SIEMENS
Siemens Ltd
Historical option data for SIEMENS
10 Apr 2026 09:00 AM IST
| SIEMENS 28-Apr-2026 (18d) 3150 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 3222.50 | 156.8 | -12 | - | 185 | 12 | 145 | |||||||||
| 9 Apr | 3222.50 | 156.8 | -12 | 36.72 | 185 | 12 | 145 | |||||||||
| 8 Apr | 3226.10 | 166.65 | 81.15 | 37.26 | 645 | 42 | 140 | |||||||||
| 7 Apr | 3075.50 | 83.3 | -0.15 | 36.66 | 149 | 6 | 98 | |||||||||
| 6 Apr | 3048.00 | 82.45 | 9.3 | 37.78 | 216 | 39 | 90 | |||||||||
| 2 Apr | 3026.60 | 76 | 7.55 | 34.26 | 164 | -11 | 53 | |||||||||
| 1 Apr | 3017.00 | 66.55 | 9.15 | 32.98 | 311 | 7 | 66 | |||||||||
| 30 Mar | 2935.00 | 55.8 | -30.6 | 38.47 | 80 | 19 | 59 | |||||||||
| 27 Mar | 3048.90 | 89.15 | -16.85 | 34.08 | 80 | 32 | 41 | |||||||||
| 25 Mar | 3101.30 | 106.45 | -21.55 | 29.74 | 14 | 5 | 7 | |||||||||
| 24 Mar | 3001.80 | 128 | 1.2 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 2988.30 | 128 | 1.2 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 3129.60 | 128 | 1.2 | 30.92 | 2 | 1 | 1 | |||||||||
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| 19 Mar | 3079.00 | 126.8 | -228.1 | 35.33 | 2 | 0 | 0 | |||||||||
| 18 Mar | 3220.90 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 3173.50 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 3149.60 | 354.9 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 13 Mar | 3207.60 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3324.70 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3272.20 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3274.90 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3228.90 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3268.90 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 3215.70 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3161.00 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 3341.60 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 3418.60 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 3336.90 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 3350.80 | 354.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3150 expiring on 28APR2026
Delta for 3150 CE is -
Historical price for 3150 CE is as follows
On 10 Apr SIEMENS was trading at 3222.50. The strike last trading price was 156.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 145
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 156.8, which was -12 lower than the previous day. The implied volatity was 36.72, the open interest changed by 12 which increased total open position to 145
On 8 Apr SIEMENS was trading at 3226.10. The strike last trading price was 166.65, which was 81.15 higher than the previous day. The implied volatity was 37.26, the open interest changed by 42 which increased total open position to 140
On 7 Apr SIEMENS was trading at 3075.50. The strike last trading price was 83.3, which was -0.15 lower than the previous day. The implied volatity was 36.66, the open interest changed by 6 which increased total open position to 98
On 6 Apr SIEMENS was trading at 3048.00. The strike last trading price was 82.45, which was 9.3 higher than the previous day. The implied volatity was 37.78, the open interest changed by 39 which increased total open position to 90
On 2 Apr SIEMENS was trading at 3026.60. The strike last trading price was 76, which was 7.55 higher than the previous day. The implied volatity was 34.26, the open interest changed by -11 which decreased total open position to 53
On 1 Apr SIEMENS was trading at 3017.00. The strike last trading price was 66.55, which was 9.15 higher than the previous day. The implied volatity was 32.98, the open interest changed by 7 which increased total open position to 66
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 55.8, which was -30.6 lower than the previous day. The implied volatity was 38.47, the open interest changed by 19 which increased total open position to 59
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 89.15, which was -16.85 lower than the previous day. The implied volatity was 34.08, the open interest changed by 32 which increased total open position to 41
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 106.45, which was -21.55 lower than the previous day. The implied volatity was 29.74, the open interest changed by 5 which increased total open position to 7
On 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 128, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 128, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 128, which was 1.2 higher than the previous day. The implied volatity was 30.92, the open interest changed by 1 which increased total open position to 1
