Historical option data for SIEMENS
20 May 2026 04:10 PM IST
| SIEMENS 26-May-2026 (5d) 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.02
Theta: -6.07
Gamma: 0.00193
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 3696.40 | 110.35 | 66.7 (152.81%) | 40.19 | 2,460 | -4 | 196 | |||||||||
| 19 May | 3550.90 | 40.05 | -8.1 (-16.82%) | 39.69 | 474 | 18 | 201 | |||||||||
| 18 May | 3535.10 | 43.65 | -32.85 (-42.94%) | 43.88 | 645 | -43 | 184 | |||||||||
| 15 May | 3587.90 | 77.35 | -66.4 (-46.19%) | 40.49 | 809 | -22 | 229 | |||||||||
| 14 May | 3693.80 | 140.3 | 72.95 (108.31%) | 42.1 | 3,022 | -37 | 253 | |||||||||
| 13 May | 3532.20 | 71.9 | -16.85 (-18.99%) | 0 | 1,001 | -80 | 289 | |||||||||
| 12 May | 3574.40 | 95 | -11.7 (-10.97%) | 0 | 823 | 20 | 372 | |||||||||
| 11 May | 3605.60 | 99.55 | -151.45 (-60.34%) | 0 | 1,034 | 344 | 355 | |||||||||
| 8 May | 3822.60 | 251 | 13.25 (5.57%) | - | 0 | 1 | 12 | |||||||||
| 7 May | 3871.50 | 251 | 13.25 (5.57%) | - | 0 | 1 | 12 | |||||||||
| 6 May | 3841.80 | 251 | 13.25 (5.57%) | - | 0 | 1 | 12 | |||||||||
| 5 May | 3846.60 | 251 | 13.25 (5.57%) | - | 0 | 1 | 12 | |||||||||
| 4 May | 3834.10 | 251 | 13.25 (5.57%) | - | 0 | 1 | 12 | |||||||||
| 30 Apr | 3808.20 | 251 | 13.25 (5.57%) | 36.4 | 3 | 0 | 11 | |||||||||
| 29 Apr | 3776.80 | 237.75 | -32.25 (-11.94%) | 37.64 | 3 | -1 | 10 | |||||||||
| 28 Apr | 3827.30 | 270 | 100 (58.82%) | 38.35 | 8 | 5 | 8 | |||||||||
| 27 Apr | 3856.00 | 170 | -70 (-29.17%) | - | 0 | 0 | 3 | |||||||||
| 24 Apr | 3808.90 | 170 | -70 (-29.17%) | - | 0 | 0 | 3 | |||||||||
| 23 Apr | 3864.40 | 170 | -70 (-29.17%) | - | 0 | 0 | 3 | |||||||||
| 22 Apr | 3844.30 | 170 | -70 (-29.17%) | - | 0 | 0 | 3 | |||||||||
| 21 Apr | 3721.70 | 170 | -70 (-29.17%) | - | 0 | 0 | 3 | |||||||||
| 20 Apr | 3709.00 | 170 | -70 (-29.17%) | - | 0 | 0 | 3 | |||||||||
| 17 Apr | 3707.90 | 170 | 71.65 (72.85%) | 32.36 | 1 | 0 | 2 | |||||||||
| 16 Apr | 3563.80 | 98.35 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 3576.10 | 98.35 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 3343.50 | 98.35 | 0 (0.00%) | 38.85 | 0 | 0 | 2 | |||||||||
| 10 Apr | 3388.50 | 98.35 | 77 (360.66%) | 38.85 | 2 | 0 | 0 | |||||||||
| 9 Apr | 3222.50 | 21.35 | 0 (0.00%) | 7.81 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3650 expiring on 26MAY2026
Delta for 3650 CE is 0.63
Historical price for 3650 CE is as follows
On 20 May SIEMENS was trading at 3696.40. The strike last trading price was 110.35, which was 66.7 higher than the previous day. The implied volatity was 40.19, the open interest changed by -4 which decreased total open position to 196
On 19 May SIEMENS was trading at 3550.90. The strike last trading price was 40.05, which was -8.1 lower than the previous day. The implied volatity was 39.69, the open interest changed by 18 which increased total open position to 201
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 43.65, which was -32.85 lower than the previous day. The implied volatity was 43.88, the open interest changed by -43 which decreased total open position to 184
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 77.35, which was -66.4 lower than the previous day. The implied volatity was 40.49, the open interest changed by -22 which decreased total open position to 229
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 140.3, which was 72.95 higher than the previous day. The implied volatity was 42.1, the open interest changed by -37 which decreased total open position to 253
On 13 May SIEMENS was trading at 3532.20. The strike last trading price was 71.9, which was -16.85 lower than the previous day. The implied volatity was 0, the open interest changed by -80 which decreased total open position to 289
On 12 May SIEMENS was trading at 3574.40. The strike last trading price was 95, which was -11.7 lower than the previous day. The implied volatity was 0, the open interest changed by 20 which increased total open position to 372
On 11 May SIEMENS was trading at 3605.60. The strike last trading price was 99.55, which was -151.45 lower than the previous day. The implied volatity was 0, the open interest changed by 344 which increased total open position to 355
On 8 May SIEMENS was trading at 3822.60. The strike last trading price was 251, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 7 May SIEMENS was trading at 3871.50. The strike last trading price was 251, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 6 May SIEMENS was trading at 3841.80. The strike last trading price was 251, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 5 May SIEMENS was trading at 3846.60. The strike last trading price was 251, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 4 May SIEMENS was trading at 3834.10. The strike last trading price was 251, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 30 Apr SIEMENS was trading at 3808.20. The strike last trading price was 251, which was 13.25 higher than the previous day. The implied volatity was 36.4, the open interest changed by 0 which decreased total open position to 11
