Historical option data for SIEMENS
27 May 2026 04:10 PM IST
| SIEMENS 30-Jun-2026 (33d) 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.04
Theta: -2.18
Gamma: 0.00083
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 3878.70 | 283.4 | 105.25 (59.08%) | 33.97 | 5,129 | -22 | 605 | |||||||||
| 26 May | 3677.20 | 181 | 16.75 (10.20%) | 39.46 | 2,570 | 293 | 627 | |||||||||
| 25 May | 3667.50 | 163.25 | -85.05 (-34.25%) | 36.47 | 789 | 227 | 334 | |||||||||
| 22 May | 3811.70 | 249.3 | 62.6 (33.53%) | 35.83 | 160 | 4 | 105 | |||||||||
| 21 May | 3720.60 | 186 | -8 (-4.12%) | 32.27 | 159 | -2 | 102 | |||||||||
| 20 May | 3696.40 | 195.5 | -2.5 (-1.26%) | 36.59 | 174 | 61 | 63 | |||||||||
| 19 May | 3550.90 | 198 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 18 May | 3535.10 | 198 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 15 May | 3587.90 | 198 | 0 (0.00%) | 35.51 | 0 | 0 | 2 | |||||||||
| 14 May | 3693.80 | 198 | 152.1 (331.37%) | 35.51 | 2 | 0 | 0 | |||||||||
| 13 May | 3532.20 | 0 | -45.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 3574.40 | 0 | -45.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3605.60 | 0 | -45.9 (-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 | |||||||||
| 29 Apr | 3776.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 3827.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 3343.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 3388.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 3222.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 3226.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3700 expiring on 30JUN2026
Delta for 3700 CE is 0.72
Historical price for 3700 CE is as follows
On 27 May SIEMENS was trading at 3878.70. The strike last trading price was 283.4, which was 105.25 higher than the previous day. The implied volatity was 33.97, the open interest changed by -22 which decreased total open position to 605
On 26 May SIEMENS was trading at 3677.20. The strike last trading price was 181, which was 16.75 higher than the previous day. The implied volatity was 39.46, the open interest changed by 293 which increased total open position to 627
On 25 May SIEMENS was trading at 3667.50. The strike last trading price was 163.25, which was -85.05 lower than the previous day. The implied volatity was 36.47, the open interest changed by 227 which increased total open position to 334
On 22 May SIEMENS was trading at 3811.70. The strike last trading price was 249.3, which was 62.6 higher than the previous day. The implied volatity was 35.83, the open interest changed by 4 which increased total open position to 105
On 21 May SIEMENS was trading at 3720.60. The strike last trading price was 186, which was -8 lower than the previous day. The implied volatity was 32.27, the open interest changed by -2 which decreased total open position to 102
On 20 May SIEMENS was trading at 3696.40. The strike last trading price was 195.5, which was -2.5 lower than the previous day. The implied volatity was 36.59, the open interest changed by 61 which increased total open position to 63
On 19 May SIEMENS was trading at 3550.90. The strike last trading price was 198, 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 18 May SIEMENS was trading at 3535.10. The strike last trading price was 198, 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 May SIEMENS was trading at 3587.90. The strike last trading price was 198, which was 0 lower than the previous day. The implied volatity was 35.51, the open interest changed by 0 which decreased total open position to 2
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 198, which was 152.1 higher than the previous day. The implied volatity was 35.51, 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 -45.9 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 -45.9 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 -45.9 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
On 29 Apr SIEMENS was trading at 3776.80. 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 28 Apr SIEMENS was trading at 3827.30. 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 13 Apr SIEMENS was trading at 3343.50. 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 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 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 Apr SIEMENS was trading at 3226.10. 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 (33d) 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.04
Theta: -1.59
Gamma: 0.00084
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 3878.70 | 72 | -123.65 (-63.20%) | 33.4 | 5,630 | 324 | 732 |
| 26 May | 3677.20 | 198 | -11.4 (-5.44%) | 43.55 | 746 | 197 | 403 |
| 25 May | 3667.50 | 208.45 | 80.95 (63.49%) | 43.93 | 741 | 64 | 208 |
| 22 May | 3811.70 | 126 | -43 (-25.44%) | 37.5 | 177 | 67 | 145 |
| 21 May | 3720.60 | 164.4 | -30.6 (-15.69%) | 38.59 | 121 | 64 | 77 |
| 20 May | 3696.40 | 195 | -56 (-22.31%) | 41.25 | 11 | 9 | 11 |
| 19 May | 3550.90 | 251 | 31 (14.09%) | 37.59 | 1 | 0 | 1 |
| 18 May | 3535.10 | 220 | 220 (0.00%) | - | 0 | 0 | 1 |
| 15 May | 3587.90 | 220 | 30 (15.79%) | 36.33 | 1 | 0 | 1 |
| 14 May | 3693.80 | 190 | -554.65 (-74.48%) | 37.8 | 1 | 1 | 1 |
| 13 May | 3532.20 | 0 | -744.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 3574.40 | 0 | -744.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3605.60 | 0 | -744.65 (-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 |
| 29 Apr | 3776.80 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 3827.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 3343.50 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 3388.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 3222.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 3226.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3700 expiring on 30JUN2026
Delta for 3700 PE is -0.28
Historical price for 3700 PE is as follows
On 27 May SIEMENS was trading at 3878.70. The strike last trading price was 72, which was -123.65 lower than the previous day. The implied volatity was 33.4, the open interest changed by 324 which increased total open position to 732
On 26 May SIEMENS was trading at 3677.20. The strike last trading price was 198, which was -11.4 lower than the previous day. The implied volatity was 43.55, the open interest changed by 197 which increased total open position to 403
On 25 May SIEMENS was trading at 3667.50. The strike last trading price was 208.45, which was 80.95 higher than the previous day. The implied volatity was 43.93, the open interest changed by 64 which increased total open position to 208
On 22 May SIEMENS was trading at 3811.70. The strike last trading price was 126, which was -43 lower than the previous day. The implied volatity was 37.5, the open interest changed by 67 which increased total open position to 145
On 21 May SIEMENS was trading at 3720.60. The strike last trading price was 164.4, which was -30.6 lower than the previous day. The implied volatity was 38.59, the open interest changed by 64 which increased total open position to 77
On 20 May SIEMENS was trading at 3696.40. The strike last trading price was 195, which was -56 lower than the previous day. The implied volatity was 41.25, the open interest changed by 9 which increased total open position to 11
On 19 May SIEMENS was trading at 3550.90. The strike last trading price was 251, which was 31 higher than the previous day. The implied volatity was 37.59, the open interest changed by 0 which decreased total open position to 1
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 220, which was 220 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 220, which was 30 higher than the previous day. The implied volatity was 36.33, the open interest changed by 0 which decreased total open position to 1
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 190, which was -554.65 lower than the previous day. The implied volatity was 37.8, the open interest changed by 1 which increased total open position to 1
On 13 May SIEMENS was trading at 3532.20. The strike last trading price was 0, which was -744.65 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 -744.65 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 -744.65 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
On 29 Apr SIEMENS was trading at 3776.80. 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 28 Apr SIEMENS was trading at 3827.30. 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 13 Apr SIEMENS was trading at 3343.50. 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 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 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 Apr SIEMENS was trading at 3226.10. 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
