SIEMENS
Siemens Ltd
Historical option data for SIEMENS
10 Apr 2026 04:10 PM IST
| SIEMENS 28-Apr-2026 (17d) 3250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.03
Theta: -2.74
Gamma: 0.00118
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 3388.50 | 203.8 | 104.25000000000001 | 37.16 | 1,033 | -124 | 93 | |||||||||
| 9 Apr | 3222.50 | 100.5 | -8.15 | 35.91 | 890 | -51 | 222 | |||||||||
| 8 Apr | 3226.10 | 107.55 | 54.6 | 35.85 | 1,232 | 192 | 267 | |||||||||
| 7 Apr | 3075.50 | 51.65 | 0.45 | 37.33 | 66 | -6 | 75 | |||||||||
| 6 Apr | 3048.00 | 53 | 5.9 | 38.77 | 120 | 11 | 82 | |||||||||
| 2 Apr | 3026.60 | 48.35 | 6.9 | 35.24 | 97 | 31 | 72 | |||||||||
| 1 Apr | 3017.00 | 42.25 | 5.45 | 34.27 | 112 | 22 | 41 | |||||||||
| 30 Mar | 2935.00 | 36.2 | -21.9 | 39.18 | 57 | -3 | 17 | |||||||||
| 27 Mar | 3048.90 | 58.25 | -51.75 | 34.5 | 44 | 16 | 20 | |||||||||
| 25 Mar | 3101.30 | 110 | 22.3 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 3001.80 | 110 | 22.3 | - | 0 | 0 | 4 | |||||||||
| 23 Mar | 2988.30 | 110 | 22.3 | - | 0 | 0 | 4 | |||||||||
| 20 Mar | 3129.60 | 110 | 22.3 | 36.95 | 1 | 0 | 5 | |||||||||
| 19 Mar | 3079.00 | 87.7 | -40.3 | 35.06 | 4 | 1 | 4 | |||||||||
| 18 Mar | 3220.90 | 128 | -165.4 | 30.13 | 3 | 2 | 2 | |||||||||
| 17 Mar | 3173.50 | 293.4 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 16 Mar | 3149.60 | 293.4 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
| 13 Mar | 3207.60 | 293.4 | 0 | 0.24 | 0 | 0 | 0 | |||||||||
| 12 Mar | 3324.70 | 293.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3272.20 | 293.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3274.90 | 293.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Mar | 3228.90 | 293.4 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 6 Mar | 3268.90 | 293.4 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 5 Mar | 3215.70 | 293.4 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 4 Mar | 3161.00 | 293.4 | 0 | 1.2 | 0 | 0 | 0 | |||||||||
| 2 Mar | 3341.60 | 293.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 3418.60 | 293.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 3336.90 | 293.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 3350.80 | 293.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3250 expiring on 28APR2026
Delta for 3250 CE is 0.73
Historical price for 3250 CE is as follows
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 203.8, which was 104.25000000000001 higher than the previous day. The implied volatity was 37.16, the open interest changed by -124 which decreased total open position to 93
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 100.5, which was -8.15 lower than the previous day. The implied volatity was 35.91, the open interest changed by -51 which decreased total open position to 222
On 8 Apr SIEMENS was trading at 3226.10. The strike last trading price was 107.55, which was 54.6 higher than the previous day. The implied volatity was 35.85, the open interest changed by 192 which increased total open position to 267
On 7 Apr SIEMENS was trading at 3075.50. The strike last trading price was 51.65, which was 0.45 higher than the previous day. The implied volatity was 37.33, the open interest changed by -6 which decreased total open position to 75
On 6 Apr SIEMENS was trading at 3048.00. The strike last trading price was 53, which was 5.9 higher than the previous day. The implied volatity was 38.77, the open interest changed by 11 which increased total open position to 82
On 2 Apr SIEMENS was trading at 3026.60. The strike last trading price was 48.35, which was 6.9 higher than the previous day. The implied volatity was 35.24, the open interest changed by 31 which increased total open position to 72
On 1 Apr SIEMENS was trading at 3017.00. The strike last trading price was 42.25, which was 5.45 higher than the previous day. The implied volatity was 34.27, the open interest changed by 22 which increased total open position to 41
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 36.2, which was -21.9 lower than the previous day. The implied volatity was 39.18, the open interest changed by -3 which decreased total open position to 17
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 58.25, which was -51.75 lower than the previous day. The implied volatity was 34.5, the open interest changed by 16 which increased total open position to 20
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 110, which was 22.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 110, which was 22.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 110, which was 22.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 110, which was 22.3 higher than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 5
On 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 87.7, which was -40.3 lower than the previous day. The implied volatity was 35.06, the open interest changed by 1 which increased total open position to 4
On 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 128, which was -165.4 lower than the previous day. The implied volatity was 30.13, the open interest changed by 2 which increased total open position to 2
