SIEMENS

Siemens Ltd

3140.1 -21.30 (-0.67%)

L: 3130.8 H: 3180

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Historical option data for SIEMENS
17 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SIEMENS 30-DEC-2025 3700 CE
Delta: 0.02 Vega: 0.24 Theta: -0.38 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	1.35 ₹ 168.75	-0.1 -12.50	39.27	19 2,375	-12 -1,500	493 61,625
16 Dec	3161.40	1.6 ₹ 200	-0.1 -12.50	36.99	6 750	-4 -500	506 63,250
15 Dec	3157.80	1.65 ₹ 206.25	-0.4 -50.00	36.53	104 13,000	9 1,125	510 63,750

12 Dec	3144.60	2.05 ₹ 256.25	-0.5 -62.50	35.01	455 56,875	-124 -15,500	501 62,625
11 Dec	3196.50	2.55 ₹ 318.75	-0.3 -37.50	31.98	55 6,875	-9 -1,125	626 78,250
10 Dec	3179.90	2.9 ₹ 362.5	0.5 62.50	32.82	73 9,125	-22 -2,750	633 79,125
9 Dec	3142.80	2.25 ₹ 281.25	-0.95 -118.75	33.16	329 41,125	-123 -15,375	656 82,000
8 Dec	3204.20	3 ₹ 375	-2.6 -325.00	30.45	679 84,875	-38 -4,750	757 94,625
5 Dec	3325.90	5.5 ₹ 687.5	-3.95 -493.75	24.58	483 60,375	43 5,375	795 99,375
4 Dec	3362.50	9.25 ₹ 1,156.25	1.05 131.25	25.05	227 28,375	-18 -2,250	750 93,750
3 Dec	3329.90	8.1 ₹ 1,012.5	-2.7 -337.50	25.10	282 35,250	-35 -4,375	767 95,875
2 Dec	3361.00	10.9 ₹ 1,362.5	4 500.00	24.68	1,317 1,64,625	154 19,250	803 1,00,375
1 Dec	3310.20	7.3 ₹ 912.5	0.95 118.75	24.33	314 39,250	-37 -4,625	650 81,250
28 Nov	3297.00	6.4 ₹ 800	-2.85 -356.25	23.19	558 69,750	165 20,625	687 85,875
27 Nov	3312.10	8.95 ₹ 1,118.75	-4.3 -537.50	24.50	1,227 1,53,375	-84 -10,500	521 65,125
26 Nov	3318.80	12.4 ₹ 1,550	7.3 912.50	25.70	4,360 5,45,000	580 72,500	613 76,625
25 Nov	3181.10	5.05 ₹ 631.25	-0.65 -81.25	26.33	40 5,000	6 750	32 4,000
24 Nov	3163.90	5.7 ₹ 712.5	-1.3 -162.50	27.71	45 5,625	-7 -875	27 3,375
21 Nov	3173.50	7 ₹ 875	-82.65 -10331.25	27.52	41 5,125	35 4,375	35 4,375
8 Oct	3216.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	3250.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	3251.70	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Siemens Ltd - strike price 3700 expiring on 30DEC2025

Delta for 3700 CE is 0.02

Historical price for 3700 CE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 39.27, the open interest changed by -12 which decreased total open position to 493

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 36.99, the open interest changed by -4 which decreased total open position to 506

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 36.53, the open interest changed by 9 which increased total open position to 510

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 2.05, which was -0.5 lower than the previous day. The implied volatity was 35.01, the open interest changed by -124 which decreased total open position to 501

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 2.55, which was -0.3 lower than the previous day. The implied volatity was 31.98, the open interest changed by -9 which decreased total open position to 626

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 2.9, which was 0.5 higher than the previous day. The implied volatity was 32.82, the open interest changed by -22 which decreased total open position to 633

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 33.16, the open interest changed by -123 which decreased total open position to 656

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 3, which was -2.6 lower than the previous day. The implied volatity was 30.45, the open interest changed by -38 which decreased total open position to 757

