SIEMENS

Siemens Ltd

3140.1 -21.30 (-0.67%)

L: 3130.8 H: 3180

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Historical option data for SIEMENS
17 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 3450 CE
Delta: 0.06 Vega: 0.75 Theta: -0.94 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	5.05 ₹ 631.25	-0.7 -87.50	31.04	309 38,625	-78 -9,750	805 1,00,625
16 Dec	3161.40	5.8 ₹ 725	-1.05 -131.25	28.56	260 32,500	-12 -1,500	884 1,10,500
15 Dec	3157.80	6.8 ₹ 850	-1.15 -143.75	29.48	596 74,500	74 9,250	897 1,12,125
12 Dec	3144.60	7.4 ₹ 925	-4.15 -518.75	28.19	1,758 2,19,750	5 625	831 1,03,875
11 Dec	3196.50	11.2 ₹ 1,400	-0.1 -12.50	26.06	270 33,750	-24 -3,000	828 1,03,500
10 Dec	3179.90	11.45 ₹ 1,431.25	2.95 368.75	26.88	373 46,625	-27 -3,375	852 1,06,500
9 Dec	3142.80	7.65 ₹ 956.25	-6.3 -787.50	26.66	538 67,250	80 10,000	878 1,09,750
8 Dec	3204.20	13.2 ₹ 1,650	-23.25 -2906.25	25.30	1,495 1,86,875	131 16,375	800 1,00,000
5 Dec	3325.90	35.3 ₹ 4,412.5	-18.55 -2318.75	21.90	1,204 1,50,500	19 2,375	670 83,750
4 Dec	3362.50	50.25 ₹ 6,281.25	6.5 812.50	22.57	658 82,250	-32 -4,000	651 81,375
3 Dec	3329.90	43.5 ₹ 5,437.5	-13.8 -1725.00	22.46	1,005 1,25,625	107 13,375	682 85,250
2 Dec	3361.00	57.1 ₹ 7,137.5	17.15 2143.75	22.51	3,213 4,01,625	304 38,000	575 71,875
1 Dec	3310.20	41.2 ₹ 5,150	2.95 368.75	22.17	213 26,625	15 1,875	271 33,875
28 Nov	3297.00	38.6 ₹ 4,825	-6.5 -812.50	21.55	227 28,375	33 4,125	257 32,125
27 Nov	3312.10	44.5 ₹ 5,562.5	-11.4 -1425.00	22.66	426 53,250	1 125	226 28,250
26 Nov	3318.80	53.45 ₹ 6,681.25	-40.55 -5068.75	23.97	607 75,875	226 28,250	226 28,250
25 Nov	3181.10	94 ₹ 11,750	0 0.00	5.69	0 0	0 0	0 0
24 Nov	3163.90	94 ₹ 11,750	0 0.00	5.97	0 0	0 0	0 0
21 Nov	3173.50	94 ₹ 11,750	0 0.00	5.72	0 0	0 0	0 0
20 Nov	3216.30	94 ₹ 11,750	0 0.00	4.72	0 0	0 0	0 0
19 Nov	3211.50	94 ₹ 11,750	0 0.00	4.61	0 0	0 0	0 0

18 Nov	3249.50	94 ₹ 11,750	0 0.00	3.81	0 0	0 0	0 0
17 Nov	3232.60	94 ₹ 11,750	0 0.00	3.92	0 0	0 0	0 0
14 Nov	3084.20	94 ₹ 11,750	0 0.00	6.83	0 0	0 0	0 0

For Siemens Ltd - strike price 3450 expiring on 30DEC2025

Delta for 3450 CE is 0.06

Historical price for 3450 CE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 5.05, which was -0.7 lower than the previous day. The implied volatity was 31.04, the open interest changed by -78 which decreased total open position to 805

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 5.8, which was -1.05 lower than the previous day. The implied volatity was 28.56, the open interest changed by -12 which decreased total open position to 884

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 6.8, which was -1.15 lower than the previous day. The implied volatity was 29.48, the open interest changed by 74 which increased total open position to 897

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 7.4, which was -4.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by 5 which increased total open position to 831

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 11.2, which was -0.1 lower than the previous day. The implied volatity was 26.06, the open interest changed by -24 which decreased total open position to 828

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 11.45, which was 2.95 higher than the previous day. The implied volatity was 26.88, the open interest changed by -27 which decreased total open position to 852

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 7.65, which was -6.3 lower than the previous day. The implied volatity was 26.66, the open interest changed by 80 which increased total open position to 878

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 13.2, which was -23.25 lower than the previous day. The implied volatity was 25.30, the open interest changed by 131 which increased total open position to 800

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 35.3, which was -18.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by 19 which increased total open position to 670

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 50.25, which was 6.5 higher than the previous day. The implied volatity was 22.57, the open interest changed by -32 which decreased total open position to 651

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 43.5, which was -13.8 lower than the previous day. The implied volatity was 22.46, the open interest changed by 107 which increased total open position to 682

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 57.1, which was 17.15 higher than the previous day. The implied volatity was 22.51, the open interest changed by 304 which increased total open position to 575

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 41.2, which was 2.95 higher than the previous day. The implied volatity was 22.17, the open interest changed by 15 which increased total open position to 271

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 38.6, which was -6.5 lower than the previous day. The implied volatity was 21.55, the open interest changed by 33 which increased total open position to 257

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 44.5, which was -11.4 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 226

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 53.45, which was -40.55 lower than the previous day. The implied volatity was 23.97, the open interest changed by 226 which increased total open position to 226

