Historical option data for SIEMENS
26 May 2026 04:10 PM IST
| SIEMENS 30-Jun-2026 (34d) 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.04
Theta: -2.79
Gamma: 0.00085
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 3677.20 | 208.8 | 23.45 (12.65%) | 40.4 | 1,119 | 144 | 162 | |||||||||
| 25 May | 3667.50 | 186.6 | -185.75 (-49.89%) | 36.25 | 34 | 17 | 17 | |||||||||
| 18 May | 3535.10 | 0 | -372.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 3587.90 | 0 | -372.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 3693.80 | 0 | -372.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3532.20 | 0 | -372.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 3574.40 | 0 | -372.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3605.60 | 0 | -372.35 (-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 | |||||||||
For Siemens Ltd - strike price 3650 expiring on 30JUN2026
Delta for 3650 CE is 0.57
Historical price for 3650 CE is as follows
On 26 May SIEMENS was trading at 3677.20. The strike last trading price was 208.8, which was 23.45 higher than the previous day. The implied volatity was 40.4, the open interest changed by 144 which increased total open position to 162
On 25 May SIEMENS was trading at 3667.50. The strike last trading price was 186.6, which was -185.75 lower than the previous day. The implied volatity was 36.25, the open interest changed by 17 which increased total open position to 17
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 0, which was -372.35 lower than the previous day. The implied volatity was 0, 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 -372.35 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 -372.35 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 -372.35 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
| SIEMENS 30-Jun-2026 (34d) 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.04
Theta: -2.4
Gamma: 0.0008
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 3677.20 | 169.75 | -15.05 (-8.14%) | 42.86 | 959 | 277 | 311 |
| 25 May | 3667.50 | 184.95 | 26.25 (16.54%) | 44.41 | 83 | 33 | 33 |
| 18 May | 3535.10 | 0 | -158.7 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 3587.90 | 0 | -158.7 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3693.80 | 0 | -158.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 3532.20 | 0 | -158.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 3574.40 | 0 | -158.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3605.60 | 0 | -158.7 (-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 |
For Siemens Ltd - strike price 3650 expiring on 30JUN2026
Delta for 3650 PE is -0.43
Historical price for 3650 PE is as follows
On 26 May SIEMENS was trading at 3677.20. The strike last trading price was 169.75, which was -15.05 lower than the previous day. The implied volatity was 42.86, the open interest changed by 277 which increased total open position to 311
On 25 May SIEMENS was trading at 3667.50. The strike last trading price was 184.95, which was 26.25 higher than the previous day. The implied volatity was 44.41, the open interest changed by 33 which increased total open position to 33
On 18 May SIEMENS was trading at 3535.10. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SIEMENS was trading at 3587.90. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SIEMENS was trading at 3693.80. The strike last trading price was 0, which was -158.7 lower than the previous day. The implied volatity was 0, 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 -158.7 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 -158.7 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 -158.7 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
