[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3325.9 -36.60 (-1.09%)
L: 3280.6 H: 3374

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Historical option data for SIEMENS

05 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 3300 CE
Delta: 0.60
Vega: 3.35
Theta: -1.92
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 3325.90 95.3 -32.3 20.92 2,429 218 1,036
4 Dec 3362.50 120.5 12.3 21.62 1,248 -71 831
3 Dec 3329.90 107.85 -22.55 21.68 1,895 28 902
2 Dec 3361.00 131.45 31.65 22.48 6,289 -825 883
1 Dec 3310.20 103.15 6.9 21.69 2,048 14 1,707
28 Nov 3297.00 96.7 -9.3 21.00 1,823 260 1,747
27 Nov 3312.10 103.55 -18 22.02 3,452 280 1,490
26 Nov 3318.80 117.15 62.5 23.84 18,102 627 1,233
25 Nov 3181.10 53.4 -0.65 21.89 1,260 179 603
24 Nov 3163.90 56 -3.5 24.51 539 33 426
21 Nov 3173.50 60.9 -19.95 24.36 409 61 392
20 Nov 3216.30 80.2 0.25 24.36 390 -12 331
19 Nov 3211.50 80.1 -24.25 24.16 460 83 344
18 Nov 3249.50 103.15 0.25 24.89 338 81 260
17 Nov 3232.60 103.9 44.25 25.90 499 127 177
14 Nov 3084.20 61 9.4 28.23 29 17 46
13 Nov 3066.10 51.6 -2 28.03 23 8 28
12 Nov 3056.60 56 12 28.23 14 8 20
11 Nov 3022.00 44 -12 27.80 15 5 13
10 Nov 3054.40 56 -24 - 11 4 7
7 Nov 3033.40 80 -121.65 - 0 0 0
6 Nov 3083.50 80 -121.65 - 0 0 0
3 Nov 3127.50 80 -121.65 26.45 3 1 1
29 Oct 3148.70 201.65 0 1.66 0 0 0
28 Oct 3109.70 201.65 0 2.58 0 0 0
27 Oct 3159.90 201.65 0 1.74 0 0 0
24 Oct 3152.20 201.65 0 1.69 0 0 0
23 Oct 3149.90 201.65 0 - 0 0 0
21 Oct 3102.90 201.65 0 - 0 0 0
20 Oct 3096.80 201.65 0 2.63 0 0 0
17 Oct 3121.20 201.65 0 - 0 0 0
16 Oct 3119.00 201.65 0 2.10 0 0 0
15 Oct 3118.60 201.65 0 - 0 0 0
14 Oct 3107.30 201.65 0 - 0 0 0
13 Oct 3077.50 201.65 0 - 0 0 0
10 Oct 3147.40 201.65 0 - 0 0 0
9 Oct 3178.40 201.65 0 0.86 0 0 0
8 Oct 3216.80 201.65 0 - 0 0 0
7 Oct 3250.80 201.65 0 - 0 0 0
6 Oct 3251.70 0 0 - 0 0 0
3 Oct 3164.10 0 0 0.96 0 0 0


For Siemens Ltd - strike price 3300 expiring on 30DEC2025

Delta for 3300 CE is 0.60

Historical price for 3300 CE is as follows

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 95.3, which was -32.3 lower than the previous day. The implied volatity was 20.92, the open interest changed by 218 which increased total open position to 1036


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 120.5, which was 12.3 higher than the previous day. The implied volatity was 21.62, the open interest changed by -71 which decreased total open position to 831


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 107.85, which was -22.55 lower than the previous day. The implied volatity was 21.68, the open interest changed by 28 which increased total open position to 902


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 131.45, which was 31.65 higher than the previous day. The implied volatity was 22.48, the open interest changed by -825 which decreased total open position to 883


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 103.15, which was 6.9 higher than the previous day. The implied volatity was 21.69, the open interest changed by 14 which increased total open position to 1707


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 96.7, which was -9.3 lower than the previous day. The implied volatity was 21.00, the open interest changed by 260 which increased total open position to 1747


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 103.55, which was -18 lower than the previous day. The implied volatity was 22.02, the open interest changed by 280 which increased total open position to 1490


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 117.15, which was 62.5 higher than the previous day. The implied volatity was 23.84, the open interest changed by 627 which increased total open position to 1233


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 53.4, which was -0.65 lower than the previous day. The implied volatity was 21.89, the open interest changed by 179 which increased total open position to 603


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 56, which was -3.5 lower than the previous day. The implied volatity was 24.51, the open interest changed by 33 which increased total open position to 426


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 60.9, which was -19.95 lower than the previous day. The implied volatity was 24.36, the open interest changed by 61 which increased total open position to 392


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 80.2, which was 0.25 higher than the previous day. The implied volatity was 24.36, the open interest changed by -12 which decreased total open position to 331


