SIEMENS
Siemens Ltd
Historical option data for SIEMENS
02 Mar 2026 04:12 PM IST
| SIEMENS 30-MAR-2026 3350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 3.67
Theta: -2.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 3341.60 | 114 | -50.6 | 31.4 | 1,373 | 136 | 378 | |||||||||
| 27 Feb | 3418.60 | 168.7 | 50.15 | 27.51 | 2,390 | -100 | 249 | |||||||||
| 26 Feb | 3336.90 | 116.2 | -13 | 27.84 | 1,002 | 71 | 348 | |||||||||
| 25 Feb | 3350.80 | 128.8 | -17.9 | 29.13 | 1,266 | 89 | 277 | |||||||||
| 24 Feb | 3365.60 | 161.5 | 50.85 | 32.81 | 2,080 | 64 | 193 | |||||||||
| 23 Feb | 3302.20 | 113.1 | 40.45 | 28.6 | 460 | 20 | 115 | |||||||||
| 20 Feb | 3206.20 | 73 | -8.2 | 30.06 | 476 | 78 | 87 | |||||||||
| 19 Feb | 3107.10 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 18 Feb | 3187.90 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 17 Feb | 3186.40 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 16 Feb | 3215.60 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 13 Feb | 3116.50 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 12 Feb | 3148.50 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 11 Feb | 3151.60 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 10 Feb | 3111.50 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 9 Feb | 3109.00 | 84.7 | -60.7 | - | 0 | 0 | 9 | |||||||||
| 6 Feb | 3176.20 | 84.7 | -60.7 | 31.53 | 4 | -1 | 9 | |||||||||
| 5 Feb | 3300.00 | 145.4 | 81.25 | - | 0 | 0 | 10 | |||||||||
| 4 Feb | 3290.50 | 145.4 | 81.25 | 29.42 | 5 | 1 | 10 | |||||||||
| 3 Feb | 3211.70 | 64.15 | 15.75 | - | 0 | 0 | 9 | |||||||||
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| 2 Feb | 3089.90 | 64.15 | 15.75 | - | 0 | 0 | 9 | |||||||||
| 1 Feb | 2981.80 | 64.15 | 15.75 | - | 0 | 0 | 9 | |||||||||
| 30 Jan | 3101.30 | 64.15 | 15.75 | 28.37 | 9 | 7 | 7 | |||||||||
| 29 Jan | 3096.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3350 expiring on 30MAR2026
Delta for 3350 CE is 0.51
Historical price for 3350 CE is as follows
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 114, which was -50.6 lower than the previous day. The implied volatity was 31.4, the open interest changed by 136 which increased total open position to 378
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 168.7, which was 50.15 higher than the previous day. The implied volatity was 27.51, the open interest changed by -100 which decreased total open position to 249
On 26 Feb SIEMENS was trading at 3336.90. The strike last trading price was 116.2, which was -13 lower than the previous day. The implied volatity was 27.84, the open interest changed by 71 which increased total open position to 348
On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 128.8, which was -17.9 lower than the previous day. The implied volatity was 29.13, the open interest changed by 89 which increased total open position to 277
On 24 Feb SIEMENS was trading at 3365.60. The strike last trading price was 161.5, which was 50.85 higher than the previous day. The implied volatity was 32.81, the open interest changed by 64 which increased total open position to 193
On 23 Feb SIEMENS was trading at 3302.20. The strike last trading price was 113.1, which was 40.45 higher than the previous day. The implied volatity was 28.6, the open interest changed by 20 which increased total open position to 115
On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 73, which was -8.2 lower than the previous day. The implied volatity was 30.06, the open interest changed by 78 which increased total open position to 87
On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Feb SIEMENS was trading at 3187.90. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Feb SIEMENS was trading at 3186.40. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Feb SIEMENS was trading at 3215.60. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Feb SIEMENS was trading at 3116.50. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Feb SIEMENS was trading at 3148.50. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Feb SIEMENS was trading at 3151.60. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Feb SIEMENS was trading at 3111.50. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Feb SIEMENS was trading at 3109.00. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Feb SIEMENS was trading at 3176.20. The strike last trading price was 84.7, which was -60.7 lower than the previous day. The implied volatity was 31.53, the open interest changed by -1 which decreased total open position to 9
On 5 Feb SIEMENS was trading at 3300.00. The strike last trading price was 145.4, which was 81.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Feb SIEMENS was trading at 3290.50. The strike last trading price was 145.4, which was 81.25 higher than the previous day. The implied volatity was 29.42, the open interest changed by 1 which increased total open position to 10
On 3 Feb SIEMENS was trading at 3211.70. The strike last trading price was 64.15, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Feb SIEMENS was trading at 3089.90. The strike last trading price was 64.15, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Feb SIEMENS was trading at 2981.80. The strike last trading price was 64.15, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Jan SIEMENS was trading at 3101.30. The strike last trading price was 64.15, which was 15.75 higher than the previous day. The implied volatity was 28.37, the open interest changed by 7 which increased total open position to 7
