Historical option data for SIEMENS
22 May 2026 04:10 PM IST
| SIEMENS 26-May-2026 (3d) 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.01
Theta: -5.1
Gamma: 0.00279
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 3811.70 | 87.8 | 31.15 (54.99%) | 29.71 | 2,150 | -425 | 102 | |||||||||
| 21 May | 3720.60 | 57 | -2.35 (-3.96%) | 37.94 | 3,338 | 315 | 533 | |||||||||
| 20 May | 3696.40 | 59.9 | 38.35 (177.96%) | 40.3 | 2,034 | -23 | 220 | |||||||||
| 19 May | 3550.90 | 20.7 | -5.55 (-21.14%) | 41.3 | 221 | 11 | 242 | |||||||||
| 18 May | 3535.10 | 23.65 | -19.55 (-45.25%) | 45.15 | 632 | -20 | 230 | |||||||||
| 15 May | 3587.90 | 44.95 | -50.85 (-53.08%) | 40.74 | 668 | 82 | 250 | |||||||||
| 14 May | 3693.80 | 94.45 | 54.85 (138.51%) | 43.08 | 1,378 | -57 | 171 | |||||||||
| 13 May | 3532.20 | 41.4 | -14.75 (-26.27%) | 41.49 | 300 | 31 | 226 | |||||||||
| 12 May | 3574.40 | 57.55 | -10.85 (-15.86%) | 0 | 231 | 2 | 196 | |||||||||
| 11 May | 3605.60 | 65 | -120.35 (-64.93%) | 0 | 615 | 76 | 194 | |||||||||
| 8 May | 3822.60 | 187.5 | -30.65 (-14.05%) | 39.92 | 89 | -14 | 118 | |||||||||
| 7 May | 3871.50 | 222.85 | 35.3 (18.82%) | 41.67 | 54 | 3 | 136 | |||||||||
| 6 May | 3841.80 | 188.9 | -19 (-9.14%) | 36.63 | 63 | 18 | 131 | |||||||||
| 5 May | 3846.60 | 207.9 | 3.35 (1.64%) | 40.19 | 12 | 1 | 114 | |||||||||
| 4 May | 3834.10 | 205.65 | -4.95 (-2.35%) | 39.07 | 101 | 40 | 113 | |||||||||
| 30 Apr | 3808.20 | 210.6 | 34 (19.25%) | 37.34 | 144 | 15 | 88 | |||||||||
| 29 Apr | 3776.80 | 184.9 | -27.1 (-12.78%) | 38.96 | 58 | 6 | 72 | |||||||||
| 28 Apr | 3827.30 | 212 | -16.2 (-7.10%) | 38.84 | 34 | 23 | 66 | |||||||||
| 27 Apr | 3856.00 | 227.5 | 22.25 (10.84%) | 38.3 | 70 | 11 | 42 | |||||||||
| 24 Apr | 3808.90 | 205.25 | -44.65 (-17.87%) | 38.89 | 7 | 3 | 30 | |||||||||
| 23 Apr | 3864.40 | 243.2 | 13.2 (5.74%) | 37.29 | 9 | 2 | 27 | |||||||||
| 22 Apr | 3844.30 | 230 | 69.7 (43.48%) | 34.51 | 56 | 8 | 25 | |||||||||
| 21 Apr | 3721.70 | 160 | 5.45 (3.53%) | 36.02 | 14 | 4 | 16 | |||||||||
| 20 Apr | 3709.00 | 150.15 | 18.15 (13.75%) | 35.83 | 23 | 3 | 13 | |||||||||
| 17 Apr | 3707.90 | 132 | 17 (14.78%) | 31.12 | 4 | 2 | 9 | |||||||||
| 16 Apr | 3563.80 | 115 | 4 (3.60%) | 34.98 | 3 | 1 | 7 | |||||||||
| 15 Apr | 3576.10 | 111 | 96.3 (655.10%) | 35.29 | 9 | 6 | 6 | |||||||||
| 13 Apr | 3343.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3750 expiring on 26MAY2026
Delta for 3750 CE is 0.71
Historical price for 3750 CE is as follows
On 22 May SIEMENS was trading at 3811.70. The strike last trading price was 87.8, which was 31.15 higher than the previous day. The implied volatity was 29.71, the open interest changed by -425 which decreased total open position to 102
On 21 May SIEMENS was trading at 3720.60. The strike last trading price was 57, which was -2.35 lower than the previous day. The implied volatity was 37.94, the open interest changed by 315 which increased total open position to 533
On 20 May SIEMENS was trading at 3696.40. The strike last trading price was 59.9, which was 38.35 higher than the previous day. The implied volatity was 40.3, the open interest changed by -23 which decreased total open position to 220
On 19 May SIEMENS was trading at 3550.90. The strike last trading price was 20.7, which was -5.55 lower than the previous day. The implied volatity was 41.3, the open interest changed by 11 which increased total open position to 242
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 23.65, which was -19.55 lower than the previous day. The implied volatity was 45.15, the open interest changed by -20 which decreased total open position to 230
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 44.95, which was -50.85 lower than the previous day. The implied volatity was 40.74, the open interest changed by 82 which increased total open position to 250
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 94.45, which was 54.85 higher than the previous day. The implied volatity was 43.08, the open interest changed by -57 which decreased total open position to 171
On 13 May SIEMENS was trading at 3532.20. The strike last trading price was 41.4, which was -14.75 lower than the previous day. The implied volatity was 41.49, the open interest changed by 31 which increased total open position to 226
On 12 May SIEMENS was trading at 3574.40. The strike last trading price was 57.55, which was -10.85 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 196
On 11 May SIEMENS was trading at 3605.60. The strike last trading price was 65, which was -120.35 lower than the previous day. The implied volatity was 0, the open interest changed by 76 which increased total open position to 194
On 8 May SIEMENS was trading at 3822.60. The strike last trading price was 187.5, which was -30.65 lower than the previous day. The implied volatity was 39.92, the open interest changed by -14 which decreased total open position to 118
On 7 May SIEMENS was trading at 3871.50. The strike last trading price was 222.85, which was 35.3 higher than the previous day. The implied volatity was 41.67, the open interest changed by 3 which increased total open position to 136
