[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3098 -36.20 (-1.15%)
L: 3090 H: 3147

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Historical option data for SIEMENS

24 Dec 2025 04:12 PM IST
SIEMENS 27-JAN-2026 3200 CE
Delta: 0.37
Vega: 3.57
Theta: -1.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 3098.00 54 -15.15 23.21 301 60 306
23 Dec 3134.20 68 -8.25 21.72 136 34 245
22 Dec 3140.00 74.15 2.3 22.68 148 21 211
19 Dec 3111.60 71 9.25 22.52 125 -26 189
18 Dec 3074.00 61.55 -27.45 23.85 144 70 216
17 Dec 3140.10 88.8 -11.1 23.88 106 -14 150
16 Dec 3161.40 99 -7.3 22.85 43 25 166
15 Dec 3157.80 104.85 5.45 25.11 203 77 141
12 Dec 3144.60 99 -33.5 24.00 294 35 60
11 Dec 3196.50 132.05 10.9 24.64 6 -1 26
10 Dec 3179.90 121.65 20.7 23.97 12 0 17
9 Dec 3142.80 100.95 -110.65 24.20 12 8 16
8 Dec 3204.20 211.6 -10.9 - 0 0 8
5 Dec 3325.90 211.6 -10.9 - 0 0 0
4 Dec 3362.50 211.6 -10.9 - 0 -1 0
3 Dec 3329.90 211.6 -10.9 20.12 1 0 9
2 Dec 3361.00 222.5 25.85 15.37 2 -1 10
1 Dec 3310.20 195.6 -29.9 - 0 3 0
28 Nov 3297.00 195.6 -29.9 19.56 6 2 10
27 Nov 3312.10 225.5 79.5 - 0 5 0
26 Nov 3318.80 225.5 79.5 23.96 12 6 9
24 Nov 3163.90 146 -30.45 24.86 1 0 3
21 Nov 3173.50 176.45 0 - 0 0 0
20 Nov 3216.30 176.45 0 - 0 1 0
19 Nov 3211.50 176.45 0 25.20 1 0 2
17 Nov 3232.60 176.45 64.85 - 3 0 1
14 Nov 3084.20 111.6 -112.95 22.99 1 0 0
13 Nov 3066.10 224.55 0 1.37 0 0 0
12 Nov 3056.60 224.55 0 1.28 0 0 0
11 Nov 3022.00 224.55 0 2.05 0 0 0
10 Nov 3054.40 224.55 0 1.46 0 0 0
7 Nov 3033.40 224.55 0 1.83 0 0 0
6 Nov 3083.50 224.55 0 - 0 0 0
4 Nov 3119.60 224.55 0 0.06 0 0 0
3 Nov 3127.50 224.55 0 0.03 0 0 0
31 Oct 3096.30 224.55 0 - 0 0 0
30 Oct 3126.80 224.55 0 - 0 0 0


For Siemens Ltd - strike price 3200 expiring on 27JAN2026

Delta for 3200 CE is 0.37

Historical price for 3200 CE is as follows

On 24 Dec SIEMENS was trading at 3098.00. The strike last trading price was 54, which was -15.15 lower than the previous day. The implied volatity was 23.21, the open interest changed by 60 which increased total open position to 306


On 23 Dec SIEMENS was trading at 3134.20. The strike last trading price was 68, which was -8.25 lower than the previous day. The implied volatity was 21.72, the open interest changed by 34 which increased total open position to 245


On 22 Dec SIEMENS was trading at 3140.00. The strike last trading price was 74.15, which was 2.3 higher than the previous day. The implied volatity was 22.68, the open interest changed by 21 which increased total open position to 211


On 19 Dec SIEMENS was trading at 3111.60. The strike last trading price was 71, which was 9.25 higher than the previous day. The implied volatity was 22.52, the open interest changed by -26 which decreased total open position to 189


On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 61.55, which was -27.45 lower than the previous day. The implied volatity was 23.85, the open interest changed by 70 which increased total open position to 216


