[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3144.6 -51.90 (-1.62%)
L: 2992.8 H: 3208.7

Back to Option Chain


Historical option data for SIEMENS

12 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 3150 CE
Delta: 0.53
Vega: 2.78
Theta: -2.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3144.60 69 -37 23.20 13,203 473 783
11 Dec 3196.50 102.75 6.75 23.02 1,399 113 310
10 Dec 3179.90 97 21.35 23.84 3,593 -43 198
9 Dec 3142.80 71.55 -43.45 23.18 2,093 165 236
8 Dec 3204.20 110.8 -89.45 23.81 80 -1 69
5 Dec 3325.90 200.25 -20.85 18.79 5 4 70
4 Dec 3362.50 221.1 30.8 - 0 -4 0
3 Dec 3329.90 221.1 30.8 23.60 5 -3 67
2 Dec 3361.00 190.3 -14.7 - 0 0 0
1 Dec 3310.20 190.3 -14.7 - 0 -6 0
28 Nov 3297.00 190.3 -14.7 17.79 8 -6 70
27 Nov 3312.10 205 -16.8 22.47 35 -18 77
26 Nov 3318.80 219.75 98.65 24.85 499 -12 97
25 Nov 3181.10 120.4 2.6 20.85 455 20 112
24 Nov 3163.90 118.15 -6.6 23.64 396 53 87
21 Nov 3173.50 123.15 -37.45 23.24 297 16 36
20 Nov 3216.30 160.6 7.55 25.26 53 2 19
19 Nov 3211.50 154.65 -30.35 23.64 35 8 18
18 Nov 3249.50 185 4.05 24.12 5 -1 9
17 Nov 3232.60 180.95 78.95 24.65 40 4 13
14 Nov 3084.20 102 -3 25.13 1 0 9
13 Nov 3066.10 105 6 28.65 1 0 8
12 Nov 3056.60 99 -11.05 - 0 0 0
11 Nov 3022.00 99 -11.05 - 0 0 0
10 Nov 3054.40 99 -11.05 - 0 2 0
7 Nov 3033.40 99 -11.05 28.53 3 2 8
6 Nov 3083.50 110.05 -36.4 25.16 5 0 5
4 Nov 3119.60 146.45 -6.8 - 0 0 0
3 Nov 3127.50 146.45 -6.8 - 0 -6 0
31 Oct 3096.30 146.45 -6.8 - 10 0 11
30 Oct 3126.80 153.25 -19.1 27.97 4 2 11
29 Oct 3148.70 172.35 -26.8 26.71 9 8 8


For Siemens Ltd - strike price 3150 expiring on 30DEC2025

Delta for 3150 CE is 0.53

Historical price for 3150 CE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 69, which was -37 lower than the previous day. The implied volatity was 23.20, the open interest changed by 473 which increased total open position to 783


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 102.75, which was 6.75 higher than the previous day. The implied volatity was 23.02, the open interest changed by 113 which increased total open position to 310


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 97, which was 21.35 higher than the previous day. The implied volatity was 23.84, the open interest changed by -43 which decreased total open position to 198


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 71.55, which was -43.45 lower than the previous day. The implied volatity was 23.18, the open interest changed by 165 which increased total open position to 236


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 110.8, which was -89.45 lower than the previous day. The implied volatity was 23.81, the open interest changed by -1 which decreased total open position to 69


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 200.25, which was -20.85 lower than the previous day. The implied volatity was 18.79, the open interest changed by 4 which increased total open position to 70


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 221.1, which was 30.8 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 221.1, which was 30.8 higher than the previous day. The implied volatity was 23.60, the open interest changed by -3 which decreased total open position to 67


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 190.3, which was -14.7 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 190.3, which was -14.7 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 190.3, which was -14.7 lower than the previous day. The implied volatity was 17.79, the open interest changed by -6 which decreased total open position to 70


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 205, which was -16.8 lower than the previous day. The implied volatity was 22.47, the open interest changed by -18 which decreased total open position to 77