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 5.5, which was -3.95 lower than the previous day. The implied volatity was 24.58, the open interest changed by 43 which increased total open position to 795

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 9.25, which was 1.05 higher than the previous day. The implied volatity was 25.05, the open interest changed by -18 which decreased total open position to 750

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 8.1, which was -2.7 lower than the previous day. The implied volatity was 25.10, the open interest changed by -35 which decreased total open position to 767

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 10.9, which was 4 higher than the previous day. The implied volatity was 24.68, the open interest changed by 154 which increased total open position to 803

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 7.3, which was 0.95 higher than the previous day. The implied volatity was 24.33, the open interest changed by -37 which decreased total open position to 650

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 6.4, which was -2.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by 165 which increased total open position to 687

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 8.95, which was -4.3 lower than the previous day. The implied volatity was 24.50, the open interest changed by -84 which decreased total open position to 521

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 12.4, which was 7.3 higher than the previous day. The implied volatity was 25.70, the open interest changed by 580 which increased total open position to 613

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 5.05, which was -0.65 lower than the previous day. The implied volatity was 26.33, the open interest changed by 6 which increased total open position to 32

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 5.7, which was -1.3 lower than the previous day. The implied volatity was 27.71, the open interest changed by -7 which decreased total open position to 27

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 7, which was -82.65 lower than the previous day. The implied volatity was 27.52, the open interest changed by 35 which increased total open position to 35

On 8 Oct SIEMENS was trading at 3216.80. 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 7 Oct SIEMENS was trading at 3250.80. 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 6 Oct SIEMENS was trading at 3251.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

SIEMENS 30DEC2025 3700 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	6 750
16 Dec	3161.40	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	6 750
15 Dec	3157.80	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	0 0
12 Dec	3144.60	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	6 750
11 Dec	3196.50	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	6 750
10 Dec	3179.90	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	6 750
9 Dec	3142.80	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	0 0
8 Dec	3204.20	372.45 ₹ 46,556.25	-10.55 -1318.75	-	0 0	0 0	6 750
5 Dec	3325.90	372.45 ₹ 46,556.25	-10.55 -1318.75	32.96	4 500	3 375	6 750
4 Dec	3362.50	383 ₹ 47,875	-118.5 -14812.50	-	0 0	0 0	0 0
3 Dec	3329.90	383 ₹ 47,875	-118.5 -14812.50	-	0 0	0 0	0 0
2 Dec	3361.00	383 ₹ 47,875	-118.5 -14812.50	-	0 0	0 0	0 0
1 Dec	3310.20	383 ₹ 47,875	-118.5 -14812.50	-	0 0	1 125	0 0
28 Nov	3297.00	383 ₹ 47,875	-118.5 -14812.50	28.77	3 375	0 0	2 250
27 Nov	3312.10	501.5 ₹ 62,687.5	40 5000.00	-	0 0	0 0	0 0
26 Nov	3318.80	501.5 ₹ 62,687.5	40 5000.00	-	0 0	0 0	0 0
25 Nov	3181.10	501.5 ₹ 62,687.5	40 5000.00	-	0 0	1 125	0 0
24 Nov	3163.90	501.5 ₹ 62,687.5	40 5000.00	25.19	1 125	0 0	1 125
21 Nov	3173.50	461.5 ₹ 57,687.5	-142.95 -17868.75	-	0 0	0 0	0 0
8 Oct	3216.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	3250.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	3251.70	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Siemens Ltd - strike price 3700 expiring on 30DEC2025

Delta for 3700 PE is -

Historical price for 3700 PE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 372.45, which was -10.55 lower than the previous day. The implied volatity was 32.96, the open interest changed by 3 which increased total open position to 6

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 383, which was -118.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 383, which was -118.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 383, which was -118.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 383, which was -118.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 383, which was -118.5 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 2

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 501.5, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 501.5, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 501.5, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 501.5, which was 40 higher than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 1

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 461.5, which was -142.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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