SIEMENS
Siemens Ltd
Historical option data for SIEMENS
11 May 2026 04:10 PM IST
| SIEMENS 26-May-2026 (14d) 3700 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 May | 3605.60 | 80.5 | -128.65 (-61.51%) | 0 | 2,245 | 296 | 488 | |||||||||
| 8 May | 3822.60 | 209.15 | -38.900000000000006 (-15.68%) | 41.31 | 86 | -4 | 192 | |||||||||
| 7 May | 3871.50 | 252.7 | 32.44999999999999 (14.73%) | 39.71 | 1,171 | -69 | 196 | |||||||||
| 6 May | 3841.80 | 220.4 | -17.099999999999994 (-7.20%) | 36.58 | 404 | -179 | 268 | |||||||||
| 5 May | 3846.60 | 238.5 | 4.050000000000011 (1.73%) | 39.42 | 16 | 0 | 448 | |||||||||
| 4 May | 3834.10 | 238 | 6.150000000000006 (2.65%) | 39.07 | 531 | 341 | 450 | |||||||||
| 30 Apr | 3808.20 | 235.25 | 30.55000000000001 (14.92%) | 38.68 | 87 | -5 | 104 | |||||||||
| 29 Apr | 3776.80 | 210.7 | -39.80000000000001 (-15.89%) | 39.18 | 38 | 7 | 108 | |||||||||
| 28 Apr | 3827.30 | 250.5 | -15.5 (-5.83%) | 39.44 | 66 | -24 | 102 | |||||||||
| 27 Apr | 3856.00 | 258 | 24.650000000000006 (10.56%) | 38.25 | 129 | 54 | 126 | |||||||||
| 24 Apr | 3808.90 | 233.35 | -41.849999999999994 (-15.21%) | 37.51 | 44 | 12 | 72 | |||||||||
| 23 Apr | 3864.40 | 270 | 7 (2.66%) | 36.65 | 45 | -13 | 60 | |||||||||
| 22 Apr | 3844.30 | 263 | 80.5 (44.11%) | 35.14 | 156 | -21 | 75 | |||||||||
| 21 Apr | 3721.70 | 182.5 | -2.6500000000000057 (-1.43%) | 35.31 | 56 | 11 | 84 | |||||||||
| 20 Apr | 3709.00 | 179.95 | 1.3499999999999943 (0.76%) | 37.05 | 153 | -30 | 73 | |||||||||
| 17 Apr | 3707.90 | 180.6 | 62.099999999999994 (52.41%) | 34.87 | 167 | 62 | 101 | |||||||||
| 16 Apr | 3563.80 | 115.05 | -9.350000000000009 (-7.52%) | 34 | 30 | 14 | 40 | |||||||||
| 15 Apr | 3576.10 | 124.15 | 80.4 (183.77%) | 34.38 | 29 | 23 | 25 | |||||||||
| 13 Apr | 3343.50 | 43.75 | -3.950000000000003 (-8.28%) | - | 0 | 0 | 2 | |||||||||
| 10 Apr | 3388.50 | 43.75 | -3.950000000000003 (-8.28%) | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 3222.50 | 43.75 | -107.75 (-71.12%) | 37.72 | 2 | 1 | 1 | |||||||||
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| 20 Mar | 3129.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 3079.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 3220.90 | 0 | 0 (0.00%) | 6.77 | 0 | 0 | 0 | |||||||||
| 17 Mar | 3173.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 3149.60 | 0 | 0 (0.00%) | 7.87 | 0 | 0 | 0 | |||||||||
| 13 Mar | 3207.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3324.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3272.20 | 0 | 0 (0.00%) | 5.68 | 0 | 0 | 0 | |||||||||
| 10 Mar | 3274.90 | 0 | 0 (0.00%) | 5.91 | 0 | 0 | 0 | |||||||||
| 9 Mar | 3228.90 | 0 | 0 (0.00%) | 6.11 | 0 | 0 | 0 | |||||||||
| 6 Mar | 3268.90 | 0 | 0 (0.00%) | 5.37 | 0 | 0 | 0 | |||||||||
| 5 Mar | 3215.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3161.00 | 0 | 0 (0.00%) | 6.36 | 0 | 0 | 0 | |||||||||
| 2 Mar | 3341.60 | 0 | 0 (0.00%) | 4.2 | 0 | 0 | 0 | |||||||||
| 27 Feb | 3418.60 | 0 | 0 (0.00%) | 3.08 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3700 expiring on 26MAY2026
Delta for 3700 CE is 0
Historical price for 3700 CE is as follows
On 11 May SIEMENS was trading at 3605.60. The strike last trading price was 80.5, which was -128.65 lower than the previous day. The implied volatity was 0, the open interest changed by 296 which increased total open position to 488
On 8 May SIEMENS was trading at 3822.60. The strike last trading price was 209.15, which was -38.900000000000006 lower than the previous day. The implied volatity was 41.31, the open interest changed by -4 which decreased total open position to 192
On 7 May SIEMENS was trading at 3871.50. The strike last trading price was 252.7, which was 32.44999999999999 higher than the previous day. The implied volatity was 39.71, the open interest changed by -69 which decreased total open position to 196
On 6 May SIEMENS was trading at 3841.80. The strike last trading price was 220.4, which was -17.099999999999994 lower than the previous day. The implied volatity was 36.58, the open interest changed by -179 which decreased total open position to 268
On 5 May SIEMENS was trading at 3846.60. The strike last trading price was 238.5, which was 4.050000000000011 higher than the previous day. The implied volatity was 39.42, the open interest changed by 0 which decreased total open position to 448