On 6 May SIEMENS was trading at 3841.80. The strike last trading price was 188.9, which was -19 lower than the previous day. The implied volatity was 36.63, the open interest changed by 18 which increased total open position to 131
On 5 May SIEMENS was trading at 3846.60. The strike last trading price was 207.9, which was 3.35 higher than the previous day. The implied volatity was 40.19, the open interest changed by 1 which increased total open position to 114
On 4 May SIEMENS was trading at 3834.10. The strike last trading price was 205.65, which was -4.95 lower than the previous day. The implied volatity was 39.07, the open interest changed by 40 which increased total open position to 113
On 30 Apr SIEMENS was trading at 3808.20. The strike last trading price was 210.6, which was 34 higher than the previous day. The implied volatity was 37.34, the open interest changed by 15 which increased total open position to 88
On 29 Apr SIEMENS was trading at 3776.80. The strike last trading price was 184.9, which was -27.1 lower than the previous day. The implied volatity was 38.96, the open interest changed by 6 which increased total open position to 72
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 212, which was -16.2 lower than the previous day. The implied volatity was 38.84, the open interest changed by 23 which increased total open position to 66
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 227.5, which was 22.25 higher than the previous day. The implied volatity was 38.3, the open interest changed by 11 which increased total open position to 42
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 205.25, which was -44.65 lower than the previous day. The implied volatity was 38.89, the open interest changed by 3 which increased total open position to 30
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 243.2, which was 13.2 higher than the previous day. The implied volatity was 37.29, the open interest changed by 2 which increased total open position to 27
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 230, which was 69.7 higher than the previous day. The implied volatity was 34.51, the open interest changed by 8 which increased total open position to 25
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 160, which was 5.45 higher than the previous day. The implied volatity was 36.02, the open interest changed by 4 which increased total open position to 16
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 150.15, which was 18.15 higher than the previous day. The implied volatity was 35.83, the open interest changed by 3 which increased total open position to 13
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 132, which was 17 higher than the previous day. The implied volatity was 31.12, the open interest changed by 2 which increased total open position to 9
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 115, which was 4 higher than the previous day. The implied volatity was 34.98, the open interest changed by 1 which increased total open position to 7
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 111, which was 96.3 higher than the previous day. The implied volatity was 35.29, the open interest changed by 6 which increased total open position to 6
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
| SIEMENS 26-May-2026 (3d) 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.01
Theta: -3.51
Gamma: 0.00313
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 3811.70 | 17 | -65 (-79.27%) | 25.01 | 2,139 | 166 | 424 |
| 21 May | 3720.60 | 78 | -37 (-32.17%) | 37.05 | 812 | 121 | 259 |
| 20 May | 3696.40 | 117 | -101 (-46.33%) | 46.06 | 211 | 4 | 133 |
| 19 May | 3550.90 | 218 | -26 (-10.66%) | 50.21 | 15 | -6 | 129 |
| 18 May | 3535.10 | 244 | 34 (16.19%) | 53.26 | 9 | -4 | 135 |
| 15 May | 3587.90 | 210 | 76 (56.72%) | 45.25 | 61 | -19 | 139 |
| 14 May | 3693.80 | 136 | -118 (-46.46%) | 39.53 | 170 | 13 | 158 |
| 13 May | 3532.20 | 253 | 28 (12.44%) | 0 | 11 | 0 | 145 |
| 12 May | 3574.40 | 225 | -3 (-1.32%) | 0 | 45 | -8 | 144 |
| 11 May | 3605.60 | 233 | 128 (121.90%) | 0 | 555 | -148 | 152 |
| 8 May | 3822.60 | 101.5 | 21.6 (27.03%) | 42.94 | 644 | 163 | 302 |
| 7 May | 3871.50 | 77.25 | -21.05 (-21.41%) | 38.37 | 104 | 4 | 143 |
| 6 May | 3841.80 | 97.9 | 1.35 (1.40%) | 40.47 | 141 | 7 | 139 |
| 5 May | 3846.60 | 96.5 | -15.95 (-14.18%) | 39 | 144 | -17 | 131 |
| 4 May | 3834.10 | 110 | -15.55 (-12.39%) | 42.46 | 349 | 92 | 148 |
| 30 Apr | 3808.20 | 123.5 | -22.6 (-15.47%) | 39.49 | 525 | 70 | 126 |
| 29 Apr | 3776.80 | 138.35 | 2.65 (1.95%) | 39.94 | 91 | 29 | 57 |
| 28 Apr | 3827.30 | 135.7 | 5.35 (4.10%) | 41.62 | 29 | 25 | 26 |
| 27 Apr | 3856.00 | 130.35 | 130.35 | - | 0 | 0 | 1 |
| 24 Apr | 3808.90 | 130.35 | 130.35 (-37.03%) | 41.7 | 0 | 0 | 1 |
| 23 Apr | 3864.40 | 130.35 | -76.65 (-37.03%) | 41.7 | 1 | 0 | 1 |
| 22 Apr | 3844.30 | 207 | 207 (-73.74%) | 43.15 | 0 | 0 | 1 |
| 21 Apr | 3721.70 | 207 | -581.2 (-73.74%) | 43.15 | 1 | 0 | 0 |
| 20 Apr | 3709.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 3707.90 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Siemens Ltd - strike price 3750 expiring on 26MAY2026
