[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3350.8 -14.80 (-0.44%)
L: 3304 H: 3396

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Historical option data for SIEMENS

25 Feb 2026 04:12 PM IST
SIEMENS 30-MAR-2026 3300 CE
Delta: 0.62
Vega: 3.84
Theta: -2.24
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 3350.80 157.9 -18 29.62 945 10 392
24 Feb 3365.60 191 58.25 30.81 3,477 25 383
23 Feb 3302.20 137 47.2 29.43 2,018 63 355
20 Feb 3206.20 89.95 41.25 29.89 4,765 143 305
19 Feb 3107.10 46.35 -25.45 25.59 228 93 161
18 Feb 3187.90 72 0 24.82 33 5 59
17 Feb 3186.40 72 -21.6 24.53 69 25 54
16 Feb 3215.60 91 13.7 25.7 34 5 28
13 Feb 3116.50 77.3 5.3 31.03 16 4 21
12 Feb 3148.50 72 7.1 26.03 11 -1 17
11 Feb 3151.60 64.9 3.2 24.28 12 0 18
10 Feb 3111.50 61.7 -6.5 25.99 16 6 18
9 Feb 3109.00 68.2 -31.85 27.65 9 -1 13
6 Feb 3176.20 80 6.85 26.86 53 10 14
5 Feb 3300.00 73.15 -65.3 - 0 0 4
4 Feb 3290.50 73.15 -65.3 - 0 0 4
3 Feb 3211.70 73.15 -65.3 - 0 0 4
2 Feb 3089.90 73.15 -65.3 - 0 0 4
1 Feb 2981.80 73.15 -65.3 - 0 0 4
30 Jan 3101.30 73.15 -65.3 25.88 4 2 2
29 Jan 3096.30 138.45 0 3.07 0 0 0
28 Jan 2980.80 - - - 0 0 0
27 Jan 2894.00 138.45 0 6.9 0 0 0
23 Jan 2900.40 138.45 0 6.58 0 0 0
22 Jan 2928.20 138.45 0 6.03 0 0 0
21 Jan 2884.50 138.45 0 6.55 0 0 0
20 Jan 2848.60 138.45 0 7.23 0 0 0
19 Jan 2952.60 138.45 0 5.31 0 0 0
16 Jan 2919.20 138.45 0 5.82 0 0 0
14 Jan 2970.80 138.45 0 4.93 0 0 0
13 Jan 2947.70 138.45 0 5.14 0 0 0
12 Jan 2980.80 138.45 0 4.94 0 0 0
9 Jan 3043.80 138.45 0 3.56 0 0 0
8 Jan 3009.50 138.45 0 4.05 0 0 0
7 Jan 3133.60 138.45 0 - 0 0 0
6 Jan 3128.10 138.45 0 1.77 0 0 0
5 Jan 3086.60 138.45 0 - 0 0 0
2 Jan 3097.70 138.45 0 - 0 0 0
1 Jan 3091.30 138.45 0 2.16 0 0 0
31 Dec 3063.30 0 0 - 0 0 0


For Siemens Ltd - strike price 3300 expiring on 30MAR2026

Delta for 3300 CE is 0.62

Historical price for 3300 CE is as follows

On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 157.9, which was -18 lower than the previous day. The implied volatity was 29.62, the open interest changed by 10 which increased total open position to 392


On 24 Feb SIEMENS was trading at 3365.60. The strike last trading price was 191, which was 58.25 higher than the previous day. The implied volatity was 30.81, the open interest changed by 25 which increased total open position to 383


On 23 Feb SIEMENS was trading at 3302.20. The strike last trading price was 137, which was 47.2 higher than the previous day. The implied volatity was 29.43, the open interest changed by 63 which increased total open position to 355


On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 89.95, which was 41.25 higher than the previous day. The implied volatity was 29.89, the open interest changed by 143 which increased total open position to 305


On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 46.35, which was -25.45 lower than the previous day. The implied volatity was 25.59, the open interest changed by 93 which increased total open position to 161


On 18 Feb SIEMENS was trading at 3187.90. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was 24.82, the open interest changed by 5 which increased total open position to 59


On 17 Feb SIEMENS was trading at 3186.40. The strike last trading price was 72, which was -21.6 lower than the previous day. The implied volatity was 24.53, the open interest changed by 25 which increased total open position to 54


