[--[65.84.65.76]--]

SIEMENS

Siemens Ltd
3161.4 +3.60 (0.11%)
L: 3130.7 H: 3175

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Historical option data for SIEMENS

16 Dec 2025 04:12 PM IST
SIEMENS 30-DEC-2025 3500 CE
Delta: 0.06
Vega: 0.71
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 3161.40 4.55 -0.7 30.66 955 -32 2,128
15 Dec 3157.80 5.1 -1.1 31.12 1,526 -110 2,170
12 Dec 3144.60 5.9 -2.55 30.00 3,518 315 2,298
11 Dec 3196.50 7.85 -0.35 27.06 424 56 1,983
10 Dec 3179.90 8.1 1.85 27.79 1,044 -120 1,938
9 Dec 3142.80 6.05 -3.85 28.26 1,523 170 2,087
8 Dec 3204.20 9.45 -15.7 26.25 3,827 -51 1,906
5 Dec 3325.90 24.1 -15.35 22.20 2,416 219 1,959
4 Dec 3362.50 35.95 3.85 22.88 1,518 -36 1,740
3 Dec 3329.90 30.5 -11.4 22.64 2,343 -76 1,769
2 Dec 3361.00 42.55 14.2 23.07 6,332 301 1,858
1 Dec 3310.20 29.9 2.8 22.67 1,050 10 1,556
28 Nov 3297.00 27.5 -5.8 21.84 1,121 -104 1,540
27 Nov 3312.10 32 -10.25 22.75 2,288 -189 1,644
26 Nov 3318.80 39.95 23.85 24.19 10,584 803 1,829
25 Nov 3181.10 15.5 -1.4 23.66 558 17 1,026
24 Nov 3163.90 17.4 -2.1 25.63 489 267 1,010
21 Nov 3173.50 19.05 -10.2 25.03 575 257 736
20 Nov 3216.30 29.6 -0.2 25.73 376 -51 505
19 Nov 3211.50 29.45 -11.65 25.44 435 87 555
18 Nov 3249.50 41 -1.75 25.92 557 204 467
17 Nov 3232.60 43.6 -5.25 27.07 601 255 262
14 Nov 3084.20 48.85 1.35 - 5 0 2
28 Oct 3109.70 136.15 0 6.07 0 0 0
27 Oct 3159.90 136.15 0 5.28 0 0 0
24 Oct 3152.20 136.15 0 - 0 0 0
23 Oct 3149.90 136.15 0 - 0 0 0
21 Oct 3102.90 136.15 0 - 0 0 0
20 Oct 3096.80 136.15 0 - 0 0 0
17 Oct 3121.20 136.15 0 - 0 0 0
16 Oct 3119.00 136.15 0 - 0 0 0
15 Oct 3118.60 136.15 0 - 0 0 0
14 Oct 3107.30 136.15 0 - 0 0 0
13 Oct 3077.50 136.15 0 - 0 0 0
10 Oct 3147.40 136.15 0 - 0 0 0
9 Oct 3178.40 136.15 0 - 0 0 0
8 Oct 3216.80 136.15 0 - 0 0 0
7 Oct 3250.80 136.15 0 - 0 0 0
6 Oct 3251.70 0 0 - 0 0 0
3 Oct 3164.10 0 0 0.00 0 0 0


For Siemens Ltd - strike price 3500 expiring on 30DEC2025

Delta for 3500 CE is 0.06

Historical price for 3500 CE is as follows

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 4.55, which was -0.7 lower than the previous day. The implied volatity was 30.66, the open interest changed by -32 which decreased total open position to 2128


On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 5.1, which was -1.1 lower than the previous day. The implied volatity was 31.12, the open interest changed by -110 which decreased total open position to 2170


On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 5.9, which was -2.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by 315 which increased total open position to 2298


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 7.85, which was -0.35 lower than the previous day. The implied volatity was 27.06, the open interest changed by 56 which increased total open position to 1983


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 8.1, which was 1.85 higher than the previous day. The implied volatity was 27.79, the open interest changed by -120 which decreased total open position to 1938


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 6.05, which was -3.85 lower than the previous day. The implied volatity was 28.26, the open interest changed by 170 which increased total open position to 2087


