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 3800 CE
Delta: 0.01 Vega: 0.11 Theta: -0.17 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	0.5 ₹ 62.5	-0.05 -6.25	39.55	7 875	0 0	88 11,000
16 Dec	3161.40	0.6 ₹ 75	-0.55 -68.75	37.34	7 875	-3 -375	91 11,375
15 Dec	3157.80	1.15 ₹ 143.75	-0.1 -12.50	39.73	53 6,625	-25 -3,125	93 11,625
12 Dec	3144.60	1.25 ₹ 156.25	-0.5 -62.50	37.20	16 2,000	1 125	118 14,750
11 Dec	3196.50	1.7 ₹ 212.5	0 0.00	-	0 0	0 0	117 14,625
10 Dec	3179.90	1.7 ₹ 212.5	0 0.00	34.66	23 2,875	-1 -125	117 14,625

9 Dec	3142.80	1.75 ₹ 218.75	-0.4 -50.00	36.35	79 9,875	-20 -2,500	117 14,625
8 Dec	3204.20	2.1 ₹ 262.5	-1.65 -206.25	33.19	142 17,750	-43 -5,375	136 17,000
5 Dec	3325.90	4.1 ₹ 512.5	-1.2 -150.00	27.87	116 14,500	42 5,250	178 22,250
4 Dec	3362.50	5 ₹ 625	0.55 68.75	26.54	51 6,375	17 2,125	139 17,375
3 Dec	3329.90	4.4 ₹ 550	-1.35 -168.75	26.56	114 14,250	22 2,750	122 15,250
2 Dec	3361.00	5.55 ₹ 693.75	-66.35 -8293.75	25.69	273 34,125	101 12,625	101 12,625

For Siemens Ltd - strike price 3800 expiring on 30DEC2025

Delta for 3800 CE is 0.01

Historical price for 3800 CE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 39.55, the open interest changed by 0 which decreased total open position to 88

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 37.34, the open interest changed by -3 which decreased total open position to 91

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 39.73, the open interest changed by -25 which decreased total open position to 93

On 12 Dec SIEMENS was trading at 3144.60. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 37.20, the open interest changed by 1 which increased total open position to 118

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 34.66, the open interest changed by -1 which decreased total open position to 117

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 36.35, the open interest changed by -20 which decreased total open position to 117

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 2.1, which was -1.65 lower than the previous day. The implied volatity was 33.19, the open interest changed by -43 which decreased total open position to 136

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 4.1, which was -1.2 lower than the previous day. The implied volatity was 27.87, the open interest changed by 42 which increased total open position to 178

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 26.54, the open interest changed by 17 which increased total open position to 139

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 4.4, which was -1.35 lower than the previous day. The implied volatity was 26.56, the open interest changed by 22 which increased total open position to 122

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 5.55, which was -66.35 lower than the previous day. The implied volatity was 25.69, the open interest changed by 101 which increased total open position to 101

SIEMENS 30DEC2025 3800 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	3140.10	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	1 125
16 Dec	3161.40	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	1 125
15 Dec	3157.80	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	0 0
12 Dec	3144.60	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	1 125
11 Dec	3196.50	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	1 125
10 Dec	3179.90	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	1 125
9 Dec	3142.80	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	0 0
8 Dec	3204.20	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	1 125
5 Dec	3325.90	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	0 0
4 Dec	3362.50	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	0 0	0 0
3 Dec	3329.90	429.2 ₹ 53,650	-255.95 -31993.75	-	0 0	1 125	0 0
2 Dec	3361.00	429.2 ₹ 53,650	-255.95 -31993.75	33.88	1 125	0 0	0 0

For Siemens Ltd - strike price 3800 expiring on 30DEC2025

Delta for 3800 PE is -

Historical price for 3800 PE is as follows

On 17 Dec SIEMENS was trading at 3140.10. The strike last trading price was 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec SIEMENS was trading at 3161.40. The strike last trading price was 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec SIEMENS was trading at 3157.80. The strike last trading price was 429.2, which was -255.95 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 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec SIEMENS was trading at 3196.50. The strike last trading price was 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec SIEMENS was trading at 3179.90. The strike last trading price was 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec SIEMENS was trading at 3142.80. The strike last trading price was 429.2, which was -255.95 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 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 429.2, which was -255.95 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 429.2, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 429.2, which was -255.95 lower than the previous day. The implied volatity was 33.88, the open interest changed by 0 which decreased total open position to 0

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