SIEMENS

Siemens Ltd

3144.6 -51.90 (-1.62%)

L: 2992.8 H: 3208.7

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Historical option data for SIEMENS
12 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 3600 CE
Delta: 0.04 Vega: 0.59 Theta: -0.57 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3144.60	3.5 ₹ 437.5	-0.9 -112.50	32.74	785 98,125	51 6,375	545 68,125
11 Dec	3196.50	4.3 ₹ 537.5	-0.4 -50.00	29.50	57 7,125	-8 -1,000	495 61,875
10 Dec	3179.90	4.6 ₹ 575	0.75 93.75	30.20	179 22,375	14 1,750	503 62,875
9 Dec	3142.80	3.4 ₹ 425	-1.85 -231.25	30.45	284 35,500	-41 -5,125	489 61,125
8 Dec	3204.20	5.05 ₹ 631.25	-6.3 -787.50	28.21	2,036 2,54,500	-774 -96,750	524 65,500
5 Dec	3325.90	11.15 ₹ 1,393.75	-8.25 -1031.25	23.15	1,283 1,60,375	434 54,250	1,297 1,62,125
4 Dec	3362.50	17.95 ₹ 2,243.75	2.4 300.00	23.74	351 43,875	-5 -625	863 1,07,875
3 Dec	3329.90	15.75 ₹ 1,968.75	-5.7 -712.50	23.86	590 73,750	135 16,875	867 1,08,375
2 Dec	3361.00	21.65 ₹ 2,706.25	7.65 956.25	23.84	1,710 2,13,750	56 7,000	730 91,250
1 Dec	3310.20	14.75 ₹ 1,843.75	1.75 218.75	23.37	236 29,500	25 3,125	673 84,125
28 Nov	3297.00	13.2 ₹ 1,650	-4.4 -550.00	22.35	759 94,875	388 48,500	648 81,000
27 Nov	3312.10	17 ₹ 2,125	-6.45 -806.25	23.59	352 44,000	-23 -2,875	259 32,375
26 Nov	3318.80	22.55 ₹ 2,818.75	-88.35 -11043.75	24.93	1,179 1,47,375	275 34,375	275 34,375
25 Nov	3181.10	110.9 ₹ 13,862.5	0 0.00	8.79	0 0	0 0	0 0
24 Nov	3163.90	110.9 ₹ 13,862.5	0 0.00	9.17	0 0	0 0	0 0
21 Nov	3173.50	110.9 ₹ 13,862.5	0 0.00	8.67	0 0	0 0	0 0
20 Nov	3216.30	110.9 ₹ 13,862.5	0 0.00	7.72	0 0	0 0	0 0
19 Nov	3211.50	110.9 ₹ 13,862.5	0 0.00	7.64	0 0	0 0	0 0
18 Nov	3249.50	110.9 ₹ 13,862.5	0 0.00	6.71	0 0	0 0	0 0
28 Oct	3109.70	110.9 ₹ 13,862.5	0 0.00	7.66	0 0	0 0	0 0
27 Oct	3159.90	110.9 ₹ 13,862.5	0 0.00	6.86	0 0	0 0	0 0
24 Oct	3152.20	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
23 Oct	3149.90	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
21 Oct	3102.90	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
17 Oct	3121.20	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
16 Oct	3119.00	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
15 Oct	3118.60	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
14 Oct	3107.30	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
10 Oct	3147.40	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
9 Oct	3178.40	110.9 ₹ 13,862.5	0 0.00	-	0 0	0 0	0 0
8 Oct	3216.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	3250.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

6 Oct	3251.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	3164.10	0 ₹ 0	0 0.00	5.99	0 0	0 0	0 0

For Siemens Ltd - strike price 3600 expiring on 30DEC2025

Delta for 3600 CE is 0.04

Historical price for 3600 CE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was 32.74, the open interest changed by 51 which increased total open position to 545

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 4.3, which was -0.4 lower than the previous day. The implied volatity was 29.50, the open interest changed by -8 which decreased total open position to 495

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 30.20, the open interest changed by 14 which increased total open position to 503

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 3.4, which was -1.85 lower than the previous day. The implied volatity was 30.45, the open interest changed by -41 which decreased total open position to 489

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 5.05, which was -6.3 lower than the previous day. The implied volatity was 28.21, the open interest changed by -774 which decreased total open position to 524

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 11.15, which was -8.25 lower than the previous day. The implied volatity was 23.15, the open interest changed by 434 which increased total open position to 1297

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 17.95, which was 2.4 higher than the previous day. The implied volatity was 23.74, the open interest changed by -5 which decreased total open position to 863

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 15.75, which was -5.7 lower than the previous day. The implied volatity was 23.86, the open interest changed by 135 which increased total open position to 867

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 21.65, which was 7.65 higher than the previous day. The implied volatity was 23.84, the open interest changed by 56 which increased total open position to 730

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 14.75, which was 1.75 higher than the previous day. The implied volatity was 23.37, the open interest changed by 25 which increased total open position to 673

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 13.2, which was -4.4 lower than the previous day. The implied volatity was 22.35, the open interest changed by 388 which increased total open position to 648

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 17, which was -6.45 lower than the previous day. The implied volatity was 23.59, the open interest changed by -23 which decreased total open position to 259

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 22.55, which was -88.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by 275 which increased total open position to 275