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 219.75, which was 98.65 higher than the previous day. The implied volatity was 24.85, the open interest changed by -12 which decreased total open position to 97


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 120.4, which was 2.6 higher than the previous day. The implied volatity was 20.85, the open interest changed by 20 which increased total open position to 112


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 118.15, which was -6.6 lower than the previous day. The implied volatity was 23.64, the open interest changed by 53 which increased total open position to 87


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 123.15, which was -37.45 lower than the previous day. The implied volatity was 23.24, the open interest changed by 16 which increased total open position to 36


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 160.6, which was 7.55 higher than the previous day. The implied volatity was 25.26, the open interest changed by 2 which increased total open position to 19


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 154.65, which was -30.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by 8 which increased total open position to 18


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 185, which was 4.05 higher than the previous day. The implied volatity was 24.12, the open interest changed by -1 which decreased total open position to 9


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 180.95, which was 78.95 higher than the previous day. The implied volatity was 24.65, the open interest changed by 4 which increased total open position to 13


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 102, which was -3 lower than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 9


On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 105, which was 6 higher than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 8


On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 99, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 99, which was -11.05 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 99, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 99, which was -11.05 lower than the previous day. The implied volatity was 28.53, the open interest changed by 2 which increased total open position to 8


On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 110.05, which was -36.4 lower than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 5


On 4 Nov SIEMENS was trading at 3119.60. The strike last trading price was 146.45, which was -6.8 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 146.45, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 31 Oct SIEMENS was trading at 3096.30. The strike last trading price was 146.45, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 30 Oct SIEMENS was trading at 3126.80. The strike last trading price was 153.25, which was -19.1 lower than the previous day. The implied volatity was 27.97, the open interest changed by 2 which increased total open position to 11


On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 172.35, which was -26.8 lower than the previous day. The implied volatity was 26.71, the open interest changed by 8 which increased total open position to 8


SIEMENS 30DEC2025 3150 PE
Delta: -0.47
Vega: 2.78
Theta: -1.63
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3144.60 69.75 16.25 26.64 5,934 -125 466
11 Dec 3196.50 53.1 -6.45 28.07 1,094 189 590
10 Dec 3179.90 59.9 -13.95 27.74 2,871 13 409
9 Dec 3142.80 79.5 27.75 27.19 3,503 185 412
8 Dec 3204.20 53.3 34.9 26.38 870 12 274
5 Dec 3325.90 19 3.75 24.15 293 -21 263
4 Dec 3362.50 16.85 -4.45 25.14 276 20 285
3 Dec 3329.90 21 3.55 25.00 484 54 265
2 Dec 3361.00 17.7 -8.65 25.19 623 -14 199
1 Dec 3310.20 26.1 -4.3 25.31 160 10 217
28 Nov 3297.00 30.75 1.2 24.80 237 4 210
27 Nov 3312.10 30.1 -1.65 24.41 452 -35 208
26 Nov 3318.80 33.35 -35.85 25.81 1,527 121 246
25 Nov 3181.10 71.15 -8.8 26.18 343 23 124
24 Nov 3163.90 79.95 -0.55 25.79 180 49 103
21 Nov 3173.50 82.2 16.55 25.87 146 25 54
20 Nov 3216.30 65.65 -8.15 25.61 45 2 30
19 Nov 3211.50 73.9 6.15 27.28 66 10 28
18 Nov 3249.50 67.75 -7.05 28.75 16 1 18
17 Nov 3232.60 74.2 -71.1 29.22 16 7 19
14 Nov 3084.20 145.3 14.1 - 0 0 0
13 Nov 3066.10 145.3 14.1 - 0 0 0
12 Nov 3056.60 145.3 14.1 - 0 0 0
11 Nov 3022.00 145.3 14.1 - 0 0 0
10 Nov 3054.40 145.3 14.1 - 0 0 0
7 Nov 3033.40 145.3 14.1 - 0 0 0
6 Nov 3083.50 145.3 14.1 - 0 0 0
4 Nov 3119.60 145.3 14.1 32.15 1 0 12
3 Nov 3127.50 131.2 7.2 - 0 0 0
31 Oct 3096.30 131.2 7.2 - 0 1 0
30 Oct 3126.80 131.2 7.2 28.04 2 0 11
29 Oct 3148.70 124 -82.45 30.02 11 9 9