On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 88.8, which was -11.1 lower than the previous day. The implied volatity was 23.88, the open interest changed by -14 which decreased total open position to 150


On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 99, which was -7.3 lower than the previous day. The implied volatity was 22.85, the open interest changed by 25 which increased total open position to 166


On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 104.85, which was 5.45 higher than the previous day. The implied volatity was 25.11, the open interest changed by 77 which increased total open position to 141


On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 99, which was -33.5 lower than the previous day. The implied volatity was 24.00, the open interest changed by 35 which increased total open position to 60


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 132.05, which was 10.9 higher than the previous day. The implied volatity was 24.64, the open interest changed by -1 which decreased total open position to 26


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 121.65, which was 20.7 higher than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 17


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 100.95, which was -110.65 lower than the previous day. The implied volatity was 24.20, the open interest changed by 8 which increased total open position to 16


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 211.6, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 211.6, which was -10.9 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 211.6, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 211.6, which was -10.9 lower than the previous day. The implied volatity was 20.12, the open interest changed by 0 which decreased total open position to 9


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 222.5, which was 25.85 higher than the previous day. The implied volatity was 15.37, the open interest changed by -1 which decreased total open position to 10


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 195.6, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 195.6, which was -29.9 lower than the previous day. The implied volatity was 19.56, the open interest changed by 2 which increased total open position to 10


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 225.5, which was 79.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 225.5, which was 79.5 higher than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 9


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 146, which was -30.45 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 3


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 176.45, 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 Nov SIEMENS was trading at 3216.30. The strike last trading price was 176.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 176.45, which was 0 lower than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 2


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 176.45, which was 64.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 111.6, which was -112.95 lower than the previous day. The implied volatity was 22.99, 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 224.55, which was 0 lower than the previous day. The implied volatity was 1.37, 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 224.55, which was 0 lower than the previous day. The implied volatity was 1.28, 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 224.55, which was 0 lower than the previous day. The implied volatity was 2.05, 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 224.55, which was 0 lower than the previous day. The implied volatity was 1.46, 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 224.55, which was 0 lower than the previous day. The implied volatity was 1.83, 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 224.55, 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 Nov SIEMENS was trading at 3119.60. The strike last trading price was 224.55, which was 0 lower than the previous day. The implied volatity was 0.06, 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 224.55, which was 0 lower than the previous day. The implied volatity was 0.03, 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 224.55, 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 30 Oct SIEMENS was trading at 3126.80. The strike last trading price was 224.55, 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 3200 PE
Delta: -0.61
Vega: 3.62
Theta: -0.85
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 3098.00 145.85 21.35 26.41 132 51 176
23 Dec 3134.20 127.2 11.65 27.89 41 20 124
22 Dec 3140.00 115.55 -18.9 24.91 23 15 102
19 Dec 3111.60 134.45 -27.4 26.80 35 27 84
18 Dec 3074.00 159.3 44.3 27.08 18 6 57
17 Dec 3140.10 115 -0.25 24.27 6 2 50
16 Dec 3161.40 115.25 -1.85 27.19 5 2 47
15 Dec 3157.80 117.1 -8.55 26.20 27 24 44
12 Dec 3144.60 130 23.75 27.23 35 4 29
11 Dec 3196.50 105.7 -21.45 27.21 19 10 24
10 Dec 3179.90 127.15 -7.85 30.17 2 0 13
9 Dec 3142.80 135 35 26.98 2 0 11
8 Dec 3204.20 100 52 25.33 5 4 11
5 Dec 3325.90 48 -7.5 - 0 -3 0
4 Dec 3362.50 48 -7.5 24.66 4 -1 9
3 Dec 3329.90 55.5 -15.9 24.88 3 0 9
2 Dec 3361.00 71.4 0 30.25 1 0 9
1 Dec 3310.20 71.4 -5.5 - 0 1 0
28 Nov 3297.00 71.4 -5.5 25.71 1 0 8
27 Nov 3312.10 76.9 4.1 26.83 8 2 7
26 Nov 3318.80 72.8 -193.7 26.29 11 4 4
24 Nov 3163.90 266.5 0 0.57 0 0 0
21 Nov 3173.50 266.5 0 0.78 0 0 0
20 Nov 3216.30 266.5 0 - 0 0 0
19 Nov 3211.50 266.5 0 1.38 0 0 0
17 Nov 3232.60 266.5 0 - 0 0 0
14 Nov 3084.20 266.5 0 - 0 0 0
13 Nov 3066.10 266.5 0 - 0 0 0
12 Nov 3056.60 266.5 0 - 0 0 0
11 Nov 3022.00 266.5 0 - 0 0 0
10 Nov 3054.40 266.5 0 - 0 0 0
7 Nov 3033.40 266.5 0 - 0 0 0
6 Nov 3083.50 266.5 0 - 0 0 0
4 Nov 3119.60 266.5 0 - 0 0 0
3 Nov 3127.50 266.5 0 - 0 0 0
31 Oct 3096.30 266.5 0 - 0 0 0
30 Oct 3126.80 266.5 0 - 0 0 0


