Historical option data for SIEMENS
22 Jun 2026 01:19 PM IST
| SIEMENS 28-Jul-2026 (36d) 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 3731.70 | 220 | 0 (0.00%) | - | 4 | 0 | 9 | |||||||||
| 19 Jun | 3759.60 | 220 | 0 (0.00%) | - | 4 | 0 | 9 | |||||||||
| 18 Jun | 3746.20 | 220 | 0 (0.00%) | 26.95 | 4 | 0 | 9 | |||||||||
| 17 Jun | 3725.40 | 220 | 49 (28.65%) | 26.95 | 4 | 0 | 9 | |||||||||
| 16 Jun | 3636.90 | 171.45 | 7.45 (4.54%) | 28.57 | 5 | 3 | 9 | |||||||||
| 15 Jun | 3601.80 | 161.25 | -24.75 (-13.31%) | 28.9 | 17 | 6 | 7 | |||||||||
| 12 Jun | 3569.60 | 186 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 3522.00 | 186 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 3582.70 | 186 | 0 (0.00%) | 30.71 | 1 | 0 | 1 | |||||||||
| 9 Jun | 3619.80 | 186 | -273 (-59.48%) | 30.71 | 1 | 0 | 0 | |||||||||
| 8 Jun | 3624.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 3700.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 3686.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 3709.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 3729.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 3711.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 3844.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 3878.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 3677.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 3667.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 3605.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 3808.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3600 expiring on 28JUL2026
Delta for 3600 CE is -
Historical price for 3600 CE is as follows
On 22 Jun SIEMENS was trading at 3731.70. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Jun SIEMENS was trading at 3759.60. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Jun SIEMENS was trading at 3746.20. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 9
On 17 Jun SIEMENS was trading at 3725.40. The strike last trading price was 220, which was 49 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 9
On 16 Jun SIEMENS was trading at 3636.90. The strike last trading price was 171.45, which was 7.45 higher than the previous day. The implied volatity was 28.57, the open interest changed by 3 which increased total open position to 9
On 15 Jun SIEMENS was trading at 3601.80. The strike last trading price was 161.25, which was -24.75 lower than the previous day. The implied volatity was 28.9, the open interest changed by 6 which increased total open position to 7
On 12 Jun SIEMENS was trading at 3569.60. The strike last trading price was 186, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun SIEMENS was trading at 3522.00. The strike last trading price was 186, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun SIEMENS was trading at 3582.70. The strike last trading price was 186, which was 0 lower than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 1
On 9 Jun SIEMENS was trading at 3619.80. The strike last trading price was 186, which was -273 lower than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 0
On 8 Jun SIEMENS was trading at 3624.00. 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 5 Jun SIEMENS was trading at 3700.80. 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 4 Jun SIEMENS was trading at 3686.90. 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 3 Jun SIEMENS was trading at 3709.60. 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 2 Jun SIEMENS was trading at 3729.70. 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 1 Jun SIEMENS was trading at 3711.30. 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 29 May SIEMENS was trading at 3844.00. 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 27 May SIEMENS was trading at 3878.70. 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 26 May SIEMENS was trading at 3677.20. 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 25 May SIEMENS was trading at 3667.50. 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 11 May SIEMENS was trading at 3605.60. 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 30 Apr SIEMENS was trading at 3808.20. 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
| SIEMENS 28-Jul-2026 (36d) 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.04
Theta: -1.59
Gamma: 0.00085
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 3731.70 | 92 | 92 (-3.21%) | 34.31 | 10 | 0 | 26 |
| 19 Jun | 3759.60 | 92 | 8.95 (10.78%) | 32.33 | 10 | 6 | 26 |
| 18 Jun | 3746.20 | 83.1 | -41.1 (-33.09%) | 31.75 | 24 | 3 | 20 |
| 17 Jun | 3725.40 | 124.2 | -25.8 (-17.20%) | 33.15 | 19 | 11 | 14 |
| 16 Jun | 3636.90 | 150 | 150 (-25.00%) | 34.84 | 2 | 0 | 3 |
| 15 Jun | 3601.80 | 150 | -50 (-25.00%) | 34.84 | 2 | 0 | 3 |
| 12 Jun | 3569.60 | 200 | 58.4 (41.24%) | 35.66 | 1 | 1 | 3 |
| 11 Jun | 3522.00 | 141.6 | 141.6 | - | 1 | 0 | 2 |
| 10 Jun | 3582.70 | 141.6 | 141.6 (0.00%) | - | 1 | 0 | 2 |
| 9 Jun | 3619.80 | 141.6 | 0 (0.00%) | - | 1 | 0 | 2 |
