SIEMENS
Siemens Ltd
Historical option data for SIEMENS
29 Apr 2026 10:13 AM IST
| SIEMENS 26-May-2026 (27d) 3800 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.04
Theta: -3.12
Gamma: 0.00098
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 3818.20 | 177.3 | -15.949999999999989 | 38.39 | 46 | 10 | 238 | |||||||||
| 28 Apr | 3827.30 | 191 | -13.25 | 38.78 | 205 | -25 | 228 | |||||||||
| 27 Apr | 3856.00 | 202 | 15.75 | 38.87 | 698 | 45 | 254 | |||||||||
| 24 Apr | 3808.90 | 189.5 | -30.75 | 37.97 | 222 | 40 | 212 | |||||||||
| 23 Apr | 3864.40 | 215 | 15.349999999999994 | 37.63 | 339 | 50 | 173 | |||||||||
| 22 Apr | 3844.30 | 195 | 54.900000000000006 | 36.61 | 519 | -12 | 122 | |||||||||
| 21 Apr | 3721.70 | 138 | 0.09999999999999432 | 35.99 | 112 | 52 | 135 | |||||||||
| 20 Apr | 3709.00 | 134.05 | -2.1999999999999886 | 36.96 | 93 | 66 | 83 | |||||||||
| 17 Apr | 3707.90 | 137 | 81.85 | 35.17 | 27 | 13 | 15 | |||||||||
| 16 Apr | 3563.80 | 55.15 | -62.300000000000004 | 26.17 | 0 | 0 | 2 | |||||||||
| 15 Apr | 3576.10 | 55.15 | -68.55000000000001 | 26.17 | 2 | 0 | 0 | |||||||||
| 13 Apr | 3343.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 3149.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 3207.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3324.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3272.20 | 0 | 0 | 6.39 | 0 | 0 | 0 | |||||||||
| 10 Mar | 3274.90 | 0 | 0 | 6.54 | 0 | 0 | 0 | |||||||||
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| 9 Mar | 3228.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3268.90 | 0 | 0 | 6.25 | 0 | 0 | 0 | |||||||||
| 5 Mar | 3215.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3161.00 | 0 | 0 | 5.65 | 0 | 0 | 0 | |||||||||
| 2 Mar | 3341.60 | 0 | 0 | 5.54 | 0 | 0 | 0 | |||||||||
| 27 Feb | 3418.60 | 0 | 0 | 4.44 | 0 | 0 | 0 | |||||||||
For Siemens Ltd - strike price 3800 expiring on 26MAY2026
Delta for 3800 CE is 0.55
Historical price for 3800 CE is as follows
On 29 Apr SIEMENS was trading at 3818.20. The strike last trading price was 177.3, which was -15.949999999999989 lower than the previous day. The implied volatity was 38.39, the open interest changed by 10 which increased total open position to 238
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 191, which was -13.25 lower than the previous day. The implied volatity was 38.78, the open interest changed by -25 which decreased total open position to 228
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 202, which was 15.75 higher than the previous day. The implied volatity was 38.87, the open interest changed by 45 which increased total open position to 254
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 189.5, which was -30.75 lower than the previous day. The implied volatity was 37.97, the open interest changed by 40 which increased total open position to 212
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 215, which was 15.349999999999994 higher than the previous day. The implied volatity was 37.63, the open interest changed by 50 which increased total open position to 173
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 195, which was 54.900000000000006 higher than the previous day. The implied volatity was 36.61, the open interest changed by -12 which decreased total open position to 122
On 21 Apr SIEMENS was trading at 3721.70. The strike last trading price was 138, which was 0.09999999999999432 higher than the previous day. The implied volatity was 35.99, the open interest changed by 52 which increased total open position to 135
On 20 Apr SIEMENS was trading at 3709.00. The strike last trading price was 134.05, which was -2.1999999999999886 lower than the previous day. The implied volatity was 36.96, the open interest changed by 66 which increased total open position to 83
On 17 Apr SIEMENS was trading at 3707.90. The strike last trading price was 137, which was 81.85 higher than the previous day. The implied volatity was 35.17, the open interest changed by 13 which increased total open position to 15
On 16 Apr SIEMENS was trading at 3563.80. The strike last trading price was 55.15, which was -62.300000000000004 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 2
On 15 Apr SIEMENS was trading at 3576.10. The strike last trading price was 55.15, which was -68.55000000000001 lower than the previous day. The implied volatity was 26.17, 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
On 16 Mar SIEMENS was trading at 3149.60. 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 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 6.39, 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 6.54, 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 -, 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 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 6.25, 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 -, 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 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 5.65, 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 5.54, 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 4.44, the open interest changed by 0 which decreased total open position to 0
| SIEMENS 26-May-2026 (27d) 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.04
Theta: -2.72
Gamma: 0.00093
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 3818.20 | 152 | 1.1500000000000057 | 40.67 | 72 | 19 | 203 |
| 28 Apr | 3827.30 | 143.75 | -9.800000000000011 | 39.72 | 234 | 21 | 183 |
| 27 Apr | 3856.00 | 157.3 | -26.75 | 43.76 | 312 | 77 | 165 |
| 24 Apr | 3808.90 | 173.35 | 8.349999999999994 | 42.06 | 77 | 5 | 89 |
| 23 Apr | 3864.40 | 165 | -6.099999999999994 | 43.8 | 106 | 68 | 83 |
| 22 Apr | 3844.30 | 171.05 | -324.45 | 41.42 | 18 | 13 | 13 |
| 21 Apr | 3721.70 | 0 | 0 | - | 0 | 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 |
| 16 Mar | 3149.60 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 3207.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3324.70 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3272.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3274.90 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 3228.90 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 3268.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 3215.70 | - | - | - | 0 | 0 | 0 |
| 4 Mar | 3161.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 3341.60 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 3418.60 | 0 | 0 | - | 0 | 0 | 0 |
For Siemens Ltd - strike price 3800 expiring on 26MAY2026
Delta for 3800 PE is -0.44
Historical price for 3800 PE is as follows
On 29 Apr SIEMENS was trading at 3818.20. The strike last trading price was 152, which was 1.1500000000000057 higher than the previous day. The implied volatity was 40.67, the open interest changed by 19 which increased total open position to 203
On 28 Apr SIEMENS was trading at 3827.30. The strike last trading price was 143.75, which was -9.800000000000011 lower than the previous day. The implied volatity was 39.72, the open interest changed by 21 which increased total open position to 183
On 27 Apr SIEMENS was trading at 3856.00. The strike last trading price was 157.3, which was -26.75 lower than the previous day. The implied volatity was 43.76, the open interest changed by 77 which increased total open position to 165
On 24 Apr SIEMENS was trading at 3808.90. The strike last trading price was 173.35, which was 8.349999999999994 higher than the previous day. The implied volatity was 42.06, the open interest changed by 5 which increased total open position to 89
On 23 Apr SIEMENS was trading at 3864.40. The strike last trading price was 165, which was -6.099999999999994 lower than the previous day. The implied volatity was 43.8, the open interest changed by 68 which increased total open position to 83
On 22 Apr SIEMENS was trading at 3844.30. The strike last trading price was 171.05, which was -324.45 lower than the previous day. The implied volatity was 41.42, the open interest changed by 13 which increased total open position to 13
On 21 Apr SIEMENS was trading at 3721.70. 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 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
On 16 Mar SIEMENS was trading at 3149.60. 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 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 -, 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 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 -, 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 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