On 4 May SIEMENS was trading at 3834.10. The strike last trading price was 238, which was 6.150000000000006 higher than the previous day. The implied volatity was 39.07, the open interest changed by 341 which increased total open position to 450
On 30 Apr SIEMENS was trading at 3808.20. The strike last trading price was 235.25, which was 30.55000000000001 higher than the previous day. The implied volatity was 38.68, the open interest changed by -5 which decreased total open position to 104
On 29 Apr SIEMENS was trading at 3776.80. The strike last trading price was 210.7, which was -39.80000000000001 lower than the previous day. The implied volatity was 39.18, the open interest changed by 7 which increased total open position to 108
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 250.5, which was -15.5 lower than the previous day. The implied volatity was 39.44, the open interest changed by -24 which decreased total open position to 102
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 258, which was 24.650000000000006 higher than the previous day. The implied volatity was 38.25, the open interest changed by 54 which increased total open position to 126
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 233.35, which was -41.849999999999994 lower than the previous day. The implied volatity was 37.51, the open interest changed by 12 which increased total open position to 72
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 270, which was 7 higher than the previous day. The implied volatity was 36.65, the open interest changed by -13 which decreased total open position to 60
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 263, which was 80.5 higher than the previous day. The implied volatity was 35.14, the open interest changed by -21 which decreased total open position to 75
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 182.5, which was -2.6500000000000057 lower than the previous day. The implied volatity was 35.31, the open interest changed by 11 which increased total open position to 84
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 179.95, which was 1.3499999999999943 higher than the previous day. The implied volatity was 37.05, the open interest changed by -30 which decreased total open position to 73
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 180.6, which was 62.099999999999994 higher than the previous day. The implied volatity was 34.87, the open interest changed by 62 which increased total open position to 101
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 115.05, which was -9.350000000000009 lower than the previous day. The implied volatity was 34, the open interest changed by 14 which increased total open position to 40
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 124.15, which was 80.4 higher than the previous day. The implied volatity was 34.38, the open interest changed by 23 which increased total open position to 25
On 13 Apr SIEMENS was trading at 3343.50. The strike last trading price was 43.75, which was -3.950000000000003 lower than the previous day. The implied volatity was -, 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 43.75, which was -3.950000000000003 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr SIEMENS was trading at 3222.50. The strike last trading price was 43.75, which was -107.75 lower than the previous day. The implied volatity was 37.72, the open interest changed by 1 which increased total open position to 1
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SIEMENS was trading at 3079.00. 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 18 Mar SIEMENS was trading at 3220.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SIEMENS was trading at 3173.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SIEMENS was trading at 3149.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SIEMENS was trading at 3207.60. 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 12 Mar SIEMENS was trading at 3324.70. 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 11 Mar SIEMENS was trading at 3272.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SIEMENS was trading at 3274.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 9 Mar SIEMENS was trading at 3228.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SIEMENS was trading at 3268.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SIEMENS was trading at 3215.70. 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 4 Mar SIEMENS was trading at 3161.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 2 Mar SIEMENS was trading at 3341.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.2, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SIEMENS was trading at 3418.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 26-May-2026 (14d) 3700 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 May | 3605.60 | 201 | 117 (139.29%) | 0 | 1,282 | 18 | 373 |