On 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was 293.4, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 293.4, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 293.4, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 293.4, 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 Mar SIEMENS was trading at 3272.20. The strike last trading price was 293.4, 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 Mar SIEMENS was trading at 3274.90. The strike last trading price was 293.4, 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 Mar SIEMENS was trading at 3228.90. The strike last trading price was 293.4, 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 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 293.4, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 293.4, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 293.4, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 293.4, 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 Feb SIEMENS was trading at 3418.60. The strike last trading price was 293.4, 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 Feb SIEMENS was trading at 3336.90. The strike last trading price was 293.4, 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 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 293.4, 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 28-Apr-2026 (17d) 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.03
Theta: -2.31
Gamma: 0.00115
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 3388.50 | 51 | -58.900000000000006 | 37.92 | 1,081 | 110 | 172 |
| 9 Apr | 3222.50 | 110.05 | -30.6 | 35.72 | 169 | 62 | 62 |
| 8 Apr | 3226.10 | 140.65 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3075.50 | 140.65 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 3048.00 | 140.65 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3026.60 | 140.65 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3017.00 | 140.65 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 2935.00 | 140.65 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 3048.90 | 140.65 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3101.30 | 140.65 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3001.80 | 140.65 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2988.30 | 140.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3129.60 | 140.65 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3079.00 | 140.65 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3220.90 | 140.65 | 0 | 0.23 | 0 | 0 | 0 |
| 17 Mar | 3173.50 | 140.65 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 3149.60 | 140.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3207.60 | 140.65 | 0 | 0.05 | 0 | 0 | 0 |
| 12 Mar | 3324.70 | 140.65 | 0 | 2.62 | 0 | 0 | 0 |
| 11 Mar | 3272.20 | 140.65 | 0 | 1.64 | 0 | 0 | 0 |
| 10 Mar | 3274.90 | 140.65 | 0 | 1.99 | 0 | 0 | 0 |
| 9 Mar | 3228.90 | 140.65 | 0 | 0.44 | 0 | 0 | 0 |
| 6 Mar | 3268.90 | 140.65 | 0 | 1.23 | 0 | 0 | 0 |
| 5 Mar | 3215.70 | 140.65 | 0 | 0.37 | 0 | 0 | 0 |
| 4 Mar | 3161.00 | 140.65 | 0 | 0.06 | 0 | 0 | 0 |
| 2 Mar | 3341.60 | 140.65 | 0 | 2.51 | 0 | 0 | 0 |
| 27 Feb | 3418.60 | 140.65 | 0 | 4.3 | 0 | 0 | 0 |
| 26 Feb | 3336.90 | 140.65 | 0 | 2.68 | 0 | 0 | 0 |
| 25 Feb | 3350.80 | 140.65 | 0 | 2.9 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3250 expiring on 28APR2026
Delta for 3250 PE is -0.27
Historical price for 3250 PE is as follows
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 51, which was -58.900000000000006 lower than the previous day. The implied volatity was 37.92, the open interest changed by 110 which increased total open position to 172
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 110.05, which was -30.6 lower than the previous day. The implied volatity was 35.72, the open interest changed by 62 which increased total open position to 62
On 8 Apr SIEMENS was trading at 3226.10. The strike last trading price was 140.65, 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 Apr SIEMENS was trading at 3075.50. The strike last trading price was 140.65, 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 Apr SIEMENS was trading at 3048.00. The strike last trading price was 140.65, 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 Apr SIEMENS was trading at 3026.60. The strike last trading price was 140.65, 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 Apr SIEMENS was trading at 3017.00. The strike last trading price was 140.65, 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 Mar SIEMENS was trading at 2935.00. The strike last trading price was 140.65, 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 Mar SIEMENS was trading at 3048.90. The strike last trading price was 140.65, 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 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 140.65, 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 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 140.65, 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 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 140.65, 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 Mar SIEMENS was trading at 3129.60. The strike last trading price was 140.65, 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 Mar SIEMENS was trading at 3079.00. The strike last trading price was 140.65, 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 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was 140.65, 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 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 140.65, 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 Mar SIEMENS was trading at 3207.60. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 140.65, 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 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 140.65, 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 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SIEMENS was trading at 3336.90. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 140.65, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
