SIEMENS

Siemens Ltd

3144.6 -51.90 (-1.62%)

L: 2992.8 H: 3208.7

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Historical option data for SIEMENS
12 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SIEMENS 30-DEC-2025 3350 CE
Delta: 0.16 Vega: 1.70 Theta: -1.36 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3144.60	14.95 ₹ 1,868.75	-10.7 -1337.50	25.94	5,002 6,25,250	714 89,250	2,121 2,65,125
11 Dec	3196.50	25.25 ₹ 3,156.25	1.55 193.75	24.96	917 1,14,625	78 9,750	1,415 1,76,875
10 Dec	3179.90	24 ₹ 3,000	6.6 825.00	25.44	1,655 2,06,875	59 7,375	1,340 1,67,500
9 Dec	3142.80	16.4 ₹ 2,050	-13.95 -1743.75	25.22	1,659 2,07,375	100 12,500	1,281 1,60,125
8 Dec	3204.20	27.95 ₹ 3,493.75	-44.55 -5568.75	24.12	2,468 3,08,500	-53 -6,625	1,180 1,47,500
5 Dec	3325.90	70.85 ₹ 8,856.25	-28.55 -3568.75	21.43	2,608 3,26,000	337 42,125	1,236 1,54,500
4 Dec	3362.50	93.65 ₹ 11,706.25	11.3 1412.50	22.37	3,387 4,23,375	12 1,500	898 1,12,250
3 Dec	3329.90	81 ₹ 10,125	-20.4 -2550.00	21.78	2,612 3,26,500	256 32,000	883 1,10,375
2 Dec	3361.00	101.6 ₹ 12,700	26.3 3287.50	22.48	8,034 10,04,250	52 6,500	635 79,375
1 Dec	3310.20	78.2 ₹ 9,775	5.9 737.50	21.94	779 97,375	22 2,750	588 73,500
28 Nov	3297.00	73 ₹ 9,125	-8.65 -1081.25	21.22	768 96,000	101 12,625	573 71,625
27 Nov	3312.10	79.3 ₹ 9,912.5	-16.65 -2081.25	22.15	1,753 2,19,125	10 1,250	472 59,000

26 Nov	3318.80	91.5 ₹ 11,437.5	42.9 5362.50	23.77	8,003 10,00,375	465 58,125	466 58,250
25 Nov	3181.10	40.8 ₹ 5,100	-81.6 -10200.00	22.69	2 250	0 0	0 0
24 Nov	3163.90	122.4 ₹ 15,300	0 0.00	3.88	0 0	0 0	0 0
21 Nov	3173.50	122.4 ₹ 15,300	0 0.00	3.51	0 0	0 0	0 0
20 Nov	3216.30	122.4 ₹ 15,300	0 0.00	2.39	0 0	0 0	0 0
19 Nov	3211.50	122.4 ₹ 15,300	0 0.00	2.48	0 0	0 0	0 0
18 Nov	3249.50	122.4 ₹ 15,300	0 0.00	1.58	0 0	0 0	0 0
17 Nov	3232.60	122.4 ₹ 15,300	0 0.00	1.72	0 0	0 0	0 0
14 Nov	3084.20	122.4 ₹ 15,300	0 0.00	4.87	0 0	0 0	0 0

For Siemens Ltd - strike price 3350 expiring on 30DEC2025

Delta for 3350 CE is 0.16

Historical price for 3350 CE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 14.95, which was -10.7 lower than the previous day. The implied volatity was 25.94, the open interest changed by 714 which increased total open position to 2121

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 25.25, which was 1.55 higher than the previous day. The implied volatity was 24.96, the open interest changed by 78 which increased total open position to 1415

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 24, which was 6.6 higher than the previous day. The implied volatity was 25.44, the open interest changed by 59 which increased total open position to 1340

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 16.4, which was -13.95 lower than the previous day. The implied volatity was 25.22, the open interest changed by 100 which increased total open position to 1281

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 27.95, which was -44.55 lower than the previous day. The implied volatity was 24.12, the open interest changed by -53 which decreased total open position to 1180

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 70.85, which was -28.55 lower than the previous day. The implied volatity was 21.43, the open interest changed by 337 which increased total open position to 1236

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 93.65, which was 11.3 higher than the previous day. The implied volatity was 22.37, the open interest changed by 12 which increased total open position to 898

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 81, which was -20.4 lower than the previous day. The implied volatity was 21.78, the open interest changed by 256 which increased total open position to 883

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 101.6, which was 26.3 higher than the previous day. The implied volatity was 22.48, the open interest changed by 52 which increased total open position to 635

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 78.2, which was 5.9 higher than the previous day. The implied volatity was 21.94, the open interest changed by 22 which increased total open position to 588

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 73, which was -8.65 lower than the previous day. The implied volatity was 21.22, the open interest changed by 101 which increased total open position to 573

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 79.3, which was -16.65 lower than the previous day. The implied volatity was 22.15, the open interest changed by 10 which increased total open position to 472

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 91.5, which was 42.9 higher than the previous day. The implied volatity was 23.77, the open interest changed by 465 which increased total open position to 466

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 40.8, which was -81.6 lower than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 0

