SIEMENS
Siemens Ltd
Historical option data for SIEMENS
20 Feb 2026 04:12 PM IST
| SIEMENS 24-FEB-2026 3150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 1.24
Theta: -6.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 3206.20 | 72.15 | 48.95 | 35.68 | 3,982 | -362 | 183 | |||||||||
| 19 Feb | 3107.10 | 21.5 | -47 | 25.04 | 2,425 | 221 | 544 | |||||||||
| 18 Feb | 3187.90 | 69.35 | -3.9 | 28.32 | 907 | -33 | 326 | |||||||||
| 17 Feb | 3186.40 | 72.85 | -31.6 | 27.63 | 2,739 | -26 | 358 | |||||||||
| 16 Feb | 3215.60 | 101.9 | 53.95 | 31.08 | 2,400 | -203 | 384 | |||||||||
| 13 Feb | 3116.50 | 44.5 | -28.3 | 26.42 | 2,457 | 174 | 588 | |||||||||
| 12 Feb | 3148.50 | 70.95 | -0.45 | 28.63 | 1,598 | -18 | 422 | |||||||||
| 11 Feb | 3151.60 | 70.8 | 10.8 | 27.93 | 2,201 | -58 | 444 | |||||||||
| 10 Feb | 3111.50 | 57.65 | -8.15 | 28.16 | 2,110 | 67 | 504 | |||||||||
| 9 Feb | 3109.00 | 65 | -38.05 | 30.98 | 3,928 | 289 | 437 | |||||||||
| 6 Feb | 3176.20 | 86.75 | -128.25 | 30.41 | 359 | 44 | 124 | |||||||||
| 5 Feb | 3300.00 | 215 | 7.8 | 39.25 | 8 | 0 | 79 | |||||||||
| 4 Feb | 3290.50 | 205 | 63.9 | 36.3 | 56 | -26 | 80 | |||||||||
| 3 Feb | 3211.70 | 144.8 | 69.55 | 32.18 | 194 | -6 | 107 | |||||||||
| 2 Feb | 3089.90 | 78.5 | 34.65 | 31.31 | 237 | -24 | 118 | |||||||||
| 1 Feb | 2981.80 | 42.6 | -52.95 | 32.24 | 217 | 7 | 140 | |||||||||
| 30 Jan | 3101.30 | 92.55 | -3.2 | 34.41 | 409 | 22 | 137 | |||||||||
| 29 Jan | 3096.30 | 93.8 | 45.65 | 32.88 | 880 | 139 | 155 | |||||||||
| 28 Jan | 2980.80 | 47.95 | 11.45 | 32.06 | 37 | 12 | 15 | |||||||||
| 27 Jan | 2894.00 | 36.5 | -18.5 | - | 0 | 0 | 3 | |||||||||
| 23 Jan | 2900.40 | 36.5 | -18.5 | 31.63 | 1 | 0 | 2 | |||||||||
| 22 Jan | 2928.20 | 55 | -82.9 | - | 0 | 0 | 2 | |||||||||
| 21 Jan | 2884.50 | 55 | -82.9 | - | 0 | 0 | 2 | |||||||||
| 20 Jan | 2848.60 | 55 | -82.9 | - | 0 | 0 | 2 | |||||||||
| 19 Jan | 2952.60 | 55 | -82.9 | - | 0 | 0 | 2 | |||||||||
| 16 Jan | 2919.20 | 55 | -82.9 | - | 0 | 0 | 2 | |||||||||
| 14 Jan | 2970.80 | 55 | -82.9 | - | 0 | 0 | 2 | |||||||||
| 13 Jan | 2947.70 | 55 | -82.9 | - | 0 | 0 | 0 | |||||||||
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| 12 Jan | 2980.80 | 55 | -82.9 | 25.51 | 2 | 1 | 1 | |||||||||
| 9 Jan | 3043.80 | 137.9 | 0 | 2.08 | 0 | 0 | 0 | |||||||||
| 8 Jan | 3009.50 | 137.9 | 0 | 2.67 | 0 | 0 | 0 | |||||||||
| 7 Jan | 3133.60 | 137.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 3128.10 | 137.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 3086.60 | 137.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 3097.70 | 137.9 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 1 Jan | 3091.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 3063.30 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3150 expiring on 24FEB2026
Delta for 3150 CE is 0.65
Historical price for 3150 CE is as follows
On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 72.15, which was 48.95 higher than the previous day. The implied volatity was 35.68, the open interest changed by -362 which decreased total open position to 183
On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 21.5, which was -47 lower than the previous day. The implied volatity was 25.04, the open interest changed by 221 which increased total open position to 544
On 18 Feb SIEMENS was trading at 3187.90. The strike last trading price was 69.35, which was -3.9 lower than the previous day. The implied volatity was 28.32, the open interest changed by -33 which decreased total open position to 326
On 17 Feb SIEMENS was trading at 3186.40. The strike last trading price was 72.85, which was -31.6 lower than the previous day. The implied volatity was 27.63, the open interest changed by -26 which decreased total open position to 358
On 16 Feb SIEMENS was trading at 3215.60. The strike last trading price was 101.9, which was 53.95 higher than the previous day. The implied volatity was 31.08, the open interest changed by -203 which decreased total open position to 384
On 13 Feb SIEMENS was trading at 3116.50. The strike last trading price was 44.5, which was -28.3 lower than the previous day. The implied volatity was 26.42, the open interest changed by 174 which increased total open position to 588
On 12 Feb SIEMENS was trading at 3148.50. The strike last trading price was 70.95, which was -0.45 lower than the previous day. The implied volatity was 28.63, the open interest changed by -18 which decreased total open position to 422
