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 3550 CE
Delta: 0.04 Vega: 0.47 Theta: -0.66 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	2.9 ₹ 362.5	-0.05 -6.25	34.59	151 18,875	-45 -5,625	245 30,625
16 Dec	3161.40	2.8 ₹ 350	-1 -125.00	31.14	45 5,625	-2 -250	292 36,500
15 Dec	3157.80	3.75 ₹ 468.75	-0.95 -118.75	32.49	130 16,250	-48 -6,000	294 36,750
12 Dec	3144.60	4.6 ₹ 575	-1.3 -162.50	31.42	248 31,000	-17 -2,125	341 42,625
11 Dec	3196.50	5.8 ₹ 725	-0.3 -37.50	28.32	156 19,500	-44 -5,500	356 44,500
10 Dec	3179.90	6 ₹ 750	1.35 168.75	28.93	363 45,375	73 9,125	398 49,750
9 Dec	3142.80	4.75 ₹ 593.75	-2.15 -268.75	29.67	348 43,500	70 8,750	329 41,125
8 Dec	3204.20	6.7 ₹ 837.5	-10.3 -1287.50	27.07	489 61,125	36 4,500	259 32,375
5 Dec	3325.90	16.45 ₹ 2,056.25	-11.55 -1443.75	22.66	424 53,000	32 4,000	223 27,875
4 Dec	3362.50	25.75 ₹ 3,218.75	2.75 343.75	23.38	264 33,000	-18 -2,250	192 24,000
3 Dec	3329.90	22.45 ₹ 2,806.25	-7.7 -962.50	23.45	565 70,625	39 4,875	209 26,125
2 Dec	3361.00	30.55 ₹ 3,818.75	10.4 1300.00	23.56	1,101 1,37,625	87 10,875	174 21,750
1 Dec	3310.20	21 ₹ 2,625	2.15 268.75	22.97	121 15,125	21 2,625	88 11,000
28 Nov	3297.00	19.1 ₹ 2,387.5	-5.1 -637.50	22.05	122 15,250	19 2,375	69 8,625

27 Nov	3312.10	23.9 ₹ 2,987.5	-8.65 -1081.25	23.35	144 18,000	17 2,125	49 6,125
26 Nov	3318.80	30.65 ₹ 3,831.25	-40.7 -5087.50	24.70	39 4,875	22 2,750	22 2,750
25 Nov	3181.10	71.35 ₹ 8,918.75	0 0.00	7.81	0 0	0 0	0 0
24 Nov	3163.90	71.35 ₹ 8,918.75	0 0.00	8.21	0 0	0 0	0 0
21 Nov	3173.50	71.35 ₹ 8,918.75	0 0.00	7.82	0 0	0 0	0 0
20 Nov	3216.30	71.35 ₹ 8,918.75	0 0.00	6.68	0 0	0 0	0 0
19 Nov	3211.50	71.35 ₹ 8,918.75	0 0.00	6.79	0 0	0 0	0 0
18 Nov	3249.50	71.35 ₹ 8,918.75	0 0.00	5.78	0 0	0 0	0 0

For Siemens Ltd - strike price 3550 expiring on 30DEC2025

Delta for 3550 CE is 0.04

Historical price for 3550 CE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 2.9, which was -0.05 lower than the previous day. The implied volatity was 34.59, the open interest changed by -45 which decreased total open position to 245

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 2.8, which was -1 lower than the previous day. The implied volatity was 31.14, the open interest changed by -2 which decreased total open position to 292

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 3.75, which was -0.95 lower than the previous day. The implied volatity was 32.49, the open interest changed by -48 which decreased total open position to 294

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 4.6, which was -1.3 lower than the previous day. The implied volatity was 31.42, the open interest changed by -17 which decreased total open position to 341

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 5.8, which was -0.3 lower than the previous day. The implied volatity was 28.32, the open interest changed by -44 which decreased total open position to 356

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 6, which was 1.35 higher than the previous day. The implied volatity was 28.93, the open interest changed by 73 which increased total open position to 398

