SIEMENS
Siemens Ltd
Historical option data for SIEMENS
16 Mar 2026 04:12 PM IST
| SIEMENS 30-MAR-2026 3250 CE | ||||||||||||||||
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Delta: 0.37
Vega: 2.34
Theta: -3.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 3149.60 | 58 | -35.9 | 37.82 | 2,320 | 171 | 370 | |||||||||
| 13 Mar | 3207.60 | 97 | -53.7 | 38.07 | 696 | 45 | 199 | |||||||||
| 12 Mar | 3324.70 | 148.95 | 23.65 | 34.5 | 1,002 | -50 | 155 | |||||||||
| 11 Mar | 3272.20 | 127.85 | -10.35 | 34.66 | 376 | -115 | 205 | |||||||||
| 10 Mar | 3274.90 | 142 | 29.3 | 35.15 | 885 | -129 | 320 | |||||||||
| 9 Mar | 3228.90 | 112.6 | -11.05 | 38.45 | 1,761 | 149 | 460 | |||||||||
| 6 Mar | 3268.90 | 122 | 20.25 | 30.11 | 4,990 | 13 | 310 | |||||||||
| 5 Mar | 3215.70 | 106.25 | 11.8 | 33.2 | 825 | 0 | 297 | |||||||||
| 4 Mar | 3161.00 | 90 | -83.7 | 36.75 | 726 | 134 | 295 | |||||||||
| 2 Mar | 3341.60 | 172.45 | -60.65 | 32.59 | 110 | 7 | 160 | |||||||||
| 27 Feb | 3418.60 | 234.2 | 60.55 | 25.74 | 196 | 31 | 155 | |||||||||
| 26 Feb | 3336.90 | 171.75 | -15.4 | 27.43 | 28 | 6 | 125 | |||||||||
| 25 Feb | 3350.80 | 185.3 | -23.25 | 28.77 | 89 | 13 | 120 | |||||||||
| 24 Feb | 3365.60 | 218.95 | 59.5 | 32.22 | 319 | -18 | 107 | |||||||||
| 23 Feb | 3302.20 | 167.35 | 56.85 | 29.62 | 715 | 54 | 127 | |||||||||
| 20 Feb | 3206.20 | 112 | 49.2 | 30.25 | 772 | 49 | 76 | |||||||||
| 19 Feb | 3107.10 | 62 | -40 | 25.83 | 37 | 22 | 26 | |||||||||
| 18 Feb | 3187.90 | 102 | 0 | 27.73 | 1 | 0 | 3 | |||||||||
| 17 Feb | 3186.40 | 102 | -17 | 27.08 | 1 | 0 | 2 | |||||||||
| 16 Feb | 3215.60 | 119 | 51.4 | 27 | 2 | 1 | 1 | |||||||||
| 13 Feb | 3116.50 | 67.6 | 0 | 2.32 | 0 | 0 | 0 | |||||||||
| 12 Feb | 3148.50 | 67.6 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
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| 11 Feb | 3151.60 | 67.6 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 10 Feb | 3111.50 | 67.6 | 0 | 2.15 | 0 | 0 | 0 | |||||||||
| 9 Feb | 3109.00 | 67.6 | 0 | 2.21 | 0 | 0 | 0 | |||||||||
| 6 Feb | 3176.20 | 67.6 | 0 | 1.45 | 0 | 0 | 0 | |||||||||
| 5 Feb | 3300.00 | 67.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 3290.50 | 67.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 3211.70 | 67.6 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 2 Feb | 3089.90 | 67.6 | 0 | 2.28 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2981.80 | 67.6 | 0 | 4.54 | 0 | 0 | 0 | |||||||||
| 30 Jan | 3101.30 | 67.6 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
| 29 Jan | 3096.30 | 67.6 | 0 | 2.1 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3250 expiring on 30MAR2026
Delta for 3250 CE is 0.37
Historical price for 3250 CE is as follows
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 58, which was -35.9 lower than the previous day. The implied volatity was 37.82, the open interest changed by 171 which increased total open position to 370
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 97, which was -53.7 lower than the previous day. The implied volatity was 38.07, the open interest changed by 45 which increased total open position to 199
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 148.95, which was 23.65 higher than the previous day. The implied volatity was 34.5, the open interest changed by -50 which decreased total open position to 155
On 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 127.85, which was -10.35 lower than the previous day. The implied volatity was 34.66, the open interest changed by -115 which decreased total open position to 205
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 142, which was 29.3 higher than the previous day. The implied volatity was 35.15, the open interest changed by -129 which decreased total open position to 320
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 112.6, which was -11.05 lower than the previous day. The implied volatity was 38.45, the open interest changed by 149 which increased total open position to 460
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 122, which was 20.25 higher than the previous day. The implied volatity was 30.11, the open interest changed by 13 which increased total open position to 310
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 106.25, which was 11.8 higher than the previous day. The implied volatity was 33.2, the open interest changed by 0 which decreased total open position to 297
On 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 90, which was -83.7 lower than the previous day. The implied volatity was 36.75, the open interest changed by 134 which increased total open position to 295
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 172.45, which was -60.65 lower than the previous day. The implied volatity was 32.59, the open interest changed by 7 which increased total open position to 160
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 234.2, which was 60.55 higher than the previous day. The implied volatity was 25.74, the open interest changed by 31 which increased total open position to 155
On 26 Feb SIEMENS was trading at 3336.90. The strike last trading price was 171.75, which was -15.4 lower than the previous day. The implied volatity was 27.43, the open interest changed by 6 which increased total open position to 125
On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 185.3, which was -23.25 lower than the previous day. The implied volatity was 28.77, the open interest changed by 13 which increased total open position to 120
