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 3650 CE
Delta: 0.02 Vega: 0.33 Theta: -0.50 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	1.95 ₹ 243.75	-0.35 -43.75	38.48	14 1,750	-10 -1,250	189 23,625
16 Dec	3161.40	2.3 ₹ 287.5	0.55 68.75	36.18	13 1,625	-4 -500	199 24,875
15 Dec	3157.80	1.7 ₹ 212.5	-1.4 -175.00	33.98	21 2,625	-6 -750	205 25,625
12 Dec	3144.60	3.15 ₹ 393.75	-0.6 -75.00	34.87	103 12,875	-10 -1,250	201 25,125
11 Dec	3196.50	3.75 ₹ 468.75	0.5 62.50	31.50	16 2,000	-4 -500	210 26,250
10 Dec	3179.90	3.25 ₹ 406.25	0.25 31.25	30.91	37 4,625	1 125	215 26,875
9 Dec	3142.80	3.1 ₹ 387.5	-0.8 -100.00	32.47	106 13,250	-8 -1,000	217 27,125
8 Dec	3204.20	3.9 ₹ 487.5	-4.15 -518.75	29.38	312 39,000	-16 -2,000	227 28,375
5 Dec	3325.90	8.05 ₹ 1,006.25	-5.85 -731.25	24.04	137 17,125	-10 -1,250	243 30,375
4 Dec	3362.50	12.8 ₹ 1,600	1.55 193.75	24.35	263 32,875	-46 -5,750	261 32,625

3 Dec	3329.90	11.15 ₹ 1,393.75	-4.2 -525.00	24.40	263 32,875	9 1,125	311 38,875
2 Dec	3361.00	15.55 ₹ 1,943.75	5.8 725.00	24.32	710 88,750	49 6,125	300 37,500
1 Dec	3310.20	9.95 ₹ 1,243.75	0.7 87.50	23.58	74 9,250	-23 -2,875	251 31,375
28 Nov	3297.00	9.45 ₹ 1,181.25	-3.1 -387.50	22.91	76 9,500	-13 -1,625	273 34,125
27 Nov	3312.10	12.55 ₹ 1,568.75	-4.7 -587.50	24.15	120 15,000	4 500	285 35,625
26 Nov	3318.80	16.45 ₹ 2,056.25	9.85 1231.25	25.17	1,065 1,33,125	160 20,000	245 30,625
25 Nov	3181.10	6.35 ₹ 793.75	-1 -125.00	25.46	27 3,375	5 625	84 10,500
24 Nov	3163.90	7.4 ₹ 925	-1.05 -131.25	27.11	26 3,250	1 125	79 9,875
21 Nov	3173.50	8.15 ₹ 1,018.75	-5.6 -700.00	26.35	94 11,750	3 375	77 9,625
20 Nov	3216.30	13.45 ₹ 1,681.25	-0.6 -75.00	26.91	110 13,750	-9 -1,125	79 9,875
19 Nov	3211.50	14.05 ₹ 1,756.25	-5.95 -743.75	26.95	275 34,375	83 10,375	88 11,000
18 Nov	3249.50	20 ₹ 2,500	-33.45 -4181.25	27.34	8 1,000	3 375	3 375

For Siemens Ltd - strike price 3650 expiring on 30DEC2025

Delta for 3650 CE is 0.02

Historical price for 3650 CE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 38.48, the open interest changed by -10 which decreased total open position to 189

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 36.18, the open interest changed by -4 which decreased total open position to 199

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 1.7, which was -1.4 lower than the previous day. The implied volatity was 33.98, the open interest changed by -6 which decreased total open position to 205

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 3.15, which was -0.6 lower than the previous day. The implied volatity was 34.87, the open interest changed by -10 which decreased total open position to 201

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 3.75, which was 0.5 higher than the previous day. The implied volatity was 31.50, the open interest changed by -4 which decreased total open position to 210

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 30.91, the open interest changed by 1 which increased total open position to 215

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 3.1, which was -0.8 lower than the previous day. The implied volatity was 32.47, the open interest changed by -8 which decreased total open position to 217

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 3.9, which was -4.15 lower than the previous day. The implied volatity was 29.38, the open interest changed by -16 which decreased total open position to 227

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 8.05, which was -5.85 lower than the previous day. The implied volatity was 24.04, the open interest changed by -10 which decreased total open position to 243

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 12.8, which was 1.55 higher than the previous day. The implied volatity was 24.35, the open interest changed by -46 which decreased total open position to 261

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 11.15, which was -4.2 lower than the previous day. The implied volatity was 24.40, the open interest changed by 9 which increased total open position to 311

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 15.55, which was 5.8 higher than the previous day. The implied volatity was 24.32, the open interest changed by 49 which increased total open position to 300

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 9.95, which was 0.7 higher than the previous day. The implied volatity was 23.58, the open interest changed by -23 which decreased total open position to 251

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 9.45, which was -3.1 lower than the previous day. The implied volatity was 22.91, the open interest changed by -13 which decreased total open position to 273