On 16 Feb SIEMENS was trading at 3215.60. The strike last trading price was 91, which was 13.7 higher than the previous day. The implied volatity was 25.7, the open interest changed by 5 which increased total open position to 28


On 13 Feb SIEMENS was trading at 3116.50. The strike last trading price was 77.3, which was 5.3 higher than the previous day. The implied volatity was 31.03, the open interest changed by 4 which increased total open position to 21


On 12 Feb SIEMENS was trading at 3148.50. The strike last trading price was 72, which was 7.1 higher than the previous day. The implied volatity was 26.03, the open interest changed by -1 which decreased total open position to 17


On 11 Feb SIEMENS was trading at 3151.60. The strike last trading price was 64.9, which was 3.2 higher than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 18


On 10 Feb SIEMENS was trading at 3111.50. The strike last trading price was 61.7, which was -6.5 lower than the previous day. The implied volatity was 25.99, the open interest changed by 6 which increased total open position to 18


On 9 Feb SIEMENS was trading at 3109.00. The strike last trading price was 68.2, which was -31.85 lower than the previous day. The implied volatity was 27.65, the open interest changed by -1 which decreased total open position to 13


On 6 Feb SIEMENS was trading at 3176.20. The strike last trading price was 80, which was 6.85 higher than the previous day. The implied volatity was 26.86, the open interest changed by 10 which increased total open position to 14


On 5 Feb SIEMENS was trading at 3300.00. The strike last trading price was 73.15, which was -65.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 4 Feb SIEMENS was trading at 3290.50. The strike last trading price was 73.15, which was -65.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 3 Feb SIEMENS was trading at 3211.70. The strike last trading price was 73.15, which was -65.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 2 Feb SIEMENS was trading at 3089.90. The strike last trading price was 73.15, which was -65.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 1 Feb SIEMENS was trading at 2981.80. The strike last trading price was 73.15, which was -65.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 30 Jan SIEMENS was trading at 3101.30. The strike last trading price was 73.15, which was -65.3 lower than the previous day. The implied volatity was 25.88, the open interest changed by 2 which increased total open position to 2


On 29 Jan SIEMENS was trading at 3096.30. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SIEMENS was trading at 2980.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SIEMENS was trading at 2894.00. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 6.9, the open interest changed by 0 which decreased total open position to 0


On 23 Jan SIEMENS was trading at 2900.40. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SIEMENS was trading at 2928.20. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SIEMENS was trading at 2884.50. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SIEMENS was trading at 2848.60. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SIEMENS was trading at 2952.60. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SIEMENS was trading at 2919.20. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SIEMENS was trading at 2970.80. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SIEMENS was trading at 2947.70. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SIEMENS was trading at 2980.80. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SIEMENS was trading at 3043.80. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0


On 8 Jan SIEMENS was trading at 3009.50. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SIEMENS was trading at 3133.60. The strike last trading price was 138.45, 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 6 Jan SIEMENS was trading at 3128.10. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 5 Jan SIEMENS was trading at 3086.60. The strike last trading price was 138.45, 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 2 Jan SIEMENS was trading at 3097.70. The strike last trading price was 138.45, 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 1 Jan SIEMENS was trading at 3091.30. The strike last trading price was 138.45, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SIEMENS was trading at 3063.30. 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


