Historical option data for SIEMENS
25 Jun 2026 10:22 AM IST
| SIEMENS 30-Jun-2026 (5d) 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.02
Theta: -3.81
Gamma: 0.004
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 3644.50 | 38.7 | 21.2 (121.14%) | 22.21 | 1,432 | -45 | 575 | |||||||||
| 24 Jun | 3561.50 | 18.4 | -58.65 (-76.12%) | 26.88 | 3,485 | 472 | 618 | |||||||||
| 23 Jun | 3685.90 | 73.4 | -53.25 (-42.05%) | 25.5 | 284 | 7 | 146 | |||||||||
| 22 Jun | 3767.80 | 123.85 | -8.3 (-6.28%) | 20.53 | 186 | -29 | 139 | |||||||||
| 19 Jun | 3759.60 | 135.65 | -3.9 (-2.79%) | 22.47 | 244 | -30 | 168 | |||||||||
| 18 Jun | 3746.20 | 141.3 | 20.05 (16.54%) | 27.88 | 415 | -35 | 201 | |||||||||
| 17 Jun | 3725.40 | 119 | 37.9 (46.73%) | 26.37 | 2,122 | -206 | 235 | |||||||||
| 16 Jun | 3636.90 | 79.2 | 8.35 (11.79%) | 28.93 | 2,196 | 68 | 441 | |||||||||
| 15 Jun | 3601.80 | 70.1 | 9.95 (16.54%) | 30.32 | 1,874 | 61 | 377 | |||||||||
| 12 Jun | 3569.60 | 57.9 | 8.05 (16.15%) | 28.22 | 445 | 11 | 316 | |||||||||
| 11 Jun | 3522.00 | 50.7 | -24.35 (-32.45%) | 29.73 | 328 | 30 | 304 | |||||||||
| 10 Jun | 3582.70 | 70 | -26.25 (-27.27%) | 29.97 | 570 | 1 | 275 | |||||||||
| 9 Jun | 3619.80 | 98.5 | 1.05 (1.08%) | 30.76 | 409 | 25 | 274 | |||||||||
| 8 Jun | 3624.00 | 85 | -68.65 (-44.68%) | 31.94 | 401 | 32 | 249 | |||||||||
| 5 Jun | 3700.80 | 153.2 | -11.2 (-6.81%) | 30.61 | 119 | 9 | 217 | |||||||||
| 4 Jun | 3686.90 | 165.5 | -36.15 (-17.93%) | 35.42 | 31 | -2 | 207 | |||||||||
| 3 Jun | 3709.60 | 201.65 | 2.6 (1.31%) | 37.58 | 67 | 5 | 209 | |||||||||
| 2 Jun | 3729.70 | 200.4 | 22.85 (12.87%) | 35.65 | 132 | -7 | 205 | |||||||||
| 1 Jun | 3711.30 | 178.15 | -61.55 (-25.68%) | 32.47 | 250 | 58 | 216 | |||||||||
| 29 May | 3844.00 | 240.2 | -61.4 (-20.36%) | 21.69 | 123 | 23 | 158 | |||||||||
| 27 May | 3878.70 | 312.5 | 109.7 (54.09%) | 30.32 | 1,163 | -27 | 135 | |||||||||
| 26 May | 3677.20 | 208.8 | 23.45 (12.65%) | 40.4 | 1,119 | 144 | 162 | |||||||||
| 25 May | 3667.50 | 186.6 | -185.75 (-49.89%) | 36.25 | 34 | 17 | 17 | |||||||||
| 18 May | 3535.10 | 0 | -372.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 3587.90 | 0 | -372.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 3693.80 | 0 | -372.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3532.20 | 0 | -372.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 3574.40 | 0 | -372.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3605.60 | 0 | -372.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 3822.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 3871.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 3841.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 3846.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 3834.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3650 expiring on 30JUN2026
Delta for 3650 CE is 0.5
Historical price for 3650 CE is as follows
On 25 Jun SIEMENS was trading at 3644.50. The strike last trading price was 38.7, which was 21.2 higher than the previous day. The implied volatity was 22.21, the open interest changed by -45 which decreased total open position to 575
On 24 Jun SIEMENS was trading at 3561.50. The strike last trading price was 18.4, which was -58.65 lower than the previous day. The implied volatity was 26.88, the open interest changed by 472 which increased total open position to 618
On 23 Jun SIEMENS was trading at 3685.90. The strike last trading price was 73.4, which was -53.25 lower than the previous day. The implied volatity was 25.5, the open interest changed by 7 which increased total open position to 146
On 22 Jun SIEMENS was trading at 3767.80. The strike last trading price was 123.85, which was -8.3 lower than the previous day. The implied volatity was 20.53, the open interest changed by -29 which decreased total open position to 139
On 19 Jun SIEMENS was trading at 3759.60. The strike last trading price was 135.65, which was -3.9 lower than the previous day. The implied volatity was 22.47, the open interest changed by -30 which decreased total open position to 168
On 18 Jun SIEMENS was trading at 3746.20. The strike last trading price was 141.3, which was 20.05 higher than the previous day. The implied volatity was 27.88, the open interest changed by -35 which decreased total open position to 201
On 17 Jun SIEMENS was trading at 3725.40. The strike last trading price was 119, which was 37.9 higher than the previous day. The implied volatity was 26.37, the open interest changed by -206 which decreased total open position to 235