| 8 May | 3822.60 | 81.9 | 18.950000000000003 (30.10%) | 42.82 | 709 | 143 | 361 |
| 7 May | 3871.50 | 62.65 | -17.800000000000004 (-22.13%) | 38.22 | 238 | 23 | 217 |
| 6 May | 3841.80 | 81 | 2.9000000000000057 (3.71%) | 40.01 | 408 | -23 | 195 |
| 5 May | 3846.60 | 77.25 | -15.599999999999994 (-16.80%) | 40.2 | 254 | 16 | 217 |
| 4 May | 3834.10 | 89.35 | -14.800000000000011 (-14.21%) | 41.98 | 609 | 50 | 202 |
| 30 Apr | 3808.20 | 102.75 | -21.849999999999994 (-17.54%) | 39.51 | 342 | 18 | 170 |
| 29 Apr | 3776.80 | 119.4 | 8.050000000000011 (7.23%) | 40.13 | 211 | 3 | 151 |
| 28 Apr | 3827.30 | 103.8 | -8.600000000000009 (-7.65%) | 40.36 | 154 | 13 | 149 |
| 27 Apr | 3856.00 | 115.45 | -18.14999999999999 (-13.59%) | 43.75 | 163 | 45 | 138 |
| 24 Apr | 3808.90 | 126.35 | 7.849999999999994 (6.62%) | 41.84 | 126 | 8 | 94 |
| 23 Apr | 3864.40 | 117.6 | -9.450000000000003 (-7.44%) | 42.77 | 148 | -11 | 87 |
| 22 Apr | 3844.30 | 130.1 | -46.20000000000002 (-26.21%) | 42.67 | 254 | 46 | 97 |
| 21 Apr | 3721.70 | 176.3 | -6.599999999999994 (-3.61%) | 42.59 | 42 | 3 | 51 |
| 20 Apr | 3709.00 | 185.95 | -3.450000000000017 (-1.82%) | 41.6 | 54 | 22 | 49 |
| 17 Apr | 3707.90 | 189 | -96 (-33.68%) | 41.96 | 48 | 27 | 29 |
| 16 Apr | 3563.80 | 285 | -105.10000000000002 (-26.94%) | 45.81 | 2 | 0 | 1 |
| 15 Apr | 3576.10 | 390.1 | 390.1 | - | 0 | 0 | 1 |
| 13 Apr | 3343.50 | 390.1 | 390.1 (-8.20%) | 43.74 | 0 | 0 | 1 |
| 10 Apr | 3388.50 | 390.1 | -34.849999999999966 (-8.20%) | 43.74 | 1 | 0 | 0 |
| 9 Apr | 3222.50 | 424.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Mar | 3129.60 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 3079.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 Mar | 3220.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 3173.50 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 3149.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 3207.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 3324.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 3272.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 3274.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 3228.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Mar | 3268.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Mar | 3215.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 3161.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Mar | 3341.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Feb | 3418.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3700 expiring on 26MAY2026
Delta for 3700 PE is 0
Historical price for 3700 PE is as follows
On 11 May SIEMENS was trading at 3605.60. The strike last trading price was 201, which was 117 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 373
On 8 May SIEMENS was trading at 3822.60. The strike last trading price was 81.9, which was 18.950000000000003 higher than the previous day. The implied volatity was 42.82, the open interest changed by 143 which increased total open position to 361
On 7 May SIEMENS was trading at 3871.50. The strike last trading price was 62.65, which was -17.800000000000004 lower than the previous day. The implied volatity was 38.22, the open interest changed by 23 which increased total open position to 217
On 6 May SIEMENS was trading at 3841.80. The strike last trading price was 81, which was 2.9000000000000057 higher than the previous day. The implied volatity was 40.01, the open interest changed by -23 which decreased total open position to 195
On 5 May SIEMENS was trading at 3846.60. The strike last trading price was 77.25, which was -15.599999999999994 lower than the previous day. The implied volatity was 40.2, the open interest changed by 16 which increased total open position to 217
On 4 May SIEMENS was trading at 3834.10. The strike last trading price was 89.35, which was -14.800000000000011 lower than the previous day. The implied volatity was 41.98, the open interest changed by 50 which increased total open position to 202
