SIEMENS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 175
Spot
3,404.84
Future
3,407.70
Forward
3,407.70
PCR (OI)
0.79
Puts 2,625 / Calls 3,325
PCR (volume)
—
Puts 2 / Calls —
Max pain
3,150
strike with least total payout to holders
Highest OI
3,100 CE · 3,500 PE
ΔOI calls +— · puts +350
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 46.69 | 0.00 | 1,059.30 | 2,700 | 9.75 | 0.00 | 31.84 | — | — | Neutral | ||||||
| Neutral | 525 | — | 43.41 | 0.00 | 518.60 | 2,800 | 14.95 | -0.70 | 35.01 | +175 | 175 | Short buildup | ||||||
| Neutral | — | — | 40.86 | 0.00 | 876.65 | 2,900 | 24.15 | 0.00 | 31.58 | — | — | Neutral | ||||||
| Neutral | 525 | — | 39.83 | 0.00 | 402.45 | 2,950 | 58.30 | 0.00 | 31.50 | — | — | Neutral | ||||||
| Neutral | — | — | 38.96 | 0.00 | 789.70 | 3,000 | 35.75 | 0.00 | 31.41 | — | — | Neutral | ||||||
| Neutral | — | — | 38.21 | 0.00 | 406.65 | 3,050 | 84.15 | 0.00 | 31.31 | — | — | Neutral | ||||||
| Neutral | 1,050 | — | 37.58 | 0.00 | 332.00 | 3,100 | 117.30 | 0.00 | 31.20 | — | 175 | Neutral | ||||||
| Neutral | — | — | 37.04 | 0.00 | 340.20 | 3,150 | 78.20 | 0.00 | 31.08 | — | 175 | Neutral | ||||||
| Neutral | 175 | — | 36.59 | 0.00 | 262.75 | 3,200 | 92.00 | 0.00 | 30.95 | — | 350 | Neutral | ||||||
| Neutral | — | — | 36.21 | 0.00 | 281.10 | 3,250 | 156.40 | 0.00 | 30.79 | — | — | Neutral | ||||||
| Neutral | — | — | 35.88 | 0.00 | 553.80 | 3,300 | 158.00 | 0.00 | 30.62 | — | 350 | Neutral | ||||||
| Neutral | — | — | 35.60 | 0.00 | 229.30 | 3,350 | 203.55 | 0.00 | 30.42 | — | — | Neutral | ||||||
| Neutral | — | — | 35.35 | 0.00 | 484.80 | 3,400 | 157.15 | +32.15 | 30.07 | +175 | 175 | Long buildup | ||||||
| Neutral | — | — | 35.14 | 0.00 | 184.75 | 3,450 | 257.90 | 0.00 | 29.94 | — | — | Neutral | ||||||
| Neutral | 175 | — | 34.96 | 0.00 | 106.80 | 3,500 | 123.85 | 0.00 | 29.64 | — | 875 | Neutral | ||||||
| Neutral | — | — | 34.80 | 0.00 | 147.05 | 3,550 | 319.10 | 0.00 | 29.28 | — | — | Neutral | ||||||
| Neutral | 875 | — | 34.66 | 0.00 | 71.00 | 3,600 | 201.15 | 0.00 | 28.87 | — | — | Neutral | ||||||
| Neutral | — | — | 34.54 | 0.00 | 115.65 | 3,650 | 386.60 | 0.00 | 28.37 | — | — | Neutral | ||||||
| Neutral | — | — | 34.43 | 0.00 | 311.90 | 3,700 | 247.70 | 0.00 | 27.76 | — | — | Neutral | ||||||
| Neutral | — | — | 34.33 | 0.00 | 90.05 | 3,750 | 459.95 | 0.00 | 27.01 | — | — | Neutral | ||||||
| Neutral | — | — | 34.24 | 0.00 | 265.55 | 3,800 | 299.85 | 0.00 | 26.05 | — | — | Neutral | ||||||
| Neutral | — | — | 34.09 | 0.00 | 224.55 | 3,900 | 357.40 | 0.00 | 22.80 | — | — | Neutral | ||||||
| Neutral | — | — | 33.97 | 0.00 | 188.65 | 4,000 | 703.35 | 0.00 | — | — | 350 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 1.31% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.