On 16 Jun SIEMENS was trading at 3636.90. The strike last trading price was 79.2, which was 8.35 higher than the previous day. The implied volatity was 28.93, the open interest changed by 68 which increased total open position to 441
On 15 Jun SIEMENS was trading at 3601.80. The strike last trading price was 70.1, which was 9.95 higher than the previous day. The implied volatity was 30.32, the open interest changed by 61 which increased total open position to 377
On 12 Jun SIEMENS was trading at 3569.60. The strike last trading price was 57.9, which was 8.05 higher than the previous day. The implied volatity was 28.22, the open interest changed by 11 which increased total open position to 316
On 11 Jun SIEMENS was trading at 3522.00. The strike last trading price was 50.7, which was -24.35 lower than the previous day. The implied volatity was 29.73, the open interest changed by 30 which increased total open position to 304
On 10 Jun SIEMENS was trading at 3582.70. The strike last trading price was 70, which was -26.25 lower than the previous day. The implied volatity was 29.97, the open interest changed by 1 which increased total open position to 275
On 9 Jun SIEMENS was trading at 3619.80. The strike last trading price was 98.5, which was 1.05 higher than the previous day. The implied volatity was 30.76, the open interest changed by 25 which increased total open position to 274
On 8 Jun SIEMENS was trading at 3624.00. The strike last trading price was 85, which was -68.65 lower than the previous day. The implied volatity was 31.94, the open interest changed by 32 which increased total open position to 249
On 5 Jun SIEMENS was trading at 3700.80. The strike last trading price was 153.2, which was -11.2 lower than the previous day. The implied volatity was 30.61, the open interest changed by 9 which increased total open position to 217
On 4 Jun SIEMENS was trading at 3686.90. The strike last trading price was 165.5, which was -36.15 lower than the previous day. The implied volatity was 35.42, the open interest changed by -2 which decreased total open position to 207
On 3 Jun SIEMENS was trading at 3709.60. The strike last trading price was 201.65, which was 2.6 higher than the previous day. The implied volatity was 37.58, the open interest changed by 5 which increased total open position to 209
On 2 Jun SIEMENS was trading at 3729.70. The strike last trading price was 200.4, which was 22.85 higher than the previous day. The implied volatity was 35.65, the open interest changed by -7 which decreased total open position to 205
On 1 Jun SIEMENS was trading at 3711.30. The strike last trading price was 178.15, which was -61.55 lower than the previous day. The implied volatity was 32.47, the open interest changed by 58 which increased total open position to 216
On 29 May SIEMENS was trading at 3844.00. The strike last trading price was 240.2, which was -61.4 lower than the previous day. The implied volatity was 21.69, the open interest changed by 23 which increased total open position to 158
On 27 May SIEMENS was trading at 3878.70. The strike last trading price was 312.5, which was 109.7 higher than the previous day. The implied volatity was 30.32, the open interest changed by -27 which decreased total open position to 135
On 26 May SIEMENS was trading at 3677.20. The strike last trading price was 208.8, which was 23.45 higher than the previous day. The implied volatity was 40.4, the open interest changed by 144 which increased total open position to 162
On 25 May SIEMENS was trading at 3667.50. The strike last trading price was 186.6, which was -185.75 lower than the previous day. The implied volatity was 36.25, the open interest changed by 17 which increased total open position to 17
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SIEMENS was trading at 3532.20. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SIEMENS was trading at 3574.40. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was 0, 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 -372.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SIEMENS was trading at 3822.60. 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 7 May SIEMENS was trading at 3871.50. 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 6 May SIEMENS was trading at 3841.80. 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 5 May SIEMENS was trading at 3846.60. 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 4 May SIEMENS was trading at 3834.10. 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
