SIEMENS
Siemens Ltd
Historical option data for SIEMENS
21 Apr 2026 04:10 PM IST
| SIEMENS 28-Apr-2026 (6d) 3550 CE | ||||||||||||||||
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Delta: 0.8
Vega: 0.01
Theta: -4.38
Gamma: 0.00129
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 3721.70 | 197.1 | 16.049999999999983 | 41.58 | 54 | -3 | 110 | |||||||||
| 20 Apr | 3709.00 | 180.1 | -12.349999999999994 | 39.74 | 130 | -43 | 113 | |||||||||
| 17 Apr | 3707.90 | 192 | 86.5 | 36.22 | 1,358 | -221 | 157 | |||||||||
| 16 Apr | 3563.80 | 105 | -3 | 34.95 | 4,052 | -176 | 386 | |||||||||
| 15 Apr | 3576.10 | 105 | 68.15 | 30.49 | 8,911 | 478 | 563 | |||||||||
| 13 Apr | 3343.50 | 36.4 | -14.200000000000003 | 38.69 | 256 | 24 | 88 | |||||||||
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| 10 Apr | 3388.50 | 51.75 | 35.55 | 35.87 | 708 | 22 | 67 | |||||||||
| 9 Apr | 3222.50 | 16.35 | -3.3 | 34.66 | 62 | -4 | 45 | |||||||||
| 8 Apr | 3226.10 | 19.4 | 8.75 | 34.86 | 118 | 18 | 49 | |||||||||
| 7 Apr | 3075.50 | 11.05 | 1 | 40.24 | 4 | 2 | 31 | |||||||||
| 6 Apr | 3048.00 | 8.85 | -6.8 | - | 0 | 0 | 29 | |||||||||
| 2 Apr | 3026.60 | 8.85 | -6.8 | - | 0 | 0 | 29 | |||||||||
| 1 Apr | 3017.00 | 8.85 | -6.8 | 36.63 | 13 | 10 | 30 | |||||||||
| 30 Mar | 2935.00 | 15.65 | -2 | - | 0 | 1 | 0 | |||||||||
| 27 Mar | 3048.90 | 15.65 | -2 | 37 | 1 | 0 | 19 | |||||||||
| 25 Mar | 3101.30 | 17.65 | -17.35 | - | 0 | 0 | 19 | |||||||||
| 24 Mar | 3001.80 | 17.65 | -17.35 | 39.52 | 22 | 8 | 19 | |||||||||
| 23 Mar | 2988.30 | 35 | -48.5 | - | 0 | 0 | 11 | |||||||||
| 20 Mar | 3129.60 | 35 | -48.5 | - | 0 | 0 | 11 | |||||||||
| 19 Mar | 3079.00 | 35 | -48.5 | - | 0 | 0 | 11 | |||||||||
| 18 Mar | 3220.90 | 35 | -48.5 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 3173.50 | 35 | -48.5 | - | 1 | 0 | 11 | |||||||||
| 16 Mar | 3149.60 | 35 | -48.5 | 33.54 | 1 | 0 | 11 | |||||||||
| 13 Mar | 3207.60 | 83.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3324.70 | 83.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3272.20 | 83.5 | 0 | 35.25 | 1 | 0 | 11 | |||||||||
| 10 Mar | 3274.90 | 83.5 | 16.65 | 33.66 | 8 | 0 | 7 | |||||||||
| 9 Mar | 3228.90 | 66.85 | -7.85 | 34.49 | 8 | 3 | 5 | |||||||||
| 6 Mar | 3268.90 | 74.7 | 19.3 | 31.99 | 9 | 2 | 3 | |||||||||
| 5 Mar | 3215.70 | 153.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3161.00 | 153.15 | 0 | 6.77 | 0 | 0 | 0 | |||||||||
| 2 Mar | 3341.60 | 153.15 | 0 | 3.37 | 0 | 0 | 0 | |||||||||
| 27 Feb | 3418.60 | 153.15 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3550 expiring on 28APR2026
Delta for 3550 CE is 0.8
Historical price for 3550 CE is as follows
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 197.1, which was 16.049999999999983 higher than the previous day. The implied volatity was 41.58, the open interest changed by -3 which decreased total open position to 110
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 180.1, which was -12.349999999999994 lower than the previous day. The implied volatity was 39.74, the open interest changed by -43 which decreased total open position to 113
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 192, which was 86.5 higher than the previous day. The implied volatity was 36.22, the open interest changed by -221 which decreased total open position to 157
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 105, which was -3 lower than the previous day. The implied volatity was 34.95, the open interest changed by -176 which decreased total open position to 386
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 105, which was 68.15 higher than the previous day. The implied volatity was 30.49, the open interest changed by 478 which increased total open position to 563
On 13 Apr SIEMENS was trading at 3343.50. The strike last trading price was 36.4, which was -14.200000000000003 lower than the previous day. The implied volatity was 38.69, the open interest changed by 24 which increased total open position to 88
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 51.75, which was 35.55 higher than the previous day. The implied volatity was 35.87, the open interest changed by 22 which increased total open position to 67
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 16.35, which was -3.3 lower than the previous day. The implied volatity was 34.66, the open interest changed by -4 which decreased total open position to 45
On 8 Apr SIEMENS was trading at 3226.10. The strike last trading price was 19.4, which was 8.75 higher than the previous day. The implied volatity was 34.86, the open interest changed by 18 which increased total open position to 49
On 7 Apr SIEMENS was trading at 3075.50. The strike last trading price was 11.05, which was 1 higher than the previous day. The implied volatity was 40.24, the open interest changed by 2 which increased total open position to 31
