[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3144.6 -51.90 (-1.62%)
L: 2992.8 H: 3208.7

Back to Option Chain


Historical option data for SIEMENS

12 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 3400 CE
Delta: 0.12
Vega: 1.38
Theta: -1.14
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3144.60 10.65 -6.55 27.20 6,154 663 2,784
11 Dec 3196.50 16.65 0.25 25.36 749 5 2,122
10 Dec 3179.90 16.5 4.65 26.10 2,372 -14 2,117
9 Dec 3142.80 11.2 -9.15 25.93 2,517 168 2,136
8 Dec 3204.20 19 -32.55 24.57 4,223 174 1,966
5 Dec 3325.90 50.3 -23.75 21.55 3,612 123 1,817
4 Dec 3362.50 69.2 8.5 22.37 3,066 70 1,694
3 Dec 3329.90 59.8 -17.35 22.07 3,529 0 1,622
2 Dec 3361.00 77.95 23.25 22.88 13,037 674 1,704
1 Dec 3310.20 57.65 4.45 22.10 1,503 96 1,022
28 Nov 3297.00 53.8 -7.4 21.41 1,263 -19 920
27 Nov 3312.10 59.4 -14.7 22.27 1,874 -82 936
26 Nov 3318.80 70.6 40.4 23.87 8,255 701 1,016
25 Nov 3181.10 29.15 -1.4 22.75 464 55 317
24 Nov 3163.90 31.4 -2.65 24.91 439 53 263
21 Nov 3173.50 34.3 -14.35 24.49 256 16 210
20 Nov 3216.30 48.9 -0.15 24.89 181 38 193
19 Nov 3211.50 48.4 -19.25 24.54 338 -62 155
18 Nov 3249.50 66.75 0.95 25.53 95 12 217
17 Nov 3232.60 67 -99.3 26.17 317 205 205
14 Nov 3084.20 166.3 0 5.73 0 0 0
28 Oct 3109.70 166.3 0 4.39 0 0 0
27 Oct 3159.90 166.3 0 3.57 0 0 0
24 Oct 3152.20 166.3 0 - 0 0 0
23 Oct 3149.90 166.3 0 - 0 0 0
21 Oct 3102.90 166.3 0 - 0 0 0
20 Oct 3096.80 166.3 0 - 0 0 0
17 Oct 3121.20 166.3 0 - 0 0 0
16 Oct 3119.00 166.3 0 - 0 0 0
15 Oct 3118.60 166.3 0 - 0 0 0
14 Oct 3107.30 166.3 0 - 0 0 0
13 Oct 3077.50 166.3 0 - 0 0 0
10 Oct 3147.40 166.3 0 - 0 0 0
9 Oct 3178.40 166.3 0 - 0 0 0
8 Oct 3216.80 166.3 0 - 0 0 0
7 Oct 3250.80 166.3 0 - 0 0 0
6 Oct 3251.70 0 0 - 0 0 0
3 Oct 3164.10 0 0 2.55 0 0 0


For Siemens Ltd - strike price 3400 expiring on 30DEC2025

Delta for 3400 CE is 0.12

Historical price for 3400 CE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 10.65, which was -6.55 lower than the previous day. The implied volatity was 27.20, the open interest changed by 663 which increased total open position to 2784


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 16.65, which was 0.25 higher than the previous day. The implied volatity was 25.36, the open interest changed by 5 which increased total open position to 2122


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 16.5, which was 4.65 higher than the previous day. The implied volatity was 26.10, the open interest changed by -14 which decreased total open position to 2117


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 11.2, which was -9.15 lower than the previous day. The implied volatity was 25.93, the open interest changed by 168 which increased total open position to 2136


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 19, which was -32.55 lower than the previous day. The implied volatity was 24.57, the open interest changed by 174 which increased total open position to 1966


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 50.3, which was -23.75 lower than the previous day. The implied volatity was 21.55, the open interest changed by 123 which increased total open position to 1817


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 69.2, which was 8.5 higher than the previous day. The implied volatity was 22.37, the open interest changed by 70 which increased total open position to 1694