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 122.4, which was 0 lower than the previous day. The implied volatity was 3.88, 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 122.4, which was 0 lower than the previous day. The implied volatity was 3.51, 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 122.4, which was 0 lower than the previous day. The implied volatity was 2.39, 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 122.4, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 122.4, which was 0 lower than the previous day. The implied volatity was 1.58, 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 122.4, which was 0 lower than the previous day. The implied volatity was 1.72, 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 122.4, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0

SIEMENS 30DEC2025 3350 PE
Delta: -0.79 Vega: 2.02 Theta: -1.04 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3144.60	215.95 ₹ 26,993.75	43.65 5456.25	31.69	94 11,750	-4 -500	245 30,625
11 Dec	3196.50	170.65 ₹ 21,331.25	-15.95 -1993.75	29.10	55 6,875	-29 -3,625	249 31,125
10 Dec	3179.90	184.45 ₹ 23,056.25	-26.1 -3262.50	29.50	4 500	0 0	279 34,875
9 Dec	3142.80	213.3 ₹ 26,662.5	48.85 6106.25	26.32	23 2,875	-4 -500	280 35,000
8 Dec	3204.20	172.25 ₹ 21,531.25	87.45 10931.25	28.17	692 86,500	-46 -5,750	284 35,500
5 Dec	3325.90	86.05 ₹ 10,756.25	14.5 1812.50	23.76	820 1,02,500	-7 -875	330 41,250
4 Dec	3362.50	74.6 ₹ 9,325	-13.25 -1656.25	24.57	744 93,000	65 8,125	338 42,250
3 Dec	3329.90	87.3 ₹ 10,912.5	13.8 1725.00	24.83	1,273 1,59,125	-72 -9,000	275 34,375
2 Dec	3361.00	71.65 ₹ 8,956.25	-27.85 -3481.25	23.84	2,546 3,18,250	143 17,875	347 43,375
1 Dec	3310.20	97.6 ₹ 12,200	-9.8 -1225.00	25.13	46 5,750	3 375	202 25,250
28 Nov	3297.00	106.65 ₹ 13,331.25	3.4 425.00	24.53	108 13,500	-7 -875	198 24,750
27 Nov	3312.10	103.2 ₹ 12,900	0.2 25.00	23.67	346 43,250	-36 -4,500	202 25,250
26 Nov	3318.80	106.85 ₹ 13,356.25	-57.15 -7143.75	25.36	1,794 2,24,250	235 29,375	237 29,625
25 Nov	3181.10	164 ₹ 20,500	-5.55 -693.75	-	0 0	0 0	0 0
24 Nov	3163.90	164 ₹ 20,500	-5.55 -693.75	-	0 0	0 0	0 0
21 Nov	3173.50	164 ₹ 20,500	-5.55 -693.75	-	0 0	1 125	0 0
20 Nov	3216.30	164 ₹ 20,500	-5.55 -693.75	24.51	1 125	0 0	1 125
19 Nov	3211.50	169.55 ₹ 21,193.75	-158 -19750.00	25.42	1 125	0 0	0 0
18 Nov	3249.50	327.55 ₹ 40,943.75	0 0.00	-	0 0	0 0	0 0
17 Nov	3232.60	327.55 ₹ 40,943.75	0 0.00	-	0 0	0 0	0 0
14 Nov	3084.20	327.55 ₹ 40,943.75	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3350 expiring on 30DEC2025

Delta for 3350 PE is -0.79

Historical price for 3350 PE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 215.95, which was 43.65 higher than the previous day. The implied volatity was 31.69, the open interest changed by -4 which decreased total open position to 245

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 170.65, which was -15.95 lower than the previous day. The implied volatity was 29.10, the open interest changed by -29 which decreased total open position to 249

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 184.45, which was -26.1 lower than the previous day. The implied volatity was 29.50, the open interest changed by 0 which decreased total open position to 279

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 213.3, which was 48.85 higher than the previous day. The implied volatity was 26.32, the open interest changed by -4 which decreased total open position to 280

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 172.25, which was 87.45 higher than the previous day. The implied volatity was 28.17, the open interest changed by -46 which decreased total open position to 284

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 86.05, which was 14.5 higher than the previous day. The implied volatity was 23.76, the open interest changed by -7 which decreased total open position to 330

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 74.6, which was -13.25 lower than the previous day. The implied volatity was 24.57, the open interest changed by 65 which increased total open position to 338

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 87.3, which was 13.8 higher than the previous day. The implied volatity was 24.83, the open interest changed by -72 which decreased total open position to 275

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 71.65, which was -27.85 lower than the previous day. The implied volatity was 23.84, the open interest changed by 143 which increased total open position to 347

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 97.6, which was -9.8 lower than the previous day. The implied volatity was 25.13, the open interest changed by 3 which increased total open position to 202

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 106.65, which was 3.4 higher than the previous day. The implied volatity was 24.53, the open interest changed by -7 which decreased total open position to 198

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 103.2, which was 0.2 higher than the previous day. The implied volatity was 23.67, the open interest changed by -36 which decreased total open position to 202

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 106.85, which was -57.15 lower than the previous day. The implied volatity was 25.36, the open interest changed by 235 which increased total open position to 237

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 164, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 164, which was -5.55 lower than the previous day. The implied volatity was -, 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 164, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 164, which was -5.55 lower than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 1

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 169.55, which was -158 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 0

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 327.55, 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 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 327.55, 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 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 327.55, 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

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