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 80.1, which was -24.25 lower than the previous day. The implied volatity was 24.16, the open interest changed by 83 which increased total open position to 344


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 103.15, which was 0.25 higher than the previous day. The implied volatity was 24.89, the open interest changed by 81 which increased total open position to 260


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 103.9, which was 44.25 higher than the previous day. The implied volatity was 25.90, the open interest changed by 127 which increased total open position to 177


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 61, which was 9.4 higher than the previous day. The implied volatity was 28.23, the open interest changed by 17 which increased total open position to 46


On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 51.6, which was -2 lower than the previous day. The implied volatity was 28.03, the open interest changed by 8 which increased total open position to 28


On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 56, which was 12 higher than the previous day. The implied volatity was 28.23, the open interest changed by 8 which increased total open position to 20


On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 44, which was -12 lower than the previous day. The implied volatity was 27.80, the open interest changed by 5 which increased total open position to 13


On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 56, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7


On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 80, which was -121.65 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 80, which was -121.65 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 80, which was -121.65 lower than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 1


On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 201.65, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 28 Oct SIEMENS was trading at 3109.70. The strike last trading price was 201.65, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 27 Oct SIEMENS was trading at 3159.90. The strike last trading price was 201.65, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 24 Oct SIEMENS was trading at 3152.20. The strike last trading price was 201.65, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0


On 23 Oct SIEMENS was trading at 3149.90. The strike last trading price was 201.65, 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 21 Oct SIEMENS was trading at 3102.90. The strike last trading price was 201.65, 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 Oct SIEMENS was trading at 3096.80. The strike last trading price was 201.65, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0


On 17 Oct SIEMENS was trading at 3121.20. The strike last trading price was 201.65, 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 Oct SIEMENS was trading at 3119.00. The strike last trading price was 201.65, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SIEMENS was trading at 3118.60. The strike last trading price was 201.65, 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 14 Oct SIEMENS was trading at 3107.30. The strike last trading price was 201.65, 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 Oct SIEMENS was trading at 3077.50. The strike last trading price was 201.65, 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 10 Oct SIEMENS was trading at 3147.40. The strike last trading price was 201.65, 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 9 Oct SIEMENS was trading at 3178.40. The strike last trading price was 201.65, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


On 8 Oct SIEMENS was trading at 3216.80. The strike last trading price was 201.65, 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 Oct SIEMENS was trading at 3250.80. The strike last trading price was 201.65, 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 Oct SIEMENS was trading at 3251.70. The strike last trading price was 0, 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 Oct SIEMENS was trading at 3164.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0


SIEMENS 30DEC2025 3300 PE
Delta: -0.40
Vega: 3.37
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 3325.90 61.1 11.9 23.40 1,505 7 719
4 Dec 3362.50 52.55 -12.3 24.19 752 78 724
3 Dec 3329.90 64 11.2 24.71 1,375 -52 645
2 Dec 3361.00 52.4 -22.05 24.10 4,286 11 702
1 Dec 3310.20 72.9 -8.7 24.95 770 18 685
28 Nov 3297.00 78.9 0.55 23.86 1,156 -11 674
27 Nov 3312.10 79.5 0.45 23.98 2,326 37 683
26 Nov 3318.80 81.95 -70.85 25.21 4,616 576 645
25 Nov 3181.10 153.5 -6.5 27.44 105 18 69
24 Nov 3163.90 160 -4.75 25.04 27 3 50
21 Nov 3173.50 163 24.05 25.68 79 -9 47
20 Nov 3216.30 140.2 -8.5 26.26 56 12 55
19 Nov 3211.50 149.75 4.3 28.05 75 34 42
18 Nov 3249.50 145.45 -2.55 31.50 2 1 7
17 Nov 3232.60 148 -102 30.58 5 2 5
14 Nov 3084.20 250 -33.15 34.13 2 0 1
13 Nov 3066.10 283.15 3.15 - 0 -2 0
12 Nov 3056.60 283.15 3.15 37.59 2 0 3
11 Nov 3022.00 280 4 - 0 0 0
10 Nov 3054.40 280 4 - 0 1 0
7 Nov 3033.40 280 4 29.75 1 0 2
6 Nov 3083.50 276 80.05 - 1 0 2
3 Nov 3127.50 195.95 -126.55 - 0 0 0
29 Oct 3148.70 195.95 -126.55 28.72 3 2 2
28 Oct 3109.70 322.5 0 - 0 0 0
27 Oct 3159.90 322.5 0 - 0 0 0
24 Oct 3152.20 322.5 0 - 0 0 0
23 Oct 3149.90 322.5 0 - 0 0 0
21 Oct 3102.90 322.5 0 - 0 0 0
20 Oct 3096.80 322.5 0 - 0 0 0
17 Oct 3121.20 322.5 0 - 0 0 0
16 Oct 3119.00 322.5 0 - 0 0 0
15 Oct 3118.60 322.5 0 - 0 0 0
14 Oct 3107.30 322.5 0 - 0 0 0
13 Oct 3077.50 322.5 0 - 0 0 0
10 Oct 3147.40 322.5 0 - 0 0 0
9 Oct 3178.40 322.5 0 - 0 0 0
8 Oct 3216.80 322.5 0 - 0 0 0
7 Oct 3250.80 322.5 0 - 0 0 0
6 Oct 3251.70 0 0 - 0 0 0
3 Oct 3164.10 0 0 - 0 0 0