On 11 Feb SIEMENS was trading at 3151.60. The strike last trading price was 70.8, which was 10.8 higher than the previous day. The implied volatity was 27.93, the open interest changed by -58 which decreased total open position to 444
On 10 Feb SIEMENS was trading at 3111.50. The strike last trading price was 57.65, which was -8.15 lower than the previous day. The implied volatity was 28.16, the open interest changed by 67 which increased total open position to 504
On 9 Feb SIEMENS was trading at 3109.00. The strike last trading price was 65, which was -38.05 lower than the previous day. The implied volatity was 30.98, the open interest changed by 289 which increased total open position to 437
On 6 Feb SIEMENS was trading at 3176.20. The strike last trading price was 86.75, which was -128.25 lower than the previous day. The implied volatity was 30.41, the open interest changed by 44 which increased total open position to 124
On 5 Feb SIEMENS was trading at 3300.00. The strike last trading price was 215, which was 7.8 higher than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 79
On 4 Feb SIEMENS was trading at 3290.50. The strike last trading price was 205, which was 63.9 higher than the previous day. The implied volatity was 36.3, the open interest changed by -26 which decreased total open position to 80
On 3 Feb SIEMENS was trading at 3211.70. The strike last trading price was 144.8, which was 69.55 higher than the previous day. The implied volatity was 32.18, the open interest changed by -6 which decreased total open position to 107
On 2 Feb SIEMENS was trading at 3089.90. The strike last trading price was 78.5, which was 34.65 higher than the previous day. The implied volatity was 31.31, the open interest changed by -24 which decreased total open position to 118
On 1 Feb SIEMENS was trading at 2981.80. The strike last trading price was 42.6, which was -52.95 lower than the previous day. The implied volatity was 32.24, the open interest changed by 7 which increased total open position to 140
On 30 Jan SIEMENS was trading at 3101.30. The strike last trading price was 92.55, which was -3.2 lower than the previous day. The implied volatity was 34.41, the open interest changed by 22 which increased total open position to 137
On 29 Jan SIEMENS was trading at 3096.30. The strike last trading price was 93.8, which was 45.65 higher than the previous day. The implied volatity was 32.88, the open interest changed by 139 which increased total open position to 155
On 28 Jan SIEMENS was trading at 2980.80. The strike last trading price was 47.95, which was 11.45 higher than the previous day. The implied volatity was 32.06, the open interest changed by 12 which increased total open position to 15
On 27 Jan SIEMENS was trading at 2894.00. The strike last trading price was 36.5, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Jan SIEMENS was trading at 2900.40. The strike last trading price was 36.5, which was -18.5 lower than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 2
On 22 Jan SIEMENS was trading at 2928.20. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Jan SIEMENS was trading at 2884.50. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Jan SIEMENS was trading at 2848.60. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan SIEMENS was trading at 2952.60. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan SIEMENS was trading at 2919.20. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan SIEMENS was trading at 2970.80. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan SIEMENS was trading at 2947.70. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SIEMENS was trading at 2980.80. The strike last trading price was 55, which was -82.9 lower than the previous day. The implied volatity was 25.51, the open interest changed by 1 which increased total open position to 1
On 9 Jan SIEMENS was trading at 3043.80. The strike last trading price was 137.9, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SIEMENS was trading at 3009.50. The strike last trading price was 137.9, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SIEMENS was trading at 3133.60. The strike last trading price was 137.9, 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 Jan SIEMENS was trading at 3128.10. The strike last trading price was 137.9, 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 Jan SIEMENS was trading at 3086.60. The strike last trading price was 137.9, 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 Jan SIEMENS was trading at 3097.70. The strike last trading price was 137.9, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SIEMENS was trading at 3091.30. 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 31 Dec SIEMENS was trading at 3063.30. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 24FEB2026 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 1.19