On 29 Jan SIEMENS was trading at 3096.30. 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 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 3.67
Theta: -1.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 3341.60 | 125.5 | 37.05 | 33.85 | 1,304 | -30 | 292 |
| 27 Feb | 3418.60 | 85.55 | -26.5 | 33.56 | 1,815 | 80 | 323 |
| 26 Feb | 3336.90 | 112.25 | -0.7 | 30.24 | 499 | 23 | 241 |
| 25 Feb | 3350.80 | 110.65 | -0.1 | 30.61 | 1,143 | 28 | 221 |
| 24 Feb | 3365.60 | 112 | -33.8 | 33.57 | 662 | 171 | 191 |
| 23 Feb | 3302.20 | 145.8 | -46.8 | 33.55 | 6 | 0 | 19 |
| 20 Feb | 3206.20 | 200 | -269.35 | 30.53 | 48 | 19 | 19 |
| 19 Feb | 3107.10 | 469.35 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 3187.90 | 469.35 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 3186.40 | 469.35 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 3215.60 | 469.35 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 3116.50 | 469.35 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 3148.50 | 469.35 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 3151.60 | 469.35 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 3111.50 | 469.35 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 3109.00 | 469.35 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 3176.20 | 469.35 | 0 | 0.14 | 0 | 0 | 0 |
| 5 Feb | 3300.00 | 469.35 | 0 | 0.03 | 0 | 0 | 0 |
| 4 Feb | 3290.50 | 469.35 | 0 | 0.07 | 0 | 0 | 0 |
| 3 Feb | 3211.70 | 469.35 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 3089.90 | 469.35 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2981.80 | 469.35 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 3101.30 | 469.35 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 3096.30 | 0 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3350 expiring on 30MAR2026
Delta for 3350 PE is -0.48
Historical price for 3350 PE is as follows
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 125.5, which was 37.05 higher than the previous day. The implied volatity was 33.85, the open interest changed by -30 which decreased total open position to 292
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 85.55, which was -26.5 lower than the previous day. The implied volatity was 33.56, the open interest changed by 80 which increased total open position to 323
On 26 Feb SIEMENS was trading at 3336.90. The strike last trading price was 112.25, which was -0.7 lower than the previous day. The implied volatity was 30.24, the open interest changed by 23 which increased total open position to 241
On 25 Feb SIEMENS was trading at 3350.80. The strike last trading price was 110.65, which was -0.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by 28 which increased total open position to 221
On 24 Feb SIEMENS was trading at 3365.60. The strike last trading price was 112, which was -33.8 lower than the previous day. The implied volatity was 33.57, the open interest changed by 171 which increased total open position to 191
On 23 Feb SIEMENS was trading at 3302.20. The strike last trading price was 145.8, which was -46.8 lower than the previous day. The implied volatity was 33.55, the open interest changed by 0 which decreased total open position to 19
On 20 Feb SIEMENS was trading at 3206.20. The strike last trading price was 200, which was -269.35 lower than the previous day. The implied volatity was 30.53, the open interest changed by 19 which increased total open position to 19
On 19 Feb SIEMENS was trading at 3107.10. The strike last trading price was 469.35, 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 Feb SIEMENS was trading at 3187.90. The strike last trading price was 469.35, 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 Feb SIEMENS was trading at 3186.40. The strike last trading price was 469.35, 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 Feb SIEMENS was trading at 3215.60. The strike last trading price was 469.35, 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 469.35, 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 469.35, 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 469.35, 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 469.35, 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 469.35, 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 469.35, which was 0 lower than the previous day. The implied volatity was 0.14, 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 469.35, which was 0 lower than the previous day. The implied volatity was 0.03, 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 469.35, which was 0 lower than the previous day. The implied volatity was 0.07, 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 469.35, 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 469.35, 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 469.35, 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 469.35, 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 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