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 4.75, which was -2.15 lower than the previous day. The implied volatity was 29.67, the open interest changed by 70 which increased total open position to 329

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 6.7, which was -10.3 lower than the previous day. The implied volatity was 27.07, the open interest changed by 36 which increased total open position to 259

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 16.45, which was -11.55 lower than the previous day. The implied volatity was 22.66, the open interest changed by 32 which increased total open position to 223

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 25.75, which was 2.75 higher than the previous day. The implied volatity was 23.38, the open interest changed by -18 which decreased total open position to 192

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 22.45, which was -7.7 lower than the previous day. The implied volatity was 23.45, the open interest changed by 39 which increased total open position to 209

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 30.55, which was 10.4 higher than the previous day. The implied volatity was 23.56, the open interest changed by 87 which increased total open position to 174

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 21, which was 2.15 higher than the previous day. The implied volatity was 22.97, the open interest changed by 21 which increased total open position to 88

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 19.1, which was -5.1 lower than the previous day. The implied volatity was 22.05, the open interest changed by 19 which increased total open position to 69

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 23.9, which was -8.65 lower than the previous day. The implied volatity was 23.35, the open interest changed by 17 which increased total open position to 49

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 30.65, which was -40.7 lower than the previous day. The implied volatity was 24.70, the open interest changed by 22 which increased total open position to 22

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 71.35, which was 0 lower than the previous day. The implied volatity was 7.81, 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 71.35, which was 0 lower than the previous day. The implied volatity was 8.21, 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 71.35, which was 0 lower than the previous day. The implied volatity was 7.82, 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 71.35, which was 0 lower than the previous day. The implied volatity was 6.68, 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 71.35, which was 0 lower than the previous day. The implied volatity was 6.79, 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 71.35, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0

SIEMENS 30DEC2025 3550 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	35 4,375
16 Dec	3161.40	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	35 4,375
15 Dec	3157.80	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
12 Dec	3144.60	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	35 4,375
11 Dec	3196.50	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	35 4,375
10 Dec	3179.90	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	35 4,375
9 Dec	3142.80	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
8 Dec	3204.20	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	35 4,375
5 Dec	3325.90	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
4 Dec	3362.50	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
3 Dec	3329.90	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
2 Dec	3361.00	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
1 Dec	3310.20	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
28 Nov	3297.00	272.55 ₹ 34,068.75	37.15 4643.75	-	0 0	0 0	0 0
27 Nov	3312.10	272.55 ₹ 34,068.75	37.15 4643.75	33.90	7 875	0 0	35 4,375
26 Nov	3318.80	235.4 ₹ 29,425	-97.55 -12193.75	23.92	49 6,125	32 4,000	36 4,500
25 Nov	3181.10	332.95 ₹ 41,618.75	-141.45 -17681.25	-	0 0	0 0	0 0
24 Nov	3163.90	332.95 ₹ 41,618.75	-141.45 -17681.25	-	0 0	0 0	0 0
21 Nov	3173.50	332.95 ₹ 41,618.75	-141.45 -17681.25	-	0 0	4 500	0 0
20 Nov	3216.30	332.95 ₹ 41,618.75	-141.45 -17681.25	30.00	4 500	3 375	3 375
19 Nov	3211.50	474.4 ₹ 59,300	0 0.00	-	0 0	0 0	0 0
18 Nov	3249.50	474.4 ₹ 59,300	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3550 expiring on 30DEC2025

Delta for 3550 PE is -

Historical price for 3550 PE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 272.55, which was 37.15 higher than the previous day. The implied volatity was 33.90, the open interest changed by 0 which decreased total open position to 35

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 235.4, which was -97.55 lower than the previous day. The implied volatity was 23.92, the open interest changed by 32 which increased total open position to 36

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 332.95, which was -141.45 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 332.95, which was -141.45 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 332.95, which was -141.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 332.95, which was -141.45 lower than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 3

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 474.4, 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 Nov SIEMENS was trading at 3249.50. The strike last trading price was 474.4, 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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