SIEMENS
Siemens Ltd
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































































































































































































