On 29 Apr SIEMENS was trading at 3776.80. The strike last trading price was 237.75, which was -32.25 lower than the previous day. The implied volatity was 37.64, the open interest changed by -1 which decreased total open position to 10
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 270, which was 100 higher than the previous day. The implied volatity was 38.35, the open interest changed by 5 which increased total open position to 8
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 170, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 170, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 170, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 170, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 170, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 170, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 170, which was 71.65 higher than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 2
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 98.35, 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 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 98.35, 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 13 Apr SIEMENS was trading at 3343.50. The strike last trading price was 98.35, which was 0 lower than the previous day. The implied volatity was 38.85, the open interest changed by 0 which decreased total open position to 2
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 98.35, which was 77 higher than the previous day. The implied volatity was 38.85, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 21.35, 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
| SIEMENS 26-May-2026 (5d) 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.02
Theta: -6.01
Gamma: 0.0018
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 3696.40 | 58 | -95 (-62.09%) | 43.29 | 1,301 | 241 | 364 |
| 19 May | 3550.90 | 153 | -13 (-7.83%) | 47.85 | 89 | -3 | 124 |
| 18 May | 3535.10 | 166 | 25 (17.73%) | 49.12 | 111 | 4 | 127 |
| 15 May | 3587.90 | 139 | 53 (61.63%) | 44.99 | 649 | -34 | 124 |
| 14 May | 3693.80 | 88 | -86 (-49.43%) | 41.62 | 1,165 | 40 | 196 |
| 13 May | 3532.20 | 169 | 12 (7.64%) | 0 | 349 | -24 | 156 |
| 12 May | 3574.40 | 154 | -8 (-4.94%) | 45.34 | 522 | -14 | 181 |
| 11 May | 3605.60 | 170 | 100 (142.86%) | 0 | 963 | 62 | 194 |
| 8 May | 3822.60 | 68.25 | 17.7 (35.01%) | 42.58 | 180 | 24 | 132 |
| 7 May | 3871.50 | 48.4 | -15.05 (-23.72%) | 39.28 | 88 | -3 | 112 |
| 6 May | 3841.80 | 63.45 | 0 (0.00%) | 41.07 | 2 | 0 | 116 |
| 5 May | 3846.60 | 61.15 | -14.7 (-19.38%) | 40.39 | 36 | -8 | 117 |
| 4 May | 3834.10 | 74.4 | -10.8 (-12.68%) | 42.65 | 300 | 39 | 127 |
| 30 Apr | 3808.20 | 82.1 | -21.2 (-20.52%) | 39.15 | 167 | 28 | 116 |
| 29 Apr | 3776.80 | 101 | 10 (10.99%) | 40.61 | 87 | 6 | 89 |
| 28 Apr | 3827.30 | 91 | -3.95 (-4.16%) | 41.14 | 46 | 24 | 83 |
| 27 Apr | 3856.00 | 96.35 | -1.85 (-1.88%) | 43.59 | 112 | 54 | 59 |
| 24 Apr | 3808.90 | 98.2 | 98.2 (-39.10%) | 39.52 | 0 | 0 | 5 |
| 23 Apr | 3864.40 | 98.2 | -63.05 (-39.10%) | 39.52 | 1 | 0 | 5 |
| 22 Apr | 3844.30 | 161.25 | 161.25 (-2.83%) | 46.69 | 0 | 0 | 5 |
| 21 Apr | 3721.70 | 161.25 | -4.7 (-2.83%) | 46.69 | 1 | 0 | 4 |
| 20 Apr | 3709.00 | 165.95 | -12 (-6.74%) | 42.51 | 2 | 1 | 4 |
| 17 Apr | 3707.90 | 177.95 | -518 (-74.43%) | 44.35 | 3 | 2 | 2 |
| 16 Apr | 3563.80 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 3576.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 3343.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 3388.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 3222.50 | 695.95 | 0 (0.00%) | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3650 expiring on 26MAY2026
Delta for 3650 PE is -0.38
Historical price for 3650 PE is as follows
On 20 May SIEMENS was trading at 3696.40. The strike last trading price was 58, which was -95 lower than the previous day. The implied volatity was 43.29, the open interest changed by 241 which increased total open position to 364
On 19 May SIEMENS was trading at 3550.90. The strike last trading price was 153, which was -13 lower than the previous day. The implied volatity was 47.85, the open interest changed by -3 which decreased total open position to 124
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 166, which was 25 higher than the previous day. The implied volatity was 49.12, the open interest changed by 4 which increased total open position to 127