For Siemens Ltd - strike price 3150 expiring on 30DEC2025

Delta for 3150 PE is -0.47

Historical price for 3150 PE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 69.75, which was 16.25 higher than the previous day. The implied volatity was 26.64, the open interest changed by -125 which decreased total open position to 466


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 53.1, which was -6.45 lower than the previous day. The implied volatity was 28.07, the open interest changed by 189 which increased total open position to 590


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 59.9, which was -13.95 lower than the previous day. The implied volatity was 27.74, the open interest changed by 13 which increased total open position to 409


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 79.5, which was 27.75 higher than the previous day. The implied volatity was 27.19, the open interest changed by 185 which increased total open position to 412


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 53.3, which was 34.9 higher than the previous day. The implied volatity was 26.38, the open interest changed by 12 which increased total open position to 274


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 19, which was 3.75 higher than the previous day. The implied volatity was 24.15, the open interest changed by -21 which decreased total open position to 263


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 16.85, which was -4.45 lower than the previous day. The implied volatity was 25.14, the open interest changed by 20 which increased total open position to 285


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 21, which was 3.55 higher than the previous day. The implied volatity was 25.00, the open interest changed by 54 which increased total open position to 265


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 17.7, which was -8.65 lower than the previous day. The implied volatity was 25.19, the open interest changed by -14 which decreased total open position to 199


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 26.1, which was -4.3 lower than the previous day. The implied volatity was 25.31, the open interest changed by 10 which increased total open position to 217


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 30.75, which was 1.2 higher than the previous day. The implied volatity was 24.80, the open interest changed by 4 which increased total open position to 210


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 30.1, which was -1.65 lower than the previous day. The implied volatity was 24.41, the open interest changed by -35 which decreased total open position to 208


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 33.35, which was -35.85 lower than the previous day. The implied volatity was 25.81, the open interest changed by 121 which increased total open position to 246


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 71.15, which was -8.8 lower than the previous day. The implied volatity was 26.18, the open interest changed by 23 which increased total open position to 124


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 79.95, which was -0.55 lower than the previous day. The implied volatity was 25.79, the open interest changed by 49 which increased total open position to 103


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 82.2, which was 16.55 higher than the previous day. The implied volatity was 25.87, the open interest changed by 25 which increased total open position to 54


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 65.65, which was -8.15 lower than the previous day. The implied volatity was 25.61, the open interest changed by 2 which increased total open position to 30


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 73.9, which was 6.15 higher than the previous day. The implied volatity was 27.28, the open interest changed by 10 which increased total open position to 28


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 67.75, which was -7.05 lower than the previous day. The implied volatity was 28.75, the open interest changed by 1 which increased total open position to 18


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 74.2, which was -71.1 lower than the previous day. The implied volatity was 29.22, the open interest changed by 7 which increased total open position to 19


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 145.3, which was 14.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 145.3, which was 14.1 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 145.3, which was 14.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 145.3, which was 14.1 higher 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 145.3, which was 14.1 higher 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 145.3, which was 14.1 higher 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 145.3, which was 14.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SIEMENS was trading at 3119.60. The strike last trading price was 145.3, which was 14.1 higher than the previous day. The implied volatity was 32.15, the open interest changed by 0 which decreased total open position to 12


On 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 131.2, which was 7.2 higher 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 131.2, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct SIEMENS was trading at 3126.80. The strike last trading price was 131.2, which was 7.2 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 11


On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 124, which was -82.45 lower than the previous day. The implied volatity was 30.02, the open interest changed by 9 which increased total open position to 9