| 8 Jun | 3624.00 | 141.6 | 0 (0.00%) | - | 1 | 0 | 2 |
| 5 Jun | 3700.80 | 141.6 | 0 (0.00%) | 37.05 | 1 | 0 | 2 |
| 4 Jun | 3686.90 | 141.6 | 16.6 (13.28%) | 37.05 | 1 | -1 | 2 |
| 3 Jun | 3709.60 | 163.25 | 0 (0.00%) | 34.53 | 2 | 0 | 3 |
| 2 Jun | 3729.70 | 125 | -5 (-3.85%) | 34.53 | 2 | 0 | 3 |
| 1 Jun | 3711.30 | 130 | 30 (30.00%) | 34.41 | 1 | 1 | 3 |
| 29 May | 3844.00 | 100 | -40 (-28.57%) | 37.4 | 4 | 0 | 3 |
| 27 May | 3878.70 | 140 | -60 (-30.00%) | 37.15 | 1 | 0 | 3 |
| 26 May | 3677.20 | 200 | 0 (0.00%) | 40.9 | 3 | 0 | 3 |
| 25 May | 3667.50 | 200 | 20 (11.11%) | 40.9 | 3 | 2 | 2 |
| 11 May | 3605.60 | 0 | -180 (-100.00%) | 0 | 0 | 0 | 0 |
| 30 Apr | 3808.20 | 0 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3600 expiring on 28JUL2026
Delta for 3600 PE is -0.31
Historical price for 3600 PE is as follows
On 22 Jun SIEMENS was trading at 3731.70. The strike last trading price was 92, which was 92 higher than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 26
On 19 Jun SIEMENS was trading at 3759.60. The strike last trading price was 92, which was 8.95 higher than the previous day. The implied volatity was 32.33, the open interest changed by 6 which increased total open position to 26
On 18 Jun SIEMENS was trading at 3746.20. The strike last trading price was 83.1, which was -41.1 lower than the previous day. The implied volatity was 31.75, the open interest changed by 3 which increased total open position to 20
On 17 Jun SIEMENS was trading at 3725.40. The strike last trading price was 124.2, which was -25.8 lower than the previous day. The implied volatity was 33.15, the open interest changed by 11 which increased total open position to 14
On 16 Jun SIEMENS was trading at 3636.90. The strike last trading price was 150, which was 150 higher than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 3
On 15 Jun SIEMENS was trading at 3601.80. The strike last trading price was 150, which was -50 lower than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 3
On 12 Jun SIEMENS was trading at 3569.60. The strike last trading price was 200, which was 58.4 higher than the previous day. The implied volatity was 35.66, the open interest changed by 1 which increased total open position to 3
On 11 Jun SIEMENS was trading at 3522.00. The strike last trading price was 141.6, which was 141.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun SIEMENS was trading at 3582.70. The strike last trading price was 141.6, which was 141.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun SIEMENS was trading at 3619.80. The strike last trading price was 141.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SIEMENS was trading at 3624.00. The strike last trading price was 141.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SIEMENS was trading at 3700.80. The strike last trading price was 141.6, which was 0 lower than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 2
On 4 Jun SIEMENS was trading at 3686.90. The strike last trading price was 141.6, which was 16.6 higher than the previous day. The implied volatity was 37.05, the open interest changed by -1 which decreased total open position to 2
On 3 Jun SIEMENS was trading at 3709.60. The strike last trading price was 163.25, which was 0 lower than the previous day. The implied volatity was 34.53, the open interest changed by 0 which decreased total open position to 3
On 2 Jun SIEMENS was trading at 3729.70. The strike last trading price was 125, which was -5 lower than the previous day. The implied volatity was 34.53, the open interest changed by 0 which decreased total open position to 3
On 1 Jun SIEMENS was trading at 3711.30. The strike last trading price was 130, which was 30 higher than the previous day. The implied volatity was 34.41, the open interest changed by 1 which increased total open position to 3
On 29 May SIEMENS was trading at 3844.00. The strike last trading price was 100, which was -40 lower than the previous day. The implied volatity was 37.4, the open interest changed by 0 which decreased total open position to 3
On 27 May SIEMENS was trading at 3878.70. The strike last trading price was 140, which was -60 lower than the previous day. The implied volatity was 37.15, the open interest changed by 0 which decreased total open position to 3
On 26 May SIEMENS was trading at 3677.20. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 40.9, the open interest changed by 0 which decreased total open position to 3
On 25 May SIEMENS was trading at 3667.50. The strike last trading price was 200, which was 20 higher than the previous day. The implied volatity was 40.9, the open interest changed by 2 which increased total open position to 2
On 11 May SIEMENS was trading at 3605.60. The strike last trading price was 0, which was -180 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 30 Apr SIEMENS was trading at 3808.20. 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