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 9.45, which was -15.7 lower than the previous day. The implied volatity was 26.25, the open interest changed by -51 which decreased total open position to 1906


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 24.1, which was -15.35 lower than the previous day. The implied volatity was 22.20, the open interest changed by 219 which increased total open position to 1959


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 35.95, which was 3.85 higher than the previous day. The implied volatity was 22.88, the open interest changed by -36 which decreased total open position to 1740


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 30.5, which was -11.4 lower than the previous day. The implied volatity was 22.64, the open interest changed by -76 which decreased total open position to 1769


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 42.55, which was 14.2 higher than the previous day. The implied volatity was 23.07, the open interest changed by 301 which increased total open position to 1858


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 29.9, which was 2.8 higher than the previous day. The implied volatity was 22.67, the open interest changed by 10 which increased total open position to 1556


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 27.5, which was -5.8 lower than the previous day. The implied volatity was 21.84, the open interest changed by -104 which decreased total open position to 1540


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 32, which was -10.25 lower than the previous day. The implied volatity was 22.75, the open interest changed by -189 which decreased total open position to 1644


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 39.95, which was 23.85 higher than the previous day. The implied volatity was 24.19, the open interest changed by 803 which increased total open position to 1829


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 15.5, which was -1.4 lower than the previous day. The implied volatity was 23.66, the open interest changed by 17 which increased total open position to 1026


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 17.4, which was -2.1 lower than the previous day. The implied volatity was 25.63, the open interest changed by 267 which increased total open position to 1010


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 19.05, which was -10.2 lower than the previous day. The implied volatity was 25.03, the open interest changed by 257 which increased total open position to 736


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 29.6, which was -0.2 lower than the previous day. The implied volatity was 25.73, the open interest changed by -51 which decreased total open position to 505


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 29.45, which was -11.65 lower than the previous day. The implied volatity was 25.44, the open interest changed by 87 which increased total open position to 555


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 41, which was -1.75 lower than the previous day. The implied volatity was 25.92, the open interest changed by 204 which increased total open position to 467


On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 43.6, which was -5.25 lower than the previous day. The implied volatity was 27.07, the open interest changed by 255 which increased total open position to 262


On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 48.85, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 28 Oct SIEMENS was trading at 3109.70. The strike last trading price was 136.15, which was 0 lower than the previous day. The implied volatity was 6.07, 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 136.15, which was 0 lower than the previous day. The implied volatity was 5.28, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 136.15, 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 0.00, the open interest changed by 0 which decreased total open position to 0


SIEMENS 30DEC2025 3500 PE
Delta: -0.84
Vega: 1.50
Theta: -1.69
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 3161.40 344.1 10.65 47.02 1 0 87
15 Dec 3157.80 333.45 -22.1 27.65 18 -2 87
12 Dec 3144.60 353.1 49.5 36.87 53 -7 88
11 Dec 3196.50 305.05 -13.65 35.46 97 8 94
10 Dec 3179.90 318.7 -32.35 35.07 25 -3 87
9 Dec 3142.80 350.3 55.6 28.59 18 -3 88
8 Dec 3204.20 294.7 106.7 27.90 64 -6 91
5 Dec 3325.90 188 26.45 25.10 56 -6 97
4 Dec 3362.50 165.15 -19.55 25.14 28 2 102
3 Dec 3329.90 183 21.65 25.42 62 6 100
2 Dec 3361.00 159.6 -42.4 24.26 118 27 94
1 Dec 3310.20 199.45 -15.5 26.99 30 11 67
28 Nov 3297.00 214.95 11.7 27.55 21 6 56
27 Nov 3312.10 205 9.55 24.78 25 4 49
26 Nov 3318.80 200.5 -118.5 25.01 43 12 46
25 Nov 3181.10 319 -13 33.71 10 4 33
24 Nov 3163.90 332 0 31.49 1 0 29
21 Nov 3173.50 332 44.5 31.72 10 8 27
20 Nov 3216.30 288.25 -10.1 28.56 14 7 17
19 Nov 3211.50 298.35 23.35 31.00 6 5 9
18 Nov 3249.50 275 -178.95 32.17 4 0 0
17 Nov 3232.60 453.95 0 - 0 0 0
14 Nov 3084.20 453.95 0 - 0 0 0
28 Oct 3109.70 453.95 0 - 0 0 0
27 Oct 3159.90 453.95 0 - 0 0 0
24 Oct 3152.20 453.95 0 - 0 0 0
23 Oct 3149.90 453.95 0 - 0 0 0
21 Oct 3102.90 453.95 0 - 0 0 0
20 Oct 3096.80 453.95 0 - 0 0 0
17 Oct 3121.20 453.95 0 - 0 0 0
16 Oct 3119.00 453.95 0 - 0 0 0
15 Oct 3118.60 453.95 0 - 0 0 0
14 Oct 3107.30 453.95 0 - 0 0 0
13 Oct 3077.50 453.95 0 - 0 0 0
10 Oct 3147.40 453.95 0 - 0 0 0
9 Oct 3178.40 453.95 0 - 0 0 0
8 Oct 3216.80 453.95 0 - 0 0 0
7 Oct 3250.80 453.95 0 - 0 0 0
6 Oct 3251.70 0 0 - 0 0 0
3 Oct 3164.10 0 0 0.00 0 0 0