| SIEMENS 30-Jun-2026 (5d) 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.02
Theta: -4.5
Gamma: 0.00205
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 3644.50 | 116.65 | 116.65 (202.58%) | 36.95 | 1,082 | 0 | 259 |
| 24 Jun | 3561.50 | 123 | 82.35 (202.58%) | 36.95 | 1,082 | -108 | 259 |
| 23 Jun | 3685.90 | 43 | 17.3 (67.32%) | 28.68 | 1,015 | 83 | 369 |
| 22 Jun | 3767.80 | 26.45 | -6.2 (-18.99%) | 30.93 | 549 | -22 | 286 |
| 19 Jun | 3759.60 | 31.85 | -5.1 (-13.80%) | 29.57 | 357 | -11 | 312 |
| 18 Jun | 3746.20 | 37 | -10.45 (-22.02%) | 28.74 | 647 | -29 | 324 |
| 17 Jun | 3725.40 | 51.9 | -39.1 (-42.97%) | 30.3 | 970 | 83 | 352 |
| 16 Jun | 3636.90 | 91.75 | -24.35 (-20.97%) | 30.09 | 526 | 37 | 268 |
| 15 Jun | 3601.80 | 122.55 | -17.8 (-12.68%) | 33.69 | 368 | -24 | 231 |
| 12 Jun | 3569.60 | 147 | -33.8 (-18.69%) | 32.51 | 60 | -3 | 255 |
| 11 Jun | 3522.00 | 181 | 24.8 (15.88%) | 34.65 | 22 | -9 | 258 |
| 10 Jun | 3582.70 | 165.65 | 37.45 (29.21%) | 35.18 | 93 | -5 | 266 |
| 9 Jun | 3619.80 | 125.8 | -28.4 (-18.42%) | 33.57 | 65 | -2 | 271 |
| 8 Jun | 3624.00 | 166 | 65.65 (65.42%) | 37.5 | 256 | -45 | 279 |
| 5 Jun | 3700.80 | 99.5 | -11.4 (-10.28%) | 33.56 | 156 | -10 | 324 |
| 4 Jun | 3686.90 | 110.45 | 10.35 (10.34%) | 34.24 | 124 | 0 | 337 |
| 3 Jun | 3709.60 | 102.45 | 15 (17.15%) | 33.38 | 207 | -10 | 336 |
| 2 Jun | 3729.70 | 89 | -19.25 (-17.78%) | 31.81 | 190 | 31 | 352 |
| 1 Jun | 3711.30 | 108 | 25.9 (31.55%) | 34.45 | 660 | -30 | 321 |
| 29 May | 3844.00 | 81.6 | 16.45 (25.25%) | 37.1 | 662 | -51 | 353 |
| 27 May | 3878.70 | 60.05 | -108.95 (-64.47%) | 34.06 | 2,297 | 70 | 403 |
| 26 May | 3677.20 | 169.75 | -15.05 (-8.14%) | 42.86 | 959 | 277 | 311 |
| 25 May | 3667.50 | 184.95 | 26.25 (16.54%) | 44.41 | 83 | 33 | 33 |
| 18 May | 3535.10 | 0 | -158.7 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 3587.90 | 0 | -158.7 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3693.80 | 0 | -158.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 3532.20 | 0 | -158.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 3574.40 | 0 | -158.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3605.60 | 0 | -158.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3822.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 3871.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 3841.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 3846.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 3834.10 | 0 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3650 expiring on 30JUN2026
Delta for 3650 PE is -0.68
Historical price for 3650 PE is as follows
On 25 Jun SIEMENS was trading at 3644.50. The strike last trading price was 116.65, which was 116.65 higher than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 259
On 24 Jun SIEMENS was trading at 3561.50. The strike last trading price was 123, which was 82.35 higher than the previous day. The implied volatity was 36.95, the open interest changed by -108 which decreased total open position to 259
On 23 Jun SIEMENS was trading at 3685.90. The strike last trading price was 43, which was 17.3 higher than the previous day. The implied volatity was 28.68, the open interest changed by 83 which increased total open position to 369
On 22 Jun SIEMENS was trading at 3767.80. The strike last trading price was 26.45, which was -6.2 lower than the previous day. The implied volatity was 30.93, the open interest changed by -22 which decreased total open position to 286
On 19 Jun SIEMENS was trading at 3759.60. The strike last trading price was 31.85, which was -5.1 lower than the previous day. The implied volatity was 29.57, the open interest changed by -11 which decreased total open position to 312
On 18 Jun SIEMENS was trading at 3746.20. The strike last trading price was 37, which was -10.45 lower than the previous day. The implied volatity was 28.74, the open interest changed by -29 which decreased total open position to 324
On 17 Jun SIEMENS was trading at 3725.40. The strike last trading price was 51.9, which was -39.1 lower than the previous day. The implied volatity was 30.3, the open interest changed by 83 which increased total open position to 352