Theta: -4.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 3206.20 | 20.4 | -38.95 | 28.95 | 17,529 | 196 | 530 |
| 19 Feb | 3107.10 | 60.35 | 37.15 | 27.44 | 1,701 | -26 | 335 |
| 18 Feb | 3187.90 | 24.5 | -7.1 | 25.89 | 1,137 | 94 | 362 |
| 17 Feb | 3186.40 | 33.45 | 5.3 | 29.83 | 2,581 | -30 | 268 |
| 16 Feb | 3215.60 | 29.25 | -51.5 | 31.23 | 894 | 92 | 296 |
| 13 Feb | 3116.50 | 84.6 | 23.3 | 32.32 | 803 | -4 | 204 |
| 12 Feb | 3148.50 | 61.75 | -3.6 | 29.57 | 561 | 26 | 210 |
| 11 Feb | 3151.60 | 66 | -25.55 | 29.79 | 680 | 23 | 184 |
| 10 Feb | 3111.50 | 93.2 | -2 | 33.12 | 544 | -23 | 160 |
| 9 Feb | 3109.00 | 91.9 | 9.9 | 30.51 | 1,524 | -28 | 183 |
| 6 Feb | 3176.20 | 95.8 | 47.1 | 35.29 | 2,964 | 32 | 229 |
| 5 Feb | 3300.00 | 49.05 | 0.35 | 38.48 | 53 | 8 | 197 |
| 4 Feb | 3290.50 | 48.45 | -17.25 | 36.56 | 245 | 31 | 187 |
| 3 Feb | 3211.70 | 66 | -57.6 | 33.67 | 177 | 17 | 157 |
| 2 Feb | 3089.90 | 127.1 | -83.2 | 35.47 | 16 | -8 | 141 |
| 1 Feb | 2981.80 | 211.55 | 70.45 | 41.12 | 60 | 35 | 152 |
| 30 Jan | 3101.30 | 141.05 | 8.8 | 36.9 | 207 | 54 | 118 |
| 29 Jan | 3096.30 | 133.8 | -63.2 | 35.42 | 121 | 44 | 50 |
| 28 Jan | 2980.80 | 197 | -88.55 | 32.19 | 7 | 2 | 6 |
| 27 Jan | 2894.00 | 285.55 | 14.55 | 43.89 | 1 | 0 | 3 |
| 23 Jan | 2900.40 | 271 | 3 | - | 0 | 0 | 3 |
| 22 Jan | 2928.20 | 271 | 3 | 43.34 | 1 | 0 | 2 |
| 21 Jan | 2884.50 | 268 | 38.7 | - | 0 | 0 | 2 |
| 20 Jan | 2848.60 | 268 | 38.7 | 18.16 | 2 | 0 | 0 |
| 19 Jan | 2952.60 | 229.3 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 2919.20 | 229.3 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 2970.80 | 229.3 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 2947.70 | 229.3 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 2980.80 | 229.3 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 3043.80 | 229.3 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 3009.50 | 229.3 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 3133.60 | 229.3 | 0 | 0.67 | 0 | 0 | 0 |
| 6 Jan | 3128.10 | 229.3 | 0 | 0.43 | 0 | 0 | 0 |
| 5 Jan | 3086.60 | 229.3 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 3097.70 | 229.3 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 3091.30 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 3063.30 | 0 | - | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3150 expiring on 24FEB2026
Delta for 3150 PE is -0.32
Historical price for 3150 PE is as follows
On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 20.4, which was -38.95 lower than the previous day. The implied volatity was 28.95, the open interest changed by 196 which increased total open position to 530
On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 60.35, which was 37.15 higher than the previous day. The implied volatity was 27.44, the open interest changed by -26 which decreased total open position to 335
On 18 Feb SIEMENS was trading at 3187.90. The strike last trading price was 24.5, which was -7.1 lower than the previous day. The implied volatity was 25.89, the open interest changed by 94 which increased total open position to 362
On 17 Feb SIEMENS was trading at 3186.40. The strike last trading price was 33.45, which was 5.3 higher than the previous day. The implied volatity was 29.83, the open interest changed by -30 which decreased total open position to 268
On 16 Feb SIEMENS was trading at 3215.60. The strike last trading price was 29.25, which was -51.5 lower than the previous day. The implied volatity was 31.23, the open interest changed by 92 which increased total open position to 296
On 13 Feb SIEMENS was trading at 3116.50. The strike last trading price was 84.6, which was 23.3 higher than the previous day. The implied volatity was 32.32, the open interest changed by -4 which decreased total open position to 204
On 12 Feb SIEMENS was trading at 3148.50. The strike last trading price was 61.75, which was -3.6 lower than the previous day. The implied volatity was 29.57, the open interest changed by 26 which increased total open position to 210
On 11 Feb SIEMENS was trading at 3151.60. The strike last trading price was 66, which was -25.55 lower than the previous day. The implied volatity was 29.79, the open interest changed by 23 which increased total open position to 184