For Siemens Ltd - strike price 3500 expiring on 30DEC2025

Delta for 3500 PE is -0.84

Historical price for 3500 PE is as follows

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 344.1, which was 10.65 higher than the previous day. The implied volatity was 47.02, the open interest changed by 0 which decreased total open position to 87


On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 333.45, which was -22.1 lower than the previous day. The implied volatity was 27.65, the open interest changed by -2 which decreased total open position to 87


On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 353.1, which was 49.5 higher than the previous day. The implied volatity was 36.87, the open interest changed by -7 which decreased total open position to 88


On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 305.05, which was -13.65 lower than the previous day. The implied volatity was 35.46, the open interest changed by 8 which increased total open position to 94


On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 318.7, which was -32.35 lower than the previous day. The implied volatity was 35.07, the open interest changed by -3 which decreased total open position to 87


On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 350.3, which was 55.6 higher than the previous day. The implied volatity was 28.59, the open interest changed by -3 which decreased total open position to 88


On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 294.7, which was 106.7 higher than the previous day. The implied volatity was 27.90, the open interest changed by -6 which decreased total open position to 91


On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 188, which was 26.45 higher than the previous day. The implied volatity was 25.10, the open interest changed by -6 which decreased total open position to 97


On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 165.15, which was -19.55 lower than the previous day. The implied volatity was 25.14, the open interest changed by 2 which increased total open position to 102


On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 183, which was 21.65 higher than the previous day. The implied volatity was 25.42, the open interest changed by 6 which increased total open position to 100


On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 159.6, which was -42.4 lower than the previous day. The implied volatity was 24.26, the open interest changed by 27 which increased total open position to 94


On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 199.45, which was -15.5 lower than the previous day. The implied volatity was 26.99, the open interest changed by 11 which increased total open position to 67


On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 214.95, which was 11.7 higher than the previous day. The implied volatity was 27.55, the open interest changed by 6 which increased total open position to 56


On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 205, which was 9.55 higher than the previous day. The implied volatity was 24.78, the open interest changed by 4 which increased total open position to 49


On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 200.5, which was -118.5 lower than the previous day. The implied volatity was 25.01, the open interest changed by 12 which increased total open position to 46


On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 319, which was -13 lower than the previous day. The implied volatity was 33.71, the open interest changed by 4 which increased total open position to 33


On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 332, which was 0 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 29


On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 332, which was 44.5 higher than the previous day. The implied volatity was 31.72, the open interest changed by 8 which increased total open position to 27


On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 288.25, which was -10.1 lower than the previous day. The implied volatity was 28.56, the open interest changed by 7 which increased total open position to 17


On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 298.35, which was 23.35 higher than the previous day. The implied volatity was 31.00, the open interest changed by 5 which increased total open position to 9


On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 275, which was -178.95 lower than the previous day. The implied volatity was 32.17, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 453.95, 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 0.00, the open interest changed by 0 which decreased total open position to 0