For Siemens Ltd - strike price 3200 expiring on 27JAN2026

Delta for 3200 PE is -0.61

Historical price for 3200 PE is as follows

On 24 Dec SIEMENS was trading at 3098.00. The strike last trading price was 145.85, which was 21.35 higher than the previous day. The implied volatity was 26.41, the open interest changed by 51 which increased total open position to 176


On 23 Dec SIEMENS was trading at 3134.20. The strike last trading price was 127.2, which was 11.65 higher than the previous day. The implied volatity was 27.89, the open interest changed by 20 which increased total open position to 124


On 22 Dec SIEMENS was trading at 3140.00. The strike last trading price was 115.55, which was -18.9 lower than the previous day. The implied volatity was 24.91, the open interest changed by 15 which increased total open position to 102


On 19 Dec SIEMENS was trading at 3111.60. The strike last trading price was 134.45, which was -27.4 lower than the previous day. The implied volatity was 26.80, the open interest changed by 27 which increased total open position to 84


On 18 Dec SIEMENS was trading at 3074.00. The strike last trading price was 159.3, which was 44.3 higher than the previous day. The implied volatity was 27.08, the open interest changed by 6 which increased total open position to 57


On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 115, which was -0.25 lower than the previous day. The implied volatity was 24.27, the open interest changed by 2 which increased total open position to 50


On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 115.25, which was -1.85 lower than the previous day. The implied volatity was 27.19, the open interest changed by 2 which increased total open position to 47


On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 117.1, which was -8.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by 24 which increased total open position to 44


On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 130, which was 23.75 higher than the previous day. The implied volatity was 27.23, the open interest changed by 4 which increased total open position to 29


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 105.7, which was -21.45 lower than the previous day. The implied volatity was 27.21, the open interest changed by 10 which increased total open position to 24


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 127.15, which was -7.85 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 13


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 135, which was 35 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 11


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 100, which was 52 higher than the previous day. The implied volatity was 25.33, the open interest changed by 4 which increased total open position to 11


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 48, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 48, which was -7.5 lower than the previous day. The implied volatity was 24.66, the open interest changed by -1 which decreased total open position to 9


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 55.5, which was -15.9 lower than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 9


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 71.4, which was 0 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 9


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 71.4, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 71.4, which was -5.5 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 8


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 76.9, which was 4.1 higher than the previous day. The implied volatity was 26.83, the open interest changed by 2 which increased total open position to 7


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 72.8, which was -193.7 lower than the previous day. The implied volatity was 26.29, the open interest changed by 4 which increased total open position to 4


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 266.5, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 266.5, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 266.5, 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 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 266.5, 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 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3084.20. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3066.10. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3056.60. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3022.00. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3054.40. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3033.40. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3083.50. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3119.60. The strike last trading price was 266.5, 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 Nov SIEMENS was trading at 3127.50. The strike last trading price was 266.5, 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 31 Oct SIEMENS was trading at 3096.30. The strike last trading price was 266.5, 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 30 Oct SIEMENS was trading at 3126.80. The strike last trading price was 266.5, 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