On 10 Feb SIEMENS was trading at 3111.50. The strike last trading price was 93.2, which was -2 lower than the previous day. The implied volatity was 33.12, the open interest changed by -23 which decreased total open position to 160
On 9 Feb SIEMENS was trading at 3109.00. The strike last trading price was 91.9, which was 9.9 higher than the previous day. The implied volatity was 30.51, the open interest changed by -28 which decreased total open position to 183
On 6 Feb SIEMENS was trading at 3176.20. The strike last trading price was 95.8, which was 47.1 higher than the previous day. The implied volatity was 35.29, the open interest changed by 32 which increased total open position to 229
On 5 Feb SIEMENS was trading at 3300.00. The strike last trading price was 49.05, which was 0.35 higher than the previous day. The implied volatity was 38.48, the open interest changed by 8 which increased total open position to 197
On 4 Feb SIEMENS was trading at 3290.50. The strike last trading price was 48.45, which was -17.25 lower than the previous day. The implied volatity was 36.56, the open interest changed by 31 which increased total open position to 187
On 3 Feb SIEMENS was trading at 3211.70. The strike last trading price was 66, which was -57.6 lower than the previous day. The implied volatity was 33.67, the open interest changed by 17 which increased total open position to 157
On 2 Feb SIEMENS was trading at 3089.90. The strike last trading price was 127.1, which was -83.2 lower than the previous day. The implied volatity was 35.47, the open interest changed by -8 which decreased total open position to 141
On 1 Feb SIEMENS was trading at 2981.80. The strike last trading price was 211.55, which was 70.45 higher than the previous day. The implied volatity was 41.12, the open interest changed by 35 which increased total open position to 152
On 30 Jan SIEMENS was trading at 3101.30. The strike last trading price was 141.05, which was 8.8 higher than the previous day. The implied volatity was 36.9, the open interest changed by 54 which increased total open position to 118
On 29 Jan SIEMENS was trading at 3096.30. The strike last trading price was 133.8, which was -63.2 lower than the previous day. The implied volatity was 35.42, the open interest changed by 44 which increased total open position to 50
On 28 Jan SIEMENS was trading at 2980.80. The strike last trading price was 197, which was -88.55 lower than the previous day. The implied volatity was 32.19, the open interest changed by 2 which increased total open position to 6
On 27 Jan SIEMENS was trading at 2894.00. The strike last trading price was 285.55, which was 14.55 higher than the previous day. The implied volatity was 43.89, the open interest changed by 0 which decreased total open position to 3
On 23 Jan SIEMENS was trading at 2900.40. The strike last trading price was 271, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jan SIEMENS was trading at 2928.20. The strike last trading price was 271, which was 3 higher than the previous day. The implied volatity was 43.34, the open interest changed by 0 which decreased total open position to 2
On 21 Jan SIEMENS was trading at 2884.50. The strike last trading price was 268, which was 38.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Jan SIEMENS was trading at 2848.60. The strike last trading price was 268, which was 38.7 higher than the previous day. The implied volatity was 18.16, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SIEMENS was trading at 2952.60. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 2919.20. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 2970.80. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 2947.70. The strike last trading price was 229.3, 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 12 Jan SIEMENS was trading at 2980.80. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 3043.80. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 3009.50. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 3133.60. The strike last trading price was 229.3, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SIEMENS was trading at 3128.10. The strike last trading price was 229.3, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SIEMENS was trading at 3086.60. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 3097.70. The strike last trading price was 229.3, 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 Jan SIEMENS was trading at 3091.30. 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 31 Dec SIEMENS was trading at 3063.30. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