On 16 Jun SIEMENS was trading at 3636.90. The strike last trading price was 91.75, which was -24.35 lower than the previous day. The implied volatity was 30.09, the open interest changed by 37 which increased total open position to 268
On 15 Jun SIEMENS was trading at 3601.80. The strike last trading price was 122.55, which was -17.8 lower than the previous day. The implied volatity was 33.69, the open interest changed by -24 which decreased total open position to 231
On 12 Jun SIEMENS was trading at 3569.60. The strike last trading price was 147, which was -33.8 lower than the previous day. The implied volatity was 32.51, the open interest changed by -3 which decreased total open position to 255
On 11 Jun SIEMENS was trading at 3522.00. The strike last trading price was 181, which was 24.8 higher than the previous day. The implied volatity was 34.65, the open interest changed by -9 which decreased total open position to 258
On 10 Jun SIEMENS was trading at 3582.70. The strike last trading price was 165.65, which was 37.45 higher than the previous day. The implied volatity was 35.18, the open interest changed by -5 which decreased total open position to 266
On 9 Jun SIEMENS was trading at 3619.80. The strike last trading price was 125.8, which was -28.4 lower than the previous day. The implied volatity was 33.57, the open interest changed by -2 which decreased total open position to 271
On 8 Jun SIEMENS was trading at 3624.00. The strike last trading price was 166, which was 65.65 higher than the previous day. The implied volatity was 37.5, the open interest changed by -45 which decreased total open position to 279
On 5 Jun SIEMENS was trading at 3700.80. The strike last trading price was 99.5, which was -11.4 lower than the previous day. The implied volatity was 33.56, the open interest changed by -10 which decreased total open position to 324
On 4 Jun SIEMENS was trading at 3686.90. The strike last trading price was 110.45, which was 10.35 higher than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 337
On 3 Jun SIEMENS was trading at 3709.60. The strike last trading price was 102.45, which was 15 higher than the previous day. The implied volatity was 33.38, the open interest changed by -10 which decreased total open position to 336
On 2 Jun SIEMENS was trading at 3729.70. The strike last trading price was 89, which was -19.25 lower than the previous day. The implied volatity was 31.81, the open interest changed by 31 which increased total open position to 352
On 1 Jun SIEMENS was trading at 3711.30. The strike last trading price was 108, which was 25.9 higher than the previous day. The implied volatity was 34.45, the open interest changed by -30 which decreased total open position to 321
On 29 May SIEMENS was trading at 3844.00. The strike last trading price was 81.6, which was 16.45 higher than the previous day. The implied volatity was 37.1, the open interest changed by -51 which decreased total open position to 353
On 27 May SIEMENS was trading at 3878.70. The strike last trading price was 60.05, which was -108.95 lower than the previous day. The implied volatity was 34.06, the open interest changed by 70 which increased total open position to 403
On 26 May SIEMENS was trading at 3677.20. The strike last trading price was 169.75, which was -15.05 lower than the previous day. The implied volatity was 42.86, the open interest changed by 277 which increased total open position to 311
On 25 May SIEMENS was trading at 3667.50. The strike last trading price was 184.95, which was 26.25 higher than the previous day. The implied volatity was 44.41, the open interest changed by 33 which increased total open position to 33
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SIEMENS was trading at 3532.20. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SIEMENS was trading at 3574.40. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was 0, 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 -158.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SIEMENS was trading at 3822.60. 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 7 May SIEMENS was trading at 3871.50. 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 6 May SIEMENS was trading at 3841.80. 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 5 May SIEMENS was trading at 3846.60. 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 4 May SIEMENS was trading at 3834.10. 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
