SIEMENS
Siemens Ltd
Historical option data for SIEMENS
17 Apr 2026 11:12 AM IST
| SIEMENS 28-Apr-2026 (11d) 3450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.01
Theta: -2.3
Gamma: 0.001
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 3678.00 | 242.7 | 75.54999999999998 | 34.32 | 81 | -12 | 172 | |||||||||
| 16 Apr | 3563.80 | 168.5 | 5.199999999999989 | 35.7 | 194 | -44 | 184 | |||||||||
| 15 Apr | 3576.10 | 160.9 | 95.4 | 26.83 | 4,790 | 43 | 228 | |||||||||
| 13 Apr | 3343.50 | 63.35 | -23.050000000000004 | 38.49 | 509 | -26 | 185 | |||||||||
| 10 Apr | 3388.50 | 87.55 | 55.699999999999996 | 36.35 | 1,165 | 169 | 232 | |||||||||
| 9 Apr | 3222.50 | 30.25 | -5.1 | 33.91 | 221 | 25 | 62 | |||||||||
| 8 Apr | 3226.10 | 36.15 | 17.8 | 34.73 | 229 | 5 | 40 | |||||||||
| 7 Apr | 3075.50 | 18 | 4.4 | 38.79 | 49 | 20 | 35 | |||||||||
| 6 Apr | 3048.00 | 13.6 | -3.5 | 36.19 | 1 | 0 | 14 | |||||||||
| 2 Apr | 3026.60 | 17 | 1.55 | 36.3 | 20 | 3 | 13 | |||||||||
|
|
||||||||||||||||
| 1 Apr | 3017.00 | 15.45 | 0 | 36.05 | 2 | 0 | 8 | |||||||||
| 30 Mar | 2935.00 | 15.45 | -8.35 | 41.32 | 5 | 3 | 8 | |||||||||
| 27 Mar | 3048.90 | 23.8 | -10.2 | 35.86 | 2 | 1 | 6 | |||||||||
| 25 Mar | 3101.30 | 34 | -19.75 | - | 0 | 0 | 5 | |||||||||
| 24 Mar | 3001.80 | 34 | -19.75 | - | 0 | 0 | 5 | |||||||||
| 23 Mar | 2988.30 | 34 | -19.75 | - | 0 | 0 | 5 | |||||||||
| 20 Mar | 3129.60 | 34 | -19.75 | - | 0 | 0 | 5 | |||||||||
| 19 Mar | 3079.00 | 34 | -19.75 | 33.04 | 6 | 1 | 5 | |||||||||
| 18 Mar | 3220.90 | 53.75 | -4.05 | 28.4 | 5 | 1 | 3 | |||||||||
| 17 Mar | 3173.50 | 57.8 | -25.3 | - | 1 | 0 | 2 | |||||||||
| 16 Mar | 3149.60 | 57.8 | -25.3 | 34.09 | 1 | 0 | 2 | |||||||||
| 13 Mar | 3207.60 | 83.1 | 5.7 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3324.70 | 83.1 | 5.7 | 24.77 | 4 | -2 | 0 | |||||||||
| 11 Mar | 3272.20 | 77.4 | -115.35 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 3274.90 | 77.4 | -115.35 | - | 0 | 0 | 2 | |||||||||
| 9 Mar | 3228.90 | 77.4 | -115.35 | - | 0 | 0 | 2 | |||||||||
| 6 Mar | 3268.90 | 77.4 | -115.35 | 26.15 | 2 | 0 | 0 | |||||||||
| 5 Mar | 3215.70 | 192.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3161.00 | 192.75 | 0 | 4.93 | 0 | 0 | 0 | |||||||||
| 2 Mar | 3341.60 | 192.75 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 27 Feb | 3418.60 | 192.75 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3450 expiring on 28APR2026
Delta for 3450 CE is 0.86
Historical price for 3450 CE is as follows
On 17 Apr SIEMENS was trading at 3678.00. The strike last trading price was 242.7, which was 75.54999999999998 higher than the previous day. The implied volatity was 34.32, the open interest changed by -12 which decreased total open position to 172
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 168.5, which was 5.199999999999989 higher than the previous day. The implied volatity was 35.7, the open interest changed by -44 which decreased total open position to 184
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 160.9, which was 95.4 higher than the previous day. The implied volatity was 26.83, the open interest changed by 43 which increased total open position to 228
On 13 Apr SIEMENS was trading at 3343.50. The strike last trading price was 63.35, which was -23.050000000000004 lower than the previous day. The implied volatity was 38.49, the open interest changed by -26 which decreased total open position to 185
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 87.55, which was 55.699999999999996 higher than the previous day. The implied volatity was 36.35, the open interest changed by 169 which increased total open position to 232
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 30.25, which was -5.1 lower than the previous day. The implied volatity was 33.91, the open interest changed by 25 which increased total open position to 62
On 8 Apr SIEMENS was trading at 3226.10. The strike last trading price was 36.15, which was 17.8 higher than the previous day. The implied volatity was 34.73, the open interest changed by 5 which increased total open position to 40
On 7 Apr SIEMENS was trading at 3075.50. The strike last trading price was 18, which was 4.4 higher than the previous day. The implied volatity was 38.79, the open interest changed by 20 which increased total open position to 35
On 6 Apr SIEMENS was trading at 3048.00. The strike last trading price was 13.6, which was -3.5 lower than the previous day. The implied volatity was 36.19, the open interest changed by 0 which decreased total open position to 14
On 2 Apr SIEMENS was trading at 3026.60. The strike last trading price was 17, which was 1.55 higher than the previous day. The implied volatity was 36.3, the open interest changed by 3 which increased total open position to 13
On 1 Apr SIEMENS was trading at 3017.00. The strike last trading price was 15.45, which was 0 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 8
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 15.45, which was -8.35 lower than the previous day. The implied volatity was 41.32, the open interest changed by 3 which increased total open position to 8
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 23.8, which was -10.2 lower than the previous day. The implied volatity was 35.86, the open interest changed by 1 which increased total open position to 6
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 34, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 34, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 34, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 34, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 34, which was -19.75 lower than the previous day. The implied volatity was 33.04, the open interest changed by 1 which increased total open position to 5
On 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 53.75, which was -4.05 lower than the previous day. The implied volatity was 28.4, the open interest changed by 1 which increased total open position to 3