On 6 Apr SIEMENS was trading at 3048.00. The strike last trading price was 8.85, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 2 Apr SIEMENS was trading at 3026.60. The strike last trading price was 8.85, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 1 Apr SIEMENS was trading at 3017.00. The strike last trading price was 8.85, which was -6.8 lower than the previous day. The implied volatity was 36.63, the open interest changed by 10 which increased total open position to 30
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 15.65, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 15.65, which was -2 lower than the previous day. The implied volatity was 37, the open interest changed by 0 which decreased total open position to 19
On 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 17.65, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 24 Mar SIEMENS was trading at 3001.80. The strike last trading price was 17.65, which was -17.35 lower than the previous day. The implied volatity was 39.52, the open interest changed by 8 which increased total open position to 19
On 23 Mar SIEMENS was trading at 2988.30. The strike last trading price was 35, which was -48.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was 35, which was -48.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 35, which was -48.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 35, which was -48.5 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 35, which was -48.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 35, which was -48.5 lower than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 11
On 13 Mar SIEMENS was trading at 3207.60. The strike last trading price was 83.5, 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 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 83.5, 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 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 83.5, which was 0 lower than the previous day. The implied volatity was 35.25, the open interest changed by 0 which decreased total open position to 11
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 83.5, which was 16.65 higher than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 7
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 66.85, which was -7.85 lower than the previous day. The implied volatity was 34.49, the open interest changed by 3 which increased total open position to 5
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 74.7, which was 19.3 higher than the previous day. The implied volatity was 31.99, the open interest changed by 2 which increased total open position to 3
On 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 153.15, 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 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 153.15, which was 0 lower than the previous day. The implied volatity was 6.77, 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 153.15, which was 0 lower than the previous day. The implied volatity was 3.37, 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 153.15, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 28-Apr-2026 (6d) 3550 PE | |||||||
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Delta: -0.19
Vega: 0.01
Theta: -3.32
Gamma: 0.00139
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 3721.70 | 21.7 | -10.650000000000002 | 37.62 | 450 | -4 | 557 |
| 20 Apr | 3709.00 | 33.2 | -3.8499999999999943 | 41.02 | 1,151 | 174 | 560 |
| 17 Apr | 3707.90 | 36.9 | -51.85 | 37.67 | 1,928 | -12 | 386 |
| 16 Apr | 3563.80 | 86.3 | -23.950000000000003 | 37.29 | 2,979 | 148 | 398 |
| 15 Apr | 3576.10 | 110 | -463.9 | 47.67 | 930 | 247 | 248 |
| 13 Apr | 3343.50 | 573.9 | 573.9 | - | 0 | 0 | 1 |
| 10 Apr | 3388.50 | 573.9 | 573.9 | - | 0 | 0 | 1 |
| 9 Apr | 3222.50 | 573.9 | 276.9 | - | 0 | 0 | 0 |
| 8 Apr | 3226.10 | 573.9 | 276.9 | - | 0 | 0 | 1 |
| 7 Apr | 3075.50 | 573.9 | 276.9 | - | 0 | 0 | 1 |
| 6 Apr | 3048.00 | 573.9 | 276.9 | - | 0 | 0 | 1 |
| 2 Apr | 3026.60 | 573.9 | 276.9 | - | 0 | 0 | 1 |
| 1 Apr | 3017.00 | 573.9 | 276.9 | - | 0 | 0 | 1 |
| 30 Mar | 2935.00 | 573.9 | 276.9 | 19.19 | 1 | 0 | 0 |