Delta for 3750 PE is -0.26
Historical price for 3750 PE is as follows
On 22 May SIEMENS was trading at 3811.70. The strike last trading price was 17, which was -65 lower than the previous day. The implied volatity was 25.01, the open interest changed by 166 which increased total open position to 424
On 21 May SIEMENS was trading at 3720.60. The strike last trading price was 78, which was -37 lower than the previous day. The implied volatity was 37.05, the open interest changed by 121 which increased total open position to 259
On 20 May SIEMENS was trading at 3696.40. The strike last trading price was 117, which was -101 lower than the previous day. The implied volatity was 46.06, the open interest changed by 4 which increased total open position to 133
On 19 May SIEMENS was trading at 3550.90. The strike last trading price was 218, which was -26 lower than the previous day. The implied volatity was 50.21, the open interest changed by -6 which decreased total open position to 129
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 244, which was 34 higher than the previous day. The implied volatity was 53.26, the open interest changed by -4 which decreased total open position to 135
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 210, which was 76 higher than the previous day. The implied volatity was 45.25, the open interest changed by -19 which decreased total open position to 139
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 136, which was -118 lower than the previous day. The implied volatity was 39.53, the open interest changed by 13 which increased total open position to 158
On 13 May SIEMENS was trading at 3532.20. The strike last trading price was 253, which was 28 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 145
On 12 May SIEMENS was trading at 3574.40. The strike last trading price was 225, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 144
On 11 May SIEMENS was trading at 3605.60. The strike last trading price was 233, which was 128 higher than the previous day. The implied volatity was 0, the open interest changed by -148 which decreased total open position to 152
On 8 May SIEMENS was trading at 3822.60. The strike last trading price was 101.5, which was 21.6 higher than the previous day. The implied volatity was 42.94, the open interest changed by 163 which increased total open position to 302
On 7 May SIEMENS was trading at 3871.50. The strike last trading price was 77.25, which was -21.05 lower than the previous day. The implied volatity was 38.37, the open interest changed by 4 which increased total open position to 143
On 6 May SIEMENS was trading at 3841.80. The strike last trading price was 97.9, which was 1.35 higher than the previous day. The implied volatity was 40.47, the open interest changed by 7 which increased total open position to 139
On 5 May SIEMENS was trading at 3846.60. The strike last trading price was 96.5, which was -15.95 lower than the previous day. The implied volatity was 39, the open interest changed by -17 which decreased total open position to 131
On 4 May SIEMENS was trading at 3834.10. The strike last trading price was 110, which was -15.55 lower than the previous day. The implied volatity was 42.46, the open interest changed by 92 which increased total open position to 148
On 30 Apr SIEMENS was trading at 3808.20. The strike last trading price was 123.5, which was -22.6 lower than the previous day. The implied volatity was 39.49, the open interest changed by 70 which increased total open position to 126
On 29 Apr SIEMENS was trading at 3776.80. The strike last trading price was 138.35, which was 2.65 higher than the previous day. The implied volatity was 39.94, the open interest changed by 29 which increased total open position to 57
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 135.7, which was 5.35 higher than the previous day. The implied volatity was 41.62, the open interest changed by 25 which increased total open position to 26
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 130.35, which was 130.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 130.35, which was 130.35 higher than the previous day. The implied volatity was 41.7, the open interest changed by 0 which decreased total open position to 1
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 130.35, which was -76.65 lower than the previous day. The implied volatity was 41.7, the open interest changed by 0 which decreased total open position to 1
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 207, which was 207 higher than the previous day. The implied volatity was 43.15, the open interest changed by 0 which decreased total open position to 1
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 207, which was -581.2 lower than the previous day. The implied volatity was 43.15, the open interest changed by 0 which decreased total open position to 0
On 20 Apr SIEMENS was trading at 3709.00. 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 17 Apr SIEMENS was trading at 3707.90. 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 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