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 110.9, which was 0 lower than the previous day. The implied volatity was 8.79, 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 110.9, which was 0 lower than the previous day. The implied volatity was 9.17, 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 110.9, which was 0 lower than the previous day. The implied volatity was 8.67, 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 110.9, which was 0 lower than the previous day. The implied volatity was 7.72, 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 110.9, which was 0 lower than the previous day. The implied volatity was 7.64, 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 110.9, which was 0 lower than the previous day. The implied volatity was 6.71, 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 110.9, which was 0 lower than the previous day. The implied volatity was 7.66, 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 110.9, which was 0 lower than the previous day. The implied volatity was 6.86, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 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 7 Oct SIEMENS was trading at 3250.80. 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 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 5.99, the open interest changed by 0 which decreased total open position to 0

SIEMENS 30DEC2025 3600 PE
Delta: -0.90 Vega: 1.23 Theta: -0.61 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3144.60	453.1 ₹ 56,637.5	51.05 6381.25	44.29	21 2,625	0 0	88 11,000
11 Dec	3196.50	401.6 ₹ 50,200	17.6 2200.00	41.02	10 1,250	2 250	89 11,125
10 Dec	3179.90	384 ₹ 48,000	100.75 12593.75	-	0 0	0 0	87 10,875
9 Dec	3142.80	384 ₹ 48,000	100.75 12593.75	-	0 0	-1 -125	0 0
8 Dec	3204.20	384 ₹ 48,000	100.75 12593.75	23.25	15 1,875	2 250	90 11,250
5 Dec	3325.90	283.25 ₹ 35,406.25	40.75 5093.75	31.19	4 500	0 0	88 11,000
4 Dec	3362.50	242.5 ₹ 30,312.5	-2.5 -312.50	25.11	1 125	0 0	88 11,000
3 Dec	3329.90	245 ₹ 30,625	-71.35 -8918.75	-	0 0	1 125	0 0
2 Dec	3361.00	245 ₹ 30,625	-71.35 -8918.75	27.70	5 625	1 125	88 11,000
1 Dec	3310.20	316.35 ₹ 39,543.75	34.8 4350.00	-	0 0	0 0	0 0
28 Nov	3297.00	316.35 ₹ 39,543.75	34.8 4350.00	-	0 0	6 750	0 0
27 Nov	3312.10	316.35 ₹ 39,543.75	34.8 4350.00	35.69	18 2,250	6 750	87 10,875
26 Nov	3318.80	281.55 ₹ 35,193.75	-124.4 -15550.00	25.83	9 1,125	3 375	80 10,000
25 Nov	3181.10	405.95 ₹ 50,743.75	-17.05 -2131.25	35.37	1 125	0 0	76 9,500
24 Nov	3163.90	423 ₹ 52,875	11.5 1437.50	33.96	5 625	1 125	76 9,500
21 Nov	3173.50	410.8 ₹ 51,350	41.7 5212.50	29.24	77 9,625	68 8,500	73 9,125
20 Nov	3216.30	369.1 ₹ 46,137.5	-13.75 -1718.75	27.73	9 1,125	2 250	4 500
19 Nov	3211.50	382.85 ₹ 47,856.25	-66.65 -8331.25	32.27	1 125	0 0	1 125
18 Nov	3249.50	449.5 ₹ 56,187.5	-77.65 -9706.25	-	0 0	0 0	0 0
28 Oct	3109.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	3159.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	3152.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	3149.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Oct	3102.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	3121.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Oct	3119.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
15 Oct	3118.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Oct	3107.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	3147.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	3178.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	3216.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	3250.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	3251.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	3164.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3600 expiring on 30DEC2025

Delta for 3600 PE is -0.90

Historical price for 3600 PE is as follows

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 453.1, which was 51.05 higher than the previous day. The implied volatity was 44.29, the open interest changed by 0 which decreased total open position to 88

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 401.6, which was 17.6 higher than the previous day. The implied volatity was 41.02, the open interest changed by 2 which increased total open position to 89

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 384, which was 100.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 384, which was 100.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 384, which was 100.75 higher than the previous day. The implied volatity was 23.25, the open interest changed by 2 which increased total open position to 90

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 283.25, which was 40.75 higher than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 88

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 242.5, which was -2.5 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 88

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 245, which was -71.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 245, which was -71.35 lower than the previous day. The implied volatity was 27.70, the open interest changed by 1 which increased total open position to 88

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 316.35, which was 34.8 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 316.35, which was 34.8 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 316.35, which was 34.8 higher than the previous day. The implied volatity was 35.69, the open interest changed by 6 which increased total open position to 87

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 281.55, which was -124.4 lower than the previous day. The implied volatity was 25.83, the open interest changed by 3 which increased total open position to 80

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 405.95, which was -17.05 lower than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 76

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 423, which was 11.5 higher than the previous day. The implied volatity was 33.96, the open interest changed by 1 which increased total open position to 76

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 410.8, which was 41.7 higher than the previous day. The implied volatity was 29.24, the open interest changed by 68 which increased total open position to 73

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 369.1, which was -13.75 lower than the previous day. The implied volatity was 27.73, the open interest changed by 2 which increased total open position to 4

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 382.85, which was -66.65 lower than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 1

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 449.5, which was -77.65 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 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 27 Oct SIEMENS was trading at 3159.90. 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 24 Oct SIEMENS was trading at 3152.20. 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 23 Oct SIEMENS was trading at 3149.90. 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 21 Oct SIEMENS was trading at 3102.90. 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 17 Oct SIEMENS was trading at 3121.20. 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 16 Oct SIEMENS was trading at 3119.00. 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 15 Oct SIEMENS was trading at 3118.60. 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 14 Oct SIEMENS was trading at 3107.30. 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 10 Oct SIEMENS was trading at 3147.40. 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 9 Oct SIEMENS was trading at 3178.40. 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 -, the open interest changed by 0 which decreased total open position to 0

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