Historical option data for SIEMENS
23 Jun 2026 01:30 PM IST
| SIEMENS 28-Jul-2026 (35d) 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.05
Theta: -2.05
Gamma: 0.00123
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 3657.40 | 122.2 | -48.8 (-28.54%) | 28.49 | 39 | 5 | 113 | |||||||||
| 22 Jun | 3767.80 | 171.1 | -7.9 (-4.41%) | 25.74 | 74 | 35 | 108 | |||||||||
| 19 Jun | 3759.60 | 173.25 | -8.75 (-4.81%) | 26.99 | 9 | 2 | 72 | |||||||||
| 18 Jun | 3746.20 | 181 | 13 (7.74%) | 29.3 | 43 | 10 | 51 | |||||||||
| 17 Jun | 3725.40 | 168 | 41 (32.28%) | 27.69 | 50 | 33 | 42 | |||||||||
| 16 Jun | 3636.90 | 126.3 | 6.3 (5.25%) | 29.65 | 6 | 2 | 7 | |||||||||
| 15 Jun | 3601.80 | 120 | -16 (-11.76%) | 31.01 | 5 | 4 | 6 | |||||||||
| 12 Jun | 3569.60 | 135.7 | -64.3 (-32.15%) | 36.01 | 1 | 0 | 2 | |||||||||
| 11 Jun | 3522.00 | 276.3 | 0.3 (0.11%) | - | 2 | 0 | 2 | |||||||||
| 10 Jun | 3582.70 | 276.3 | 0.3 (0.11%) | - | 2 | 0 | 2 | |||||||||
| 9 Jun | 3619.80 | 276.3 | 0.3 (0.11%) | - | 2 | 0 | 2 | |||||||||
| 8 Jun | 3624.00 | 276.3 | 0.3 (0.11%) | - | 2 | 0 | 2 | |||||||||
| 5 Jun | 3700.80 | 276.3 | 0.3 (0.11%) | - | 2 | 0 | 2 | |||||||||
| 4 Jun | 3686.90 | 276.3 | 0.3 (0.11%) | - | 2 | 0 | 2 | |||||||||
| 3 Jun | 3709.60 | 276.3 | 0.3 (0.11%) | 32.43 | 2 | 0 | 2 | |||||||||
| 2 Jun | 3729.70 | 200 | 13 (6.95%) | 32.43 | 2 | 0 | 1 | |||||||||
| 1 Jun | 3711.30 | 187 | -215 (-53.48%) | 28.92 | 1 | 1 | 1 | |||||||||
| 30 Apr | 3808.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3700 expiring on 28JUL2026
Delta for 3700 CE is 0.5
Historical price for 3700 CE is as follows
On 23 Jun SIEMENS was trading at 3657.40. The strike last trading price was 122.2, which was -48.8 lower than the previous day. The implied volatity was 28.49, the open interest changed by 5 which increased total open position to 113
On 22 Jun SIEMENS was trading at 3767.80. The strike last trading price was 171.1, which was -7.9 lower than the previous day. The implied volatity was 25.74, the open interest changed by 35 which increased total open position to 108
On 19 Jun SIEMENS was trading at 3759.60. The strike last trading price was 173.25, which was -8.75 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2 which increased total open position to 72
On 18 Jun SIEMENS was trading at 3746.20. The strike last trading price was 181, which was 13 higher than the previous day. The implied volatity was 29.3, the open interest changed by 10 which increased total open position to 51
On 17 Jun SIEMENS was trading at 3725.40. The strike last trading price was 168, which was 41 higher than the previous day. The implied volatity was 27.69, the open interest changed by 33 which increased total open position to 42
On 16 Jun SIEMENS was trading at 3636.90. The strike last trading price was 126.3, which was 6.3 higher than the previous day. The implied volatity was 29.65, the open interest changed by 2 which increased total open position to 7
On 15 Jun SIEMENS was trading at 3601.80. The strike last trading price was 120, which was -16 lower than the previous day. The implied volatity was 31.01, the open interest changed by 4 which increased total open position to 6
On 12 Jun SIEMENS was trading at 3569.60. The strike last trading price was 135.7, which was -64.3 lower than the previous day. The implied volatity was 36.01, the open interest changed by 0 which decreased total open position to 2
On 11 Jun SIEMENS was trading at 3522.00. The strike last trading price was 276.3, which was 0.3 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 276.3, which was 0.3 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 276.3, which was 0.3 higher 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 276.3, which was 0.3 higher 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 276.3, which was 0.3 higher than the previous day. The implied volatity was -, 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 276.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun SIEMENS was trading at 3709.60. The strike last trading price was 276.3, which was 0.3 higher than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 2
On 2 Jun SIEMENS was trading at 3729.70. The strike last trading price was 200, which was 13 higher than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 1
On 1 Jun SIEMENS was trading at 3711.30. The strike last trading price was 187, which was -215 lower than the previous day. The implied volatity was 28.92, the open interest changed by 1 which increased total open position to 1
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 (35d) 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.05
Theta: -1.93
Gamma: 0.00099
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 3657.40 | 164.2 | 39.45 (31.62%) | 35.19 | 33 | 1 | 47 |
| 22 Jun | 3767.80 | 126.55 | 11.1 (9.61%) | 35.21 | 47 | 40 | 44 |
| 19 Jun | 3759.60 | 115.45 | -19.55 (-14.48%) | 30.64 | 1 | 0 | 4 |
| 18 Jun | 3746.20 | 135 | 135 (-39.02%) | 31.52 | 5 | 0 | 4 |
| 17 Jun | 3725.40 | 135 | -86.4 (-39.02%) | 31.52 | 5 | 3 | 3 |
| 16 Jun | 3636.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 3601.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 3569.60 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 3522.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 3582.70 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 3619.80 | 0 | 0 | - | 0 | 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 |
| 30 Apr | 3808.20 | 0 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3700 expiring on 28JUL2026
Delta for 3700 PE is -0.48
Historical price for 3700 PE is as follows
On 23 Jun SIEMENS was trading at 3657.40. The strike last trading price was 164.2, which was 39.45 higher than the previous day. The implied volatity was 35.19, the open interest changed by 1 which increased total open position to 47
On 22 Jun SIEMENS was trading at 3767.80. The strike last trading price was 126.55, which was 11.1 higher than the previous day. The implied volatity was 35.21, the open interest changed by 40 which increased total open position to 44
On 19 Jun SIEMENS was trading at 3759.60. The strike last trading price was 115.45, which was -19.55 lower than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 4
On 18 Jun SIEMENS was trading at 3746.20. The strike last trading price was 135, which was 135 higher than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 4
On 17 Jun SIEMENS was trading at 3725.40. The strike last trading price was 135, which was -86.4 lower than the previous day. The implied volatity was 31.52, the open interest changed by 3 which increased total open position to 3
On 16 Jun SIEMENS was trading at 3636.90. 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 15 Jun SIEMENS was trading at 3601.80. 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 12 Jun SIEMENS was trading at 3569.60. 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 11 Jun SIEMENS was trading at 3522.00. 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 10 Jun SIEMENS was trading at 3582.70. 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 9 Jun SIEMENS was trading at 3619.80. 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 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 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