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 139, which was 53 higher than the previous day. The implied volatity was 44.99, the open interest changed by -34 which decreased total open position to 124
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 88, which was -86 lower than the previous day. The implied volatity was 41.62, the open interest changed by 40 which increased total open position to 196
On 13 May SIEMENS was trading at 3532.20. The strike last trading price was 169, which was 12 higher than the previous day. The implied volatity was 0, the open interest changed by -24 which decreased total open position to 156
On 12 May SIEMENS was trading at 3574.40. The strike last trading price was 154, which was -8 lower than the previous day. The implied volatity was 45.34, the open interest changed by -14 which decreased total open position to 181
On 11 May SIEMENS was trading at 3605.60. The strike last trading price was 170, which was 100 higher than the previous day. The implied volatity was 0, the open interest changed by 62 which increased total open position to 194
On 8 May SIEMENS was trading at 3822.60. The strike last trading price was 68.25, which was 17.7 higher than the previous day. The implied volatity was 42.58, the open interest changed by 24 which increased total open position to 132
On 7 May SIEMENS was trading at 3871.50. The strike last trading price was 48.4, which was -15.05 lower than the previous day. The implied volatity was 39.28, the open interest changed by -3 which decreased total open position to 112
On 6 May SIEMENS was trading at 3841.80. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 41.07, the open interest changed by 0 which decreased total open position to 116
On 5 May SIEMENS was trading at 3846.60. The strike last trading price was 61.15, which was -14.7 lower than the previous day. The implied volatity was 40.39, the open interest changed by -8 which decreased total open position to 117
On 4 May SIEMENS was trading at 3834.10. The strike last trading price was 74.4, which was -10.8 lower than the previous day. The implied volatity was 42.65, the open interest changed by 39 which increased total open position to 127
On 30 Apr SIEMENS was trading at 3808.20. The strike last trading price was 82.1, which was -21.2 lower than the previous day. The implied volatity was 39.15, the open interest changed by 28 which increased total open position to 116
On 29 Apr SIEMENS was trading at 3776.80. The strike last trading price was 101, which was 10 higher than the previous day. The implied volatity was 40.61, the open interest changed by 6 which increased total open position to 89
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 91, which was -3.95 lower than the previous day. The implied volatity was 41.14, the open interest changed by 24 which increased total open position to 83
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 96.35, which was -1.85 lower than the previous day. The implied volatity was 43.59, the open interest changed by 54 which increased total open position to 59
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 98.2, which was 98.2 higher than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 5
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 98.2, which was -63.05 lower than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 5
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 161.25, which was 161.25 higher than the previous day. The implied volatity was 46.69, the open interest changed by 0 which decreased total open position to 5
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 161.25, which was -4.7 lower than the previous day. The implied volatity was 46.69, the open interest changed by 0 which decreased total open position to 4
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 165.95, which was -12 lower than the previous day. The implied volatity was 42.51, the open interest changed by 1 which increased total open position to 4
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 177.95, which was -518 lower than the previous day. The implied volatity was 44.35, the open interest changed by 2 which increased total open position to 2
On 16 Apr SIEMENS was trading at 3563.80. 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 15 Apr SIEMENS was trading at 3576.10. 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
On 13 Apr SIEMENS was trading at 3343.50. 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 10 Apr SIEMENS was trading at 3388.50. 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 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 695.95, 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