SIEMENS 30MAR2026 3300 PE
Delta: -0.39
Vega: 3.85
Theta: -1.4
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 3350.80 88 -2.1 30.58 1,322 8 350
24 Feb 3365.60 92 -27.1 33.91 1,324 175 319
23 Feb 3302.20 119.95 -43.6 33.88 422 53 139
20 Feb 3206.20 168 23.55 30.47 387 85 87
19 Feb 3107.10 144.45 9.45 - 0 0 2
18 Feb 3187.90 144.45 9.45 24.19 1 0 1
17 Feb 3186.40 135 -225.1 20.5 1 0 0
16 Feb 3215.60 360.1 0 - 0 0 0
13 Feb 3116.50 360.1 0 - 0 0 0
12 Feb 3148.50 360.1 0 - 0 0 0
11 Feb 3151.60 360.1 0 - 0 0 0
10 Feb 3111.50 360.1 0 - 0 0 0
9 Feb 3109.00 360.1 0 - 0 0 0
6 Feb 3176.20 360.1 0 0.12 0 0 0
5 Feb 3300.00 360.1 0 1.1 0 0 0
4 Feb 3290.50 360.1 0 0.87 0 0 0
3 Feb 3211.70 360.1 0 - 0 0 0
2 Feb 3089.90 360.1 0 - 0 0 0
1 Feb 2981.80 360.1 0 - 0 0 0
30 Jan 3101.30 360.1 0 - 0 0 0
29 Jan 3096.30 360.1 0 - 0 0 0
28 Jan 2980.80 - - - 0 0 0
27 Jan 2894.00 360.1 0 - 0 0 0
23 Jan 2900.40 360.1 0 - 0 0 0
22 Jan 2928.20 360.1 0 - 0 0 0
21 Jan 2884.50 360.1 0 - 0 0 0
20 Jan 2848.60 360.1 0 - 0 0 0
19 Jan 2952.60 360.1 0 - 0 0 0
16 Jan 2919.20 360.1 0 - 0 0 0
14 Jan 2970.80 360.1 0 - 0 0 0
13 Jan 2947.70 360.1 0 - 0 0 0
12 Jan 2980.80 360.1 0 - 0 0 0
9 Jan 3043.80 360.1 0 - 0 0 0
8 Jan 3009.50 360.1 0 - 0 0 0
7 Jan 3133.60 360.1 0 - 0 0 0
6 Jan 3128.10 360.1 0 - 0 0 0
5 Jan 3086.60 360.1 0 - 0 0 0
2 Jan 3097.70 360.1 0 - 0 0 0
1 Jan 3091.30 360.1 0 - 0 0 0
31 Dec 3063.30 360.1 0 - 0 0 0


For Siemens Ltd - strike price 3300 expiring on 30MAR2026

Delta for 3300 PE is -0.39

Historical price for 3300 PE is as follows

On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 88, which was -2.1 lower than the previous day. The implied volatity was 30.58, the open interest changed by 8 which increased total open position to 350


On 24 Feb SIEMENS was trading at 3365.60. The strike last trading price was 92, which was -27.1 lower than the previous day. The implied volatity was 33.91, the open interest changed by 175 which increased total open position to 319


On 23 Feb SIEMENS was trading at 3302.20. The strike last trading price was 119.95, which was -43.6 lower than the previous day. The implied volatity was 33.88, the open interest changed by 53 which increased total open position to 139


On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 168, which was 23.55 higher than the previous day. The implied volatity was 30.47, the open interest changed by 85 which increased total open position to 87


On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 144.45, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Feb SIEMENS was trading at 3187.90. The strike last trading price was 144.45, which was 9.45 higher than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 1


On 17 Feb SIEMENS was trading at 3186.40. The strike last trading price was 135, which was -225.1 lower than the previous day. The implied volatity was 20.5, the open interest changed by 0 which decreased total open position to 0


On 16 Feb SIEMENS was trading at 3215.60. The strike last trading price was 360.1, 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 Feb SIEMENS was trading at 3116.50. The strike last trading price was 360.1, 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 Feb SIEMENS was trading at 3148.50. The strike last trading price was 360.1, 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 Feb SIEMENS was trading at 3151.60. The strike last trading price was 360.1, 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 Feb SIEMENS was trading at 3111.50. The strike last trading price was 360.1, 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 Feb SIEMENS was trading at 3109.00. The strike last trading price was 360.1, 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 Feb SIEMENS was trading at 3176.20. The strike last trading price was 360.1, which was 0 lower than the previous day. The implied volatity was 0.12, 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 360.1, which was 0 lower than the previous day. The implied volatity was 1.1, 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 360.1, which was 0 lower than the previous day. The implied volatity was 0.87, 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 360.1, 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 Feb SIEMENS was trading at 3089.90. The strike last trading price was 360.1, 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 360.1, 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 360.1, 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 360.1, 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 28 Jan SIEMENS was trading at 2980.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SIEMENS was trading at 2894.00. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2900.40. The strike last trading price was 360.1, 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 22 Jan SIEMENS was trading at 2928.20. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2884.50. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2848.60. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2952.60. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2919.20. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2970.80. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2947.70. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 2980.80. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 3043.80. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 3009.50. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 3133.60. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 3128.10. The strike last trading price was 360.1, 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 5 Jan SIEMENS was trading at 3086.60. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 3097.70. The strike last trading price was 360.1, 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 Jan SIEMENS was trading at 3091.30. The strike last trading price was 360.1, 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 Dec SIEMENS was trading at 3063.30. The strike last trading price was 360.1, 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