	0 0	0 0	0 0
5 Dec	3325.90	169.75 ₹ 29,706.25	0 0.00	4.60	0 0	0 0	0 0
4 Dec	3362.50	169.75 ₹ 29,706.25	0 0.00	5.15	0 0	0 0	0 0
3 Dec	3329.90	169.75 ₹ 29,706.25	0 0.00	4.66	0 0	0 0	0 0
2 Dec	3361.00	169.75 ₹ 29,706.25	0 0.00	5.23	0 0	0 0	0 0
1 Dec	3310.20	169.75 ₹ 29,706.25	0 0.00	4.34	0 0	0 0	0 0
28 Nov	3297.00	169.75 ₹ 29,706.25	0 0.00	4.04	0 0	0 0	0 0
27 Nov	3312.10	169.75 ₹ 29,706.25	0 0.00	4.05	0 0	0 0	0 0
26 Nov	3318.80	169.75 ₹ 29,706.25	0 0.00	4.19	0 0	0 0	0 0

For Siemens Ltd - strike price 3150 expiring on 27JAN2026

Delta for 3150 PE is -0.55

Historical price for 3150 PE is as follows

On 2 Jan SIEMENS was trading at 3097.70. The strike last trading price was 93.15, which was -22.15 lower than the previous day. The implied volatity was 24.02, the open interest changed by 16 which increased total open position to 154

On 1 Jan SIEMENS was trading at 3091.30. The strike last trading price was 116.85, which was -45.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 138

On 31 Dec SIEMENS was trading at 3063.30. The strike last trading price was 116.85, which was -45.7 lower than the previous day. The implied volatity was 26.29, the open interest changed by 3 which increased total open position to 138

On 30 Dec SIEMENS was trading at 3029.50. The strike last trading price was 162.55, which was 30.55 higher than the previous day. The implied volatity was 31.77, the open interest changed by 5 which increased total open position to 136

On 29 Dec SIEMENS was trading at 3054.30. The strike last trading price was 135.25, which was 26.95 higher than the previous day. The implied volatity was 28.40, the open interest changed by 8 which increased total open position to 129

On 26 Dec SIEMENS was trading at 3100.90. The strike last trading price was 108.3, which was -7.2 lower than the previous day. The implied volatity was 27.01, the open interest changed by 2 which increased total open position to 120

On 24 Dec SIEMENS was trading at 3098.00. The strike last trading price was 115.85, which was -53.9 lower than the previous day. The implied volatity was 26.37, the open interest changed by 118 which increased total open position to 118

On 23 Dec SIEMENS was trading at 3134.20. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 0.49, 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 169.75, which was 0 lower than the previous day. The implied volatity was 0.44, 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 169.75, which was 0 lower than the previous day. The implied volatity was 0.11, 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 169.75, 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 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 0.68, 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 169.75, which was 0 lower than the previous day. The implied volatity was 1.38, 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 169.75, 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 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 0.85, 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 169.75, which was 0 lower than the previous day. The implied volatity was 1.91, 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 169.75, which was 0 lower than the previous day. The implied volatity was 1.68, 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 169.75, which was 0 lower than the previous day. The implied volatity was 0.93, 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 169.75, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 4.60, 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 169.75, which was 0 lower than the previous day. The implied volatity was 5.15, 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 169.75, which was 0 lower than the previous day. The implied volatity was 4.66, 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 169.75, which was 0 lower than the previous day. The implied volatity was 5.23, 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 169.75, which was 0 lower than the previous day. The implied volatity was 4.34, 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 169.75, which was 0 lower than the previous day. The implied volatity was 4.04, 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 169.75, which was 0 lower than the previous day. The implied volatity was 4.05, 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 169.75, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0

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