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 59.8, which was -17.35 lower than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 1622


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 77.95, which was 23.25 higher than the previous day. The implied volatity was 22.88, the open interest changed by 674 which increased total open position to 1704


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 57.65, which was 4.45 higher than the previous day. The implied volatity was 22.10, the open interest changed by 96 which increased total open position to 1022


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 53.8, which was -7.4 lower than the previous day. The implied volatity was 21.41, the open interest changed by -19 which decreased total open position to 920


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 59.4, which was -14.7 lower than the previous day. The implied volatity was 22.27, the open interest changed by -82 which decreased total open position to 936


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 70.6, which was 40.4 higher than the previous day. The implied volatity was 23.87, the open interest changed by 701 which increased total open position to 1016


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 29.15, which was -1.4 lower than the previous day. The implied volatity was 22.75, the open interest changed by 55 which increased total open position to 317


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 31.4, which was -2.65 lower than the previous day. The implied volatity was 24.91, the open interest changed by 53 which increased total open position to 263


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 34.3, which was -14.35 lower than the previous day. The implied volatity was 24.49, the open interest changed by 16 which increased total open position to 210


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 48.9, which was -0.15 lower than the previous day. The implied volatity was 24.89, the open interest changed by 38 which increased total open position to 193


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 48.4, which was -19.25 lower than the previous day. The implied volatity was 24.54, the open interest changed by -62 which decreased total open position to 155


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 66.75, which was 0.95 higher than the previous day. The implied volatity was 25.53, the open interest changed by 12 which increased total open position to 217


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 67, which was -99.3 lower than the previous day. The implied volatity was 26.17, the open interest changed by 205 which increased total open position to 205


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 166.3, which was 0 lower than the previous day. The implied volatity was 5.73, 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 166.3, which was 0 lower than the previous day. The implied volatity was 4.39, 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 166.3, which was 0 lower than the previous day. The implied volatity was 3.57, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 166.3, 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 2.55, the open interest changed by 0 which decreased total open position to 0


SIEMENS 30DEC2025 3400 PE
Delta: -0.82
Vega: 1.84
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3144.60 263.15 52.1 34.91 70 -11 131
11 Dec 3196.50 209.8 -19.15 29.29 10 -1 143
10 Dec 3179.90 230.95 -29.15 32.82 61 -23 143
9 Dec 3142.80 267.1 61.95 32.47 46 -17 167
8 Dec 3204.20 203.85 89.8 26.18 217 -16 185
5 Dec 3325.90 115.3 19.55 23.99 217 -16 200
4 Dec 3362.50 101.75 -14.25 25.09 251 33 216
3 Dec 3329.90 116.3 17.7 25.32 421 -31 184
2 Dec 3361.00 98.15 -32.3 24.36 904 113 213
1 Dec 3310.20 129.65 -7.95 26.19 43 8 100
28 Nov 3297.00 139.05 5.55 25.38 161 8 93
27 Nov 3312.10 134.6 5.5 24.30 93 22 85
26 Nov 3318.80 133.5 -100.5 24.99 143 38 66
25 Nov 3181.10 234 -3 30.95 3 2 27
24 Nov 3163.90 237 6.4 26.41 1 0 24
21 Nov 3173.50 230.6 24.15 24.63 15 3 23
20 Nov 3216.30 208.35 -10.05 27.15 8 5 19
19 Nov 3211.50 216.7 14.2 28.79 20 4 15
18 Nov 3249.50 202.5 -5.3 31.17 1 0 11
17 Nov 3232.60 207.25 -178.4 30.48 15 9 9
14 Nov 3084.20 385.65 0 - 0 0 0
28 Oct 3109.70 385.65 0 - 0 0 0
27 Oct 3159.90 385.65 0 - 0 0 0
24 Oct 3152.20 385.65 0 - 0 0 0
23 Oct 3149.90 385.65 0 - 0 0 0
21 Oct 3102.90 385.65 0 - 0 0 0
20 Oct 3096.80 385.65 0 - 0 0 0
17 Oct 3121.20 385.65 0 - 0 0 0
16 Oct 3119.00 385.65 0 - 0 0 0
15 Oct 3118.60 385.65 0 - 0 0 0
14 Oct 3107.30 385.65 0 - 0 0 0
13 Oct 3077.50 385.65 0 - 0 0 0
10 Oct 3147.40 385.65 0 - 0 0 0
9 Oct 3178.40 385.65 0 - 0 0 0
8 Oct 3216.80 385.65 0 - 0 0 0
7 Oct 3250.80 385.65 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 3400 expiring on 30DEC2025