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 12.55, which was -4.7 lower than the previous day. The implied volatity was 24.15, the open interest changed by 4 which increased total open position to 285

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 16.45, which was 9.85 higher than the previous day. The implied volatity was 25.17, the open interest changed by 160 which increased total open position to 245

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 6.35, which was -1 lower than the previous day. The implied volatity was 25.46, the open interest changed by 5 which increased total open position to 84

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 7.4, which was -1.05 lower than the previous day. The implied volatity was 27.11, the open interest changed by 1 which increased total open position to 79

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 8.15, which was -5.6 lower than the previous day. The implied volatity was 26.35, the open interest changed by 3 which increased total open position to 77

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 13.45, which was -0.6 lower than the previous day. The implied volatity was 26.91, the open interest changed by -9 which decreased total open position to 79

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 14.05, which was -5.95 lower than the previous day. The implied volatity was 26.95, the open interest changed by 83 which increased total open position to 88

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 20, which was -33.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by 3 which increased total open position to 3

SIEMENS 30DEC2025 3650 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	493.3 ₹ 61,662.5	62.05 7756.25	-	0 0	0 0	32 4,000
16 Dec	3161.40	493.3 ₹ 61,662.5	62.05 7756.25	-	0 0	0 0	32 4,000
15 Dec	3157.80	493.3 ₹ 61,662.5	62.05 7756.25	-	0 0	0 0	0 0
12 Dec	3144.60	493.3 ₹ 61,662.5	62.05 7756.25	-	0 0	0 0	32 4,000
11 Dec	3196.50	493.3 ₹ 61,662.5	62.05 7756.25	-	0 0	0 0	32 4,000
10 Dec	3179.90	493.3 ₹ 61,662.5	62.05 7756.25	-	0 0	0 0	32 4,000
9 Dec	3142.80	493.3 ₹ 61,662.5	62.05 7756.25	23.06	7 875	0 0	31 3,875
8 Dec	3204.20	431.25 ₹ 53,906.25	89.95 11243.75	-	20 2,500	5 625	31 3,875
5 Dec	3325.90	341.3 ₹ 42,662.5	47.5 5937.50	38.23	3 375	0 0	24 3,000
4 Dec	3362.50	293.8 ₹ 36,725	-39.2 -4900.00	-	0 0	0 0	0 0
3 Dec	3329.90	293.8 ₹ 36,725	-39.2 -4900.00	14.24	3 375	0 0	24 3,000
2 Dec	3361.00	333 ₹ 41,625	7.8 975.00	-	0 0	0 0	0 0
1 Dec	3310.20	333 ₹ 41,625	7.8 975.00	-	0 0	0 0	0 0
28 Nov	3297.00	333 ₹ 41,625	7.8 975.00	-	0 0	1 125	0 0
27 Nov	3312.10	333 ₹ 41,625	7.8 975.00	26.75	10 1,250	2 250	25 3,125
26 Nov	3318.80	325.2 ₹ 40,650	-151.8 -18975.00	26.33	2 250	-1 -125	23 2,875
25 Nov	3181.10	477 ₹ 59,625	69.35 8668.75	-	0 0	0 0	0 0
24 Nov	3163.90	477 ₹ 59,625	69.35 8668.75	-	0 0	13 1,625	0 0
21 Nov	3173.50	477 ₹ 59,625	69.35 8668.75	38.90	17 2,125	12 1,500	23 2,875
20 Nov	3216.30	407.65 ₹ 50,956.25	-147.85 -18481.25	24.62	15 1,875	10 1,250	10 1,250
19 Nov	3211.50	555.5 ₹ 69,437.5	0 0.00	-	0 0	0 0	0 0
18 Nov	3249.50	555.5 ₹ 69,437.5	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3650 expiring on 30DEC2025

Delta for 3650 PE is -

Historical price for 3650 PE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 493.3, which was 62.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 493.3, which was 62.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 493.3, which was 62.05 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 493.3, which was 62.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 493.3, which was 62.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 493.3, which was 62.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 493.3, which was 62.05 higher than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 31

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 431.25, which was 89.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 31

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 341.3, which was 47.5 higher than the previous day. The implied volatity was 38.23, the open interest changed by 0 which decreased total open position to 24

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 293.8, which was -39.2 lower 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 293.8, which was -39.2 lower than the previous day. The implied volatity was 14.24, the open interest changed by 0 which decreased total open position to 24

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 333, which was 7.8 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 333, which was 7.8 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 333, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 333, which was 7.8 higher than the previous day. The implied volatity was 26.75, the open interest changed by 2 which increased total open position to 25

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 325.2, which was -151.8 lower than the previous day. The implied volatity was 26.33, the open interest changed by -1 which decreased total open position to 23

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 477, which was 69.35 higher 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 477, which was 69.35 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 477, which was 69.35 higher than the previous day. The implied volatity was 38.90, the open interest changed by 12 which increased total open position to 23

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 407.65, which was -147.85 lower than the previous day. The implied volatity was 24.62, the open interest changed by 10 which increased total open position to 10

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 555.5, 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 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 555.5, 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

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