On 30 Apr SIEMENS was trading at 3808.20. The strike last trading price was 102.75, which was -21.849999999999994 lower than the previous day. The implied volatity was 39.51, the open interest changed by 18 which increased total open position to 170
On 29 Apr SIEMENS was trading at 3776.80. The strike last trading price was 119.4, which was 8.050000000000011 higher than the previous day. The implied volatity was 40.13, the open interest changed by 3 which increased total open position to 151
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 103.8, which was -8.600000000000009 lower than the previous day. The implied volatity was 40.36, the open interest changed by 13 which increased total open position to 149
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 115.45, which was -18.14999999999999 lower than the previous day. The implied volatity was 43.75, the open interest changed by 45 which increased total open position to 138
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 126.35, which was 7.849999999999994 higher than the previous day. The implied volatity was 41.84, the open interest changed by 8 which increased total open position to 94
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 117.6, which was -9.450000000000003 lower than the previous day. The implied volatity was 42.77, the open interest changed by -11 which decreased total open position to 87
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 130.1, which was -46.20000000000002 lower than the previous day. The implied volatity was 42.67, the open interest changed by 46 which increased total open position to 97
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 176.3, which was -6.599999999999994 lower than the previous day. The implied volatity was 42.59, the open interest changed by 3 which increased total open position to 51
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 185.95, which was -3.450000000000017 lower than the previous day. The implied volatity was 41.6, the open interest changed by 22 which increased total open position to 49
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 189, which was -96 lower than the previous day. The implied volatity was 41.96, the open interest changed by 27 which increased total open position to 29
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 285, which was -105.10000000000002 lower than the previous day. The implied volatity was 45.81, the open interest changed by 0 which decreased total open position to 1
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 390.1, which was 390.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr SIEMENS was trading at 3343.50. The strike last trading price was 390.1, which was 390.1 higher than the previous day. The implied volatity was 43.74, the open interest changed by 0 which decreased total open position to 1
On 10 Apr SIEMENS was trading at 3388.50. The strike last trading price was 390.1, which was -34.849999999999966 lower than the previous day. The implied volatity was 43.74, 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 424.95, 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
On 20 Mar SIEMENS was trading at 3129.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SIEMENS was trading at 3079.00. 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 18 Mar SIEMENS was trading at 3220.90. 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 Mar SIEMENS was trading at 3173.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SIEMENS was trading at 3149.60. 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 13 Mar SIEMENS was trading at 3207.60. 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 12 Mar SIEMENS was trading at 3324.70. 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 11 Mar SIEMENS was trading at 3272.20. 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 10 Mar SIEMENS was trading at 3274.90. 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 9 Mar SIEMENS was trading at 3228.90. 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 6 Mar SIEMENS was trading at 3268.90. 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 5 Mar SIEMENS was trading at 3215.70. 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 4 Mar SIEMENS was trading at 3161.00. 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 2 Mar SIEMENS was trading at 3341.60. 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 27 Feb SIEMENS was trading at 3418.60. 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