On 24 Feb SIEMENS was trading at 3365.60. The strike last trading price was 218.95, which was 59.5 higher than the previous day. The implied volatity was 32.22, the open interest changed by -18 which decreased total open position to 107
On 23 Feb SIEMENS was trading at 3302.20. The strike last trading price was 167.35, which was 56.85 higher than the previous day. The implied volatity was 29.62, the open interest changed by 54 which increased total open position to 127
On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 112, which was 49.2 higher than the previous day. The implied volatity was 30.25, the open interest changed by 49 which increased total open position to 76
On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 62, which was -40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 22 which increased total open position to 26
On 18 Feb SIEMENS was trading at 3187.90. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 3
On 17 Feb SIEMENS was trading at 3186.40. The strike last trading price was 102, which was -17 lower than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 2
On 16 Feb SIEMENS was trading at 3215.60. The strike last trading price was 119, which was 51.4 higher than the previous day. The implied volatity was 27, the open interest changed by 1 which increased total open position to 1
On 13 Feb SIEMENS was trading at 3116.50. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SIEMENS was trading at 3148.50. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SIEMENS was trading at 3151.60. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SIEMENS was trading at 3111.50. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 9 Feb SIEMENS was trading at 3109.00. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SIEMENS was trading at 3176.20. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SIEMENS was trading at 3300.00. The strike last trading price was 67.6, 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 Feb SIEMENS was trading at 3290.50. The strike last trading price was 67.6, 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 Feb SIEMENS was trading at 3211.70. The strike last trading price was 67.6, 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 2 Feb SIEMENS was trading at 3089.90. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SIEMENS was trading at 2981.80. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SIEMENS was trading at 3101.30. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SIEMENS was trading at 3096.30. The strike last trading price was 67.6, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 30MAR2026 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 2.35
Theta: -2.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 3149.60 | 146.2 | 18.85 | 39.29 | 541 | -38 | 191 |
| 13 Mar | 3207.60 | 121.15 | 42.05 | 40.33 | 866 | -29 | 230 |
| 12 Mar | 3324.70 | 80.75 | -23.5 | 40.95 | 800 | -12 | 261 |
| 11 Mar | 3272.20 | 103.05 | 10.75 | 42.22 | 826 | -65 | 277 |
| 10 Mar | 3274.90 | 87.1 | -37.9 | 38.14 | 688 | -15 | 342 |
| 9 Mar | 3228.90 | 126.75 | 22.05 | 39.07 | 789 | 149 | 359 |
| 6 Mar | 3268.90 | 103.5 | -15.2 | 37.02 | 322 | 5 | 211 |
| 5 Mar | 3215.70 | 113.85 | -52 | 32.19 | 96 | -19 | 207 |
| 4 Mar | 3161.00 | 172.15 | 91.3 | 38.33 | 480 | 6 | 226 |
| 2 Mar | 3341.60 | 82 | 27.3 | 34.42 | 669 | -72 | 219 |
| 27 Feb | 3418.60 | 54.05 | -16 | 34.21 | 966 | 46 | 290 |
| 26 Feb | 3336.90 | 70.15 | -1.4 | 30.48 | 171 | 26 | 243 |
| 25 Feb | 3350.80 | 70.7 | -1.45 | 31.14 | 474 | 18 | 217 |
| 24 Feb | 3365.60 | 74 | -23.45 | 34.07 | 762 | 87 | 195 |
| 23 Feb | 3302.20 | 96.05 | -37.3 | 33.47 | 409 | 59 | 108 |
| 20 Feb | 3206.20 | 138.25 | 9.25 | 30.25 | 227 | 41 | 49 |
| 19 Feb | 3107.10 | 129 | -12.9 | - | 0 | 0 | 8 |
| 18 Feb | 3187.90 | 129 | -12.9 | 27.61 | 2 | 0 | 7 |
| 17 Feb | 3186.40 | 141.9 | -29.1 | 29.95 | 4 | 0 | 6 |
| 16 Feb | 3215.60 | 171 | 46 | - | 0 | 0 | 6 |
| 13 Feb | 3116.50 | 171 | 46 | - | 0 | 0 | 6 |
| 12 Feb | 3148.50 | 171 | 46 | - | 0 | 0 | 6 |
| 11 Feb | 3151.60 | 171 | 46 | 30.24 | 5 | 0 | 7 |
| 10 Feb | 3111.50 | 125 | -13.5 | - | 0 | 0 | 7 |
| 9 Feb | 3109.00 | 125 | -13.5 | - | 0 | 0 | 7 |
| 6 Feb | 3176.20 | 125 | -13.5 | 18.58 | 2 | 0 | 6 |
| 5 Feb | 3300.00 | 138.5 | 22.8 | 36.94 | 4 | 0 | 2 |
| 4 Feb | 3290.50 | 115.7 | -273.9 | 31.13 | 2 | 0 | 0 |
| 3 Feb | 3211.70 | 389.6 | 0 | 0.34 | 0 | 0 | 0 |
| 2 Feb | 3089.90 | 389.6 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2981.80 | 389.6 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 3101.30 | 389.6 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 3096.30 | 389.6 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3250 expiring on 30MAR2026
Delta for 3250 PE is -0.62
Historical price for 3250 PE is as follows
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 146.2, which was 18.85 higher than the previous day. The implied volatity was 39.29, the open interest changed by -38 which decreased total open position to 191
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 121.15, which was 42.05 higher than the previous day. The implied volatity was 40.33, the open interest changed by -29 which decreased total open position to 230