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 94, which was 0 lower than the previous day. The implied volatity was 5.69, 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 94, which was 0 lower than the previous day. The implied volatity was 5.97, 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 94, which was 0 lower than the previous day. The implied volatity was 5.72, 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 94, which was 0 lower than the previous day. The implied volatity was 4.72, 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 94, which was 0 lower than the previous day. The implied volatity was 4.61, 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 94, which was 0 lower than the previous day. The implied volatity was 3.81, 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 94, which was 0 lower than the previous day. The implied volatity was 3.92, 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 94, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0

SIEMENS 30DEC2025 3450 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	287.25 ₹ 35,906.25	6.3 787.50	-	0 0	0 0	305 38,125
16 Dec	3161.40	287.25 ₹ 35,906.25	6.3 787.50	37.61	7 875	1 125	305 38,125
15 Dec	3157.80	280.95 ₹ 35,118.75	-28.05 -3506.25	15.41	19 2,375	-1 -125	303 37,875
12 Dec	3144.60	308 ₹ 38,500	36.05 4506.25	36.23	31 3,875	-2 -250	303 37,875
11 Dec	3196.50	271.95 ₹ 33,993.75	-30.3 -3787.50	-	0 0	0 0	305 38,125
10 Dec	3179.90	271.95 ₹ 33,993.75	-30.3 -3787.50	32.86	15 1,875	0 0	305 38,125
9 Dec	3142.80	302.35 ₹ 37,793.75	53.85 6731.25	27.07	14 1,750	0 0	305 38,125
8 Dec	3204.20	248.5 ₹ 31,062.5	100.95 12618.75	26.52	67 8,375	-12 -1,500	305 38,125
5 Dec	3325.90	149.65 ₹ 18,706.25	22.25 2781.25	24.47	64 8,000	4 500	317 39,625
4 Dec	3362.50	131 ₹ 16,375	-18.85 -2356.25	24.98	8 1,000	0 0	313 39,125
3 Dec	3329.90	149.9 ₹ 18,737.5	21.2 2650.00	26.00	203 25,375	-50 -6,250	316 39,500
2 Dec	3361.00	127.4 ₹ 15,925	-46.65 -5831.25	24.47	573 71,625	338 42,250	366 45,750
1 Dec	3310.20	174.9 ₹ 21,862.5	10.7 1337.50	-	0 0	12 1,500	0 0
28 Nov	3297.00	174.9 ₹ 21,862.5	10.7 1337.50	26.26	33 4,125	9 1,125	25 3,125
27 Nov	3312.10	167.4 ₹ 20,925	-71.85 -8981.25	-	0 0	14 1,750	0 0
26 Nov	3318.80	167.4 ₹ 20,925	-71.85 -8981.25	25.56	54 6,750	15 1,875	17 2,125
25 Nov	3181.10	239.25 ₹ 29,906.25	-158.85 -19856.25	-	0 0	0 0	0 0
24 Nov	3163.90	239.25 ₹ 29,906.25	-158.85 -19856.25	-	0 0	0 0	0 0
21 Nov	3173.50	239.25 ₹ 29,906.25	-158.85 -19856.25	-	0 0	0 0	0 0
20 Nov	3216.30	239.25 ₹ 29,906.25	-158.85 -19856.25	-	0 0	2 250	0 0
19 Nov	3211.50	239.25 ₹ 29,906.25	-158.85 -19856.25	24.98	6 750	2 250	2 250
18 Nov	3249.50	398.1 ₹ 49,762.5	0 0.00	-	0 0	0 0	0 0
17 Nov	3232.60	398.1 ₹ 49,762.5	0 0.00	-	0 0	0 0	0 0
14 Nov	3084.20	398.1 ₹ 49,762.5	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3450 expiring on 30DEC2025

Delta for 3450 PE is -

Historical price for 3450 PE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 287.25, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 305

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 287.25, which was 6.3 higher than the previous day. The implied volatity was 37.61, the open interest changed by 1 which increased total open position to 305

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 280.95, which was -28.05 lower than the previous day. The implied volatity was 15.41, the open interest changed by -1 which decreased total open position to 303

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 308, which was 36.05 higher than the previous day. The implied volatity was 36.23, the open interest changed by -2 which decreased total open position to 303

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 271.95, which was -30.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 305

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 271.95, which was -30.3 lower than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 305

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 302.35, which was 53.85 higher than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 305

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 248.5, which was 100.95 higher than the previous day. The implied volatity was 26.52, the open interest changed by -12 which decreased total open position to 305

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 149.65, which was 22.25 higher than the previous day. The implied volatity was 24.47, the open interest changed by 4 which increased total open position to 317

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 131, which was -18.85 lower than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 313

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 149.9, which was 21.2 higher than the previous day. The implied volatity was 26.00, the open interest changed by -50 which decreased total open position to 316

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 127.4, which was -46.65 lower than the previous day. The implied volatity was 24.47, the open interest changed by 338 which increased total open position to 366

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 174.9, which was 10.7 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 174.9, which was 10.7 higher than the previous day. The implied volatity was 26.26, the open interest changed by 9 which increased total open position to 25

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 167.4, which was -71.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 167.4, which was -71.85 lower than the previous day. The implied volatity was 25.56, the open interest changed by 15 which increased total open position to 17

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 239.25, which was -158.85 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 239.25, which was -158.85 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 239.25, which was -158.85 lower than the previous day. The implied volatity was -, 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 239.25, which was -158.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 239.25, which was -158.85 lower than the previous day. The implied volatity was 24.98, the open interest changed by 2 which increased total open position to 2

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 398.1, 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 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 398.1, 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 Nov SIEMENS was trading at 3084.20. The strike last trading price was 398.1, 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

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