SIEMENS

Siemens Ltd

3098 -36.20 (-1.15%)

L: 3090 H: 3147

Back to Option Chain

Historical option data for SIEMENS
24 Dec 2025 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: 0.46 Vega: 3.74 Theta: -1.64 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 0.46

Historical price for 3150 CE is as follows

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: -0.53 Vega: 3.75 Theta: -0.97 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 -0.53

Historical price for 3150 PE is as follows

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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