SIEMENS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 175

Spot

3,404.84

Future

3,333.10

Forward

3,333.10

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

—

Puts — / Calls —

PCR (volume)

—

Puts — / Calls —

Max pain

—

strike with least total payout to holders

Highest OI

— CE · — PE

ΔOI calls +