On 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 126.8, which was -228.1 lower than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 354.9, 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 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was 354.9, 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 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 354.9, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 354.9, 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 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 354.9, 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 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 354.9, 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 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 354.9, 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 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 354.9, 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 Mar SIEMENS was trading at 3268.90. The strike last trading price was 354.9, 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 Mar SIEMENS was trading at 3215.70. The strike last trading price was 354.9, 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 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 354.9, 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 Mar SIEMENS was trading at 3341.60. The strike last trading price was 354.9, 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 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 354.9, 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 26 Feb SIEMENS was trading at 3336.90. The strike last trading price was 354.9, 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 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 354.9, 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
| SIEMENS 28-Apr-2026 (18d) 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 3222.50 | 67.55 | -1.4 | - | 368 | 30 | 148 |
| 9 Apr | 3222.50 | 67.55 | -1.4 | 36.76 | 368 | 29 | 148 |
| 8 Apr | 3226.10 | 68.1 | -133.4 | 37.14 | 555 | 108 | 120 |
| 7 Apr | 3075.50 | 195.6 | 19.85 | - | 0 | 0 | 12 |
| 6 Apr | 3048.00 | 195.6 | 19.85 | - | 0 | 0 | 12 |
| 2 Apr | 3026.60 | 195.6 | 19.85 | 45.89 | 9 | 4 | 13 |
| 1 Apr | 3017.00 | 175.75 | -62.35 | 35.35 | 11 | 3 | 5 |
| 30 Mar | 2935.00 | 238.1 | 61.1 | 33.87 | 3 | 1 | 2 |
| 27 Mar | 3048.90 | 177 | 73.7 | - | 0 | 0 | 1 |
| 25 Mar | 3101.30 | 177 | 73.7 | 45 | 1 | 0 | 0 |
| 24 Mar | 3001.80 | 103.3 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2988.30 | 103.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3129.60 | 103.3 | 0 | 0.15 | 0 | 0 | 0 |
| 19 Mar | 3079.00 | 103.3 | 0 | 0.07 | 0 | 0 | 0 |
| 18 Mar | 3220.90 | 103.3 | 0 | 2.4 | 0 | 0 | 0 |
| 17 Mar | 3173.50 | 103.3 | 0 | 1.57 | 0 | 0 | 0 |
| 16 Mar | 3149.60 | 103.3 | 0 | 0.99 | 0 | 0 | 0 |
| 13 Mar | 3207.60 | 103.3 | 0 | 2.5 | 0 | 0 | 0 |
| 12 Mar | 3324.70 | 103.3 | 0 | 4.8 | 0 | 0 | 0 |
| 11 Mar | 3272.20 | 103.3 | 0 | 3.85 | 0 | 0 | 0 |
| 10 Mar | 3274.90 | 103.3 | 0 | 4.02 | 0 | 0 | 0 |
| 9 Mar | 3228.90 | 103.3 | 0 | 2.76 | 0 | 0 | 0 |
| 6 Mar | 3268.90 | 103.3 | 0 | 3.48 | 0 | 0 | 0 |
| 5 Mar | 3215.70 | 103.3 | 0 | 2.38 | 0 | 0 | 0 |
| 4 Mar | 3161.00 | 103.3 | 0 | 1.26 | 0 | 0 | 0 |
| 2 Mar | 3341.60 | 103.3 | 0 | 4.5 | 0 | 0 | 0 |
| 27 Feb | 3418.60 | 103.3 | 0 | 6.18 | 0 | 0 | 0 |
| 26 Feb | 3336.90 | 103.3 | 0 | 4.64 | 0 | 0 | 0 |
| 25 Feb | 3350.80 | 103.3 | 0 | 4.8 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3150 expiring on 28APR2026
Delta for 3150 PE is -
Historical price for 3150 PE is as follows
On 10 Apr SIEMENS was trading at 3222.50. The strike last trading price was 67.55, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 148
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 67.55, which was -1.4 lower than the previous day. The implied volatity was 36.76, the open interest changed by 29 which increased total open position to 148
On 8 Apr SIEMENS was trading at 3226.10. The strike last trading price was 68.1, which was -133.4 lower than the previous day. The implied volatity was 37.14, the open interest changed by 108 which increased total open position to 120
On 7 Apr SIEMENS was trading at 3075.50. The strike last trading price was 195.6, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Apr SIEMENS was trading at 3048.00. The strike last trading price was 195.6, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 2 Apr SIEMENS was trading at 3026.60. The strike last trading price was 195.6, which was 19.85 higher than the previous day. The implied volatity was 45.89, the open interest changed by 4 which increased total open position to 13
On 1 Apr SIEMENS was trading at 3017.00. The strike last trading price was 175.75, which was -62.35 lower than the previous day. The implied volatity was 35.35, the open interest changed by 3 which increased total open position to 5
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 238.1, which was 61.1 higher than the previous day. The implied volatity was 33.87, the open interest changed by 1 which increased total open position to 2
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 177, which was 73.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 177, which was 73.7 higher than the previous day. The implied volatity was 45, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 103.3, 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 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 103.3, 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 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 2.5, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 103.3, 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 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 4.5, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SIEMENS was trading at 3336.90. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 103.3, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 0