On 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was 57.8, which was -25.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 57.8, which was -25.3 lower than the previous day. The implied volatity was 34.09, the open interest changed by 0 which decreased total open position to 2
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 83.1, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 83.1, which was 5.7 higher than the previous day. The implied volatity was 24.77, the open interest changed by -2 which decreased total open position to 0
On 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 77.4, which was -115.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 77.4, which was -115.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 77.4, which was -115.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 77.4, which was -115.35 lower than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 192.75, 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 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 192.75, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 192.75, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 192.75, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 28-Apr-2026 (11d) 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.02
Theta: -2.72
Gamma: 0.00095
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 3678.00 | 27.2 | -23.500000000000004 | 42 | 907 | 101 | 449 |
| 16 Apr | 3563.80 | 49.45 | -17 | 38.98 | 1,076 | 37 | 356 |
| 15 Apr | 3576.10 | 65.2 | -95.05 | 45.56 | 2,456 | 312 | 351 |
| 13 Apr | 3343.50 | 157.25 | 21.25 | 35.31 | 71 | 32 | 40 |
| 10 Apr | 3388.50 | 136 | -360.85 | 37.5 | 4 | 0 | 5 |
| 9 Apr | 3222.50 | 496.85 | 30.45 | - | 0 | 0 | 0 |
| 8 Apr | 3226.10 | 496.85 | 30.45 | - | 0 | 0 | 5 |
| 7 Apr | 3075.50 | 496.85 | 30.45 | - | 0 | 0 | 5 |
| 6 Apr | 3048.00 | 496.85 | 30.45 | - | 0 | 0 | 5 |
| 2 Apr | 3026.60 | 496.85 | 30.45 | 76.9 | 6 | 3 | 5 |
| 1 Apr | 3017.00 | 466.4 | 212.55 | - | 0 | 0 | 2 |
| 30 Mar | 2935.00 | 466.4 | 212.55 | 28.01 | 1 | 0 | 1 |
| 27 Mar | 3048.90 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 25 Mar | 3101.30 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 24 Mar | 3001.80 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 23 Mar | 2988.30 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 20 Mar | 3129.60 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 19 Mar | 3079.00 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 18 Mar | 3220.90 | 253.85 | -61.35 | - | 0 | 0 | 0 |
| 17 Mar | 3173.50 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 16 Mar | 3149.60 | 253.85 | -61.35 | - | 0 | 0 | 0 |
| 13 Mar | 3207.60 | 253.85 | -61.35 | - | 0 | 0 | 0 |
| 12 Mar | 3324.70 | 253.85 | -61.35 | - | 0 | 0 | 0 |
| 11 Mar | 3272.20 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 10 Mar | 3274.90 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 9 Mar | 3228.90 | 253.85 | -61.35 | - | 0 | 0 | 1 |
| 6 Mar | 3268.90 | 253.85 | -61.35 | 35.78 | 1 | 0 | 1 |
| 5 Mar | 3215.70 | 237.7 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 3161.00 | 237.7 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 3341.60 | 237.7 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 3418.60 | 237.7 | 0 | 0.71 | 0 | 0 | 0 |
For Siemens Ltd - strike price 3450 expiring on 28APR2026
Delta for 3450 PE is -0.18
Historical price for 3450 PE is as follows
On 17 Apr SIEMENS was trading at 3678.00. The strike last trading price was 27.2, which was -23.500000000000004 lower than the previous day. The implied volatity was 42, the open interest changed by 101 which increased total open position to 449
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 49.45, which was -17 lower than the previous day. The implied volatity was 38.98, the open interest changed by 37 which increased total open position to 356
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 65.2, which was -95.05 lower than the previous day. The implied volatity was 45.56, the open interest changed by 312 which increased total open position to 351
On 13 Apr SIEMENS was trading at 3343.50. The strike last trading price was 157.25, which was 21.25 higher than the previous day. The implied volatity was 35.31, the open interest changed by 32 which increased total open position to 40
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 136, which was -360.85 lower than the previous day. The implied volatity was 37.5, the open interest changed by 0 which decreased total open position to 5
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 496.85, which was 30.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SIEMENS was trading at 3226.10. The strike last trading price was 496.85, which was 30.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 Apr SIEMENS was trading at 3075.50. The strike last trading price was 496.85, which was 30.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Apr SIEMENS was trading at 3048.00. The strike last trading price was 496.85, which was 30.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Apr SIEMENS was trading at 3026.60. The strike last trading price was 496.85, which was 30.45 higher than the previous day. The implied volatity was 76.9, the open interest changed by 3 which increased total open position to 5
On 1 Apr SIEMENS was trading at 3017.00. The strike last trading price was 466.4, which was 212.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 466.4, which was 212.55 higher than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 253.85, which was -61.35 lower than the previous day. The implied volatity was 35.78, the open interest changed by 0 which decreased total open position to 1
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 237.7, 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 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 237.7, 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 Mar SIEMENS was trading at 3341.60. The strike last trading price was 237.7, 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 Feb SIEMENS was trading at 3418.60. The strike last trading price was 237.7, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