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 80.75, which was -23.5 lower than the previous day. The implied volatity was 40.95, the open interest changed by -12 which decreased total open position to 261
On 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 103.05, which was 10.75 higher than the previous day. The implied volatity was 42.22, the open interest changed by -65 which decreased total open position to 277
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 87.1, which was -37.9 lower than the previous day. The implied volatity was 38.14, the open interest changed by -15 which decreased total open position to 342
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 126.75, which was 22.05 higher than the previous day. The implied volatity was 39.07, the open interest changed by 149 which increased total open position to 359
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 103.5, which was -15.2 lower than the previous day. The implied volatity was 37.02, the open interest changed by 5 which increased total open position to 211
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 113.85, which was -52 lower than the previous day. The implied volatity was 32.19, the open interest changed by -19 which decreased total open position to 207
On 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 172.15, which was 91.3 higher than the previous day. The implied volatity was 38.33, the open interest changed by 6 which increased total open position to 226
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 82, which was 27.3 higher than the previous day. The implied volatity was 34.42, the open interest changed by -72 which decreased total open position to 219
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 54.05, which was -16 lower than the previous day. The implied volatity was 34.21, the open interest changed by 46 which increased total open position to 290
On 26 Feb SIEMENS was trading at 3336.90. The strike last trading price was 70.15, which was -1.4 lower than the previous day. The implied volatity was 30.48, the open interest changed by 26 which increased total open position to 243
On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 70.7, which was -1.45 lower than the previous day. The implied volatity was 31.14, the open interest changed by 18 which increased total open position to 217
On 24 Feb SIEMENS was trading at 3365.60. The strike last trading price was 74, which was -23.45 lower than the previous day. The implied volatity was 34.07, the open interest changed by 87 which increased total open position to 195
On 23 Feb SIEMENS was trading at 3302.20. The strike last trading price was 96.05, which was -37.3 lower than the previous day. The implied volatity was 33.47, the open interest changed by 59 which increased total open position to 108
On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 138.25, which was 9.25 higher than the previous day. The implied volatity was 30.25, the open interest changed by 41 which increased total open position to 49
On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 129, which was -12.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Feb SIEMENS was trading at 3187.90. The strike last trading price was 129, which was -12.9 lower than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 7
On 17 Feb SIEMENS was trading at 3186.40. The strike last trading price was 141.9, which was -29.1 lower than the previous day. The implied volatity was 29.95, the open interest changed by 0 which decreased total open position to 6
On 16 Feb SIEMENS was trading at 3215.60. The strike last trading price was 171, which was 46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Feb SIEMENS was trading at 3116.50. The strike last trading price was 171, which was 46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Feb SIEMENS was trading at 3148.50. The strike last trading price was 171, which was 46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb SIEMENS was trading at 3151.60. The strike last trading price was 171, which was 46 higher than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 7
On 10 Feb SIEMENS was trading at 3111.50. The strike last trading price was 125, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Feb SIEMENS was trading at 3109.00. The strike last trading price was 125, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Feb SIEMENS was trading at 3176.20. The strike last trading price was 125, which was -13.5 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 6
On 5 Feb SIEMENS was trading at 3300.00. The strike last trading price was 138.5, which was 22.8 higher than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 2
On 4 Feb SIEMENS was trading at 3290.50. The strike last trading price was 115.7, which was -273.9 lower than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SIEMENS was trading at 3211.70. The strike last trading price was 389.6, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SIEMENS was trading at 3089.90. The strike last trading price was 389.6, 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 Feb SIEMENS was trading at 2981.80. The strike last trading price was 389.6, 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 Jan SIEMENS was trading at 3101.30. The strike last trading price was 389.6, 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 29 Jan SIEMENS was trading at 3096.30. The strike last trading price was 389.6, 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
