SIEMENS
Siemens Ltd
Historical option data for SIEMENS
12 Dec 2025 04:12 PM IST
| SIEMENS 30-DEC-2025 3150 CE | ||||||||||||||||
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Delta: 0.53
Vega: 2.78
Theta: -2.23
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 2.78
Theta: -1.63
Gamma: 0.00
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| 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































































































































































































