For Siemens Ltd - strike price 3300 expiring on 30DEC2025

Delta for 3300 PE is -0.40

Historical price for 3300 PE is as follows

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 61.1, which was 11.9 higher than the previous day. The implied volatity was 23.40, the open interest changed by 7 which increased total open position to 719


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 52.55, which was -12.3 lower than the previous day. The implied volatity was 24.19, the open interest changed by 78 which increased total open position to 724


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 64, which was 11.2 higher than the previous day. The implied volatity was 24.71, the open interest changed by -52 which decreased total open position to 645


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 52.4, which was -22.05 lower than the previous day. The implied volatity was 24.10, the open interest changed by 11 which increased total open position to 702


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 72.9, which was -8.7 lower than the previous day. The implied volatity was 24.95, the open interest changed by 18 which increased total open position to 685


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 78.9, which was 0.55 higher than the previous day. The implied volatity was 23.86, the open interest changed by -11 which decreased total open position to 674


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 79.5, which was 0.45 higher than the previous day. The implied volatity was 23.98, the open interest changed by 37 which increased total open position to 683


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 81.95, which was -70.85 lower than the previous day. The implied volatity was 25.21, the open interest changed by 576 which increased total open position to 645


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 153.5, which was -6.5 lower than the previous day. The implied volatity was 27.44, the open interest changed by 18 which increased total open position to 69


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 160, which was -4.75 lower than the previous day. The implied volatity was 25.04, the open interest changed by 3 which increased total open position to 50


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 163, which was 24.05 higher than the previous day. The implied volatity was 25.68, the open interest changed by -9 which decreased total open position to 47


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 140.2, which was -8.5 lower than the previous day. The implied volatity was 26.26, the open interest changed by 12 which increased total open position to 55


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 149.75, which was 4.3 higher than the previous day. The implied volatity was 28.05, the open interest changed by 34 which increased total open position to 42


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 145.45, which was -2.55 lower than the previous day. The implied volatity was 31.50, the open interest changed by 1 which increased total open position to 7


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 148, which was -102 lower than the previous day. The implied volatity was 30.58, the open interest changed by 2 which increased total open position to 5


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 250, which was -33.15 lower than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 1


On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 283.15, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 283.15, which was 3.15 higher than the previous day. The implied volatity was 37.59, the open interest changed by 0 which decreased total open position to 3


On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 280, which was 4 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 280, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 280, which was 4 higher than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 2


On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 276, which was 80.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 195.95, which was -126.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 195.95, which was -126.55 lower than the previous day. The implied volatity was 28.72, the open interest changed by 2 which increased total open position to 2


On 28 Oct SIEMENS was trading at 3109.70. The strike last trading price was 322.5, 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 27 Oct SIEMENS was trading at 3159.90. The strike last trading price was 322.5, 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 24 Oct SIEMENS was trading at 3152.20. The strike last trading price was 322.5, 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 23 Oct SIEMENS was trading at 3149.90. The strike last trading price was 322.5, 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 21 Oct SIEMENS was trading at 3102.90. The strike last trading price was 322.5, 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 20 Oct SIEMENS was trading at 3096.80. The strike last trading price was 322.5, 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 17 Oct SIEMENS was trading at 3121.20. The strike last trading price was 322.5, 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 16 Oct SIEMENS was trading at 3119.00. The strike last trading price was 322.5, 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 15 Oct SIEMENS was trading at 3118.60. The strike last trading price was 322.5, 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 Oct SIEMENS was trading at 3107.30. The strike last trading price was 322.5, 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 Oct SIEMENS was trading at 3077.50. The strike last trading price was 322.5, 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 Oct SIEMENS was trading at 3147.40. The strike last trading price was 322.5, 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 9 Oct SIEMENS was trading at 3178.40. The strike last trading price was 322.5, 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 8 Oct SIEMENS was trading at 3216.80. The strike last trading price was 322.5, 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 Oct SIEMENS was trading at 3250.80. The strike last trading price was 322.5, 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 Oct SIEMENS was trading at 3251.70. The strike last trading price was 0, 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 Oct SIEMENS was trading at 3164.10. The strike last trading price was 0, 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