Delta for 3400 PE is -0.82

Historical price for 3400 PE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 263.15, which was 52.1 higher than the previous day. The implied volatity was 34.91, the open interest changed by -11 which decreased total open position to 131


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 209.8, which was -19.15 lower than the previous day. The implied volatity was 29.29, the open interest changed by -1 which decreased total open position to 143


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 230.95, which was -29.15 lower than the previous day. The implied volatity was 32.82, the open interest changed by -23 which decreased total open position to 143


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 267.1, which was 61.95 higher than the previous day. The implied volatity was 32.47, the open interest changed by -17 which decreased total open position to 167


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 203.85, which was 89.8 higher than the previous day. The implied volatity was 26.18, the open interest changed by -16 which decreased total open position to 185


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 115.3, which was 19.55 higher than the previous day. The implied volatity was 23.99, the open interest changed by -16 which decreased total open position to 200


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 101.75, which was -14.25 lower than the previous day. The implied volatity was 25.09, the open interest changed by 33 which increased total open position to 216


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 116.3, which was 17.7 higher than the previous day. The implied volatity was 25.32, the open interest changed by -31 which decreased total open position to 184


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 98.15, which was -32.3 lower than the previous day. The implied volatity was 24.36, the open interest changed by 113 which increased total open position to 213


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 129.65, which was -7.95 lower than the previous day. The implied volatity was 26.19, the open interest changed by 8 which increased total open position to 100


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 139.05, which was 5.55 higher than the previous day. The implied volatity was 25.38, the open interest changed by 8 which increased total open position to 93


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 134.6, which was 5.5 higher than the previous day. The implied volatity was 24.30, the open interest changed by 22 which increased total open position to 85


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 133.5, which was -100.5 lower than the previous day. The implied volatity was 24.99, the open interest changed by 38 which increased total open position to 66


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 234, which was -3 lower than the previous day. The implied volatity was 30.95, the open interest changed by 2 which increased total open position to 27


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 237, which was 6.4 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 24


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 230.6, which was 24.15 higher than the previous day. The implied volatity was 24.63, the open interest changed by 3 which increased total open position to 23


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 208.35, which was -10.05 lower than the previous day. The implied volatity was 27.15, the open interest changed by 5 which increased total open position to 19


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 216.7, which was 14.2 higher than the previous day. The implied volatity was 28.79, the open interest changed by 4 which increased total open position to 15


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 202.5, which was -5.3 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 11


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 207.25, which was -178.4 lower than the previous day. The implied volatity was 30.48, the open interest changed by 9 which increased total open position to 9


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 385.65, 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 28 Oct SIEMENS was trading at 3109.70. The strike last trading price was 385.65, 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 Oct SIEMENS was trading at 3159.90. The strike last trading price was 385.65, 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 Oct SIEMENS was trading at 3152.20. The strike last trading price was 385.65, 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 Oct SIEMENS was trading at 3149.90. The strike last trading price was 385.65, 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 385.65, 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 385.65, 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 17 Oct SIEMENS was trading at 3121.20. The strike last trading price was 385.65, 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 385.65, 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 15 Oct SIEMENS was trading at 3118.60. The strike last trading price was 385.65, 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 385.65, 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 385.65, 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 385.65, 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 385.65, 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 8 Oct SIEMENS was trading at 3216.80. The strike last trading price was 385.65, 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 385.65, 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 -, the open interest changed by 0 which decreased total open position to 0