| 27 Mar | 3048.90 | 297 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3101.30 | 297 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3001.80 | 297 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2988.30 | 297 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3129.60 | 297 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3079.00 | 297 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3220.90 | 297 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3173.50 | 297 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 3149.60 | 297 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3207.60 | 297 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3324.70 | 297 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3272.20 | 297 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3274.90 | 297 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 3228.90 | 297 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3268.90 | 297 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 3215.70 | 297 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 3161.00 | 297 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 3341.60 | 297 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 3418.60 | 297 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3550 expiring on 28APR2026
Delta for 3550 PE is -0.19
Historical price for 3550 PE is as follows
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 21.7, which was -10.650000000000002 lower than the previous day. The implied volatity was 37.62, the open interest changed by -4 which decreased total open position to 557
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 33.2, which was -3.8499999999999943 lower than the previous day. The implied volatity was 41.02, the open interest changed by 174 which increased total open position to 560
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 36.9, which was -51.85 lower than the previous day. The implied volatity was 37.67, the open interest changed by -12 which decreased total open position to 386
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 86.3, which was -23.950000000000003 lower than the previous day. The implied volatity was 37.29, the open interest changed by 148 which increased total open position to 398
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 110, which was -463.9 lower than the previous day. The implied volatity was 47.67, the open interest changed by 247 which increased total open position to 248
On 13 Apr SIEMENS was trading at 3343.50. The strike last trading price was 573.9, which was 573.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 573.9, which was 573.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 573.9, which was 276.9 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 573.9, which was 276.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SIEMENS was trading at 3075.50. The strike last trading price was 573.9, which was 276.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr SIEMENS was trading at 3048.00. The strike last trading price was 573.9, which was 276.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SIEMENS was trading at 3026.60. The strike last trading price was 573.9, which was 276.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SIEMENS was trading at 3017.00. The strike last trading price was 573.9, which was 276.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar SIEMENS was trading at 2935.00. The strike last trading price was 573.9, which was 276.9 higher than the previous day. The implied volatity was 19.19, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SIEMENS was trading at 3048.90. The strike last trading price was 297, 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 25 Mar SIEMENS was trading at 3101.30. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3001.80. The strike last trading price was 297, 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 Mar SIEMENS was trading at 2988.30. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3129.60. The strike last trading price was 297, 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 19 Mar SIEMENS was trading at 3079.00. The strike last trading price was 297, 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 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3173.50. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3149.60. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3207.60. The strike last trading price was 297, 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 12 Mar SIEMENS was trading at 3324.70. The strike last trading price was 297, 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 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3274.90. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3228.90. The strike last trading price was 297, 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 Mar SIEMENS was trading at 3268.90. The strike last trading price was 297, 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 5 Mar SIEMENS was trading at 3215.70. The strike last trading price was 297, 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 297, 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 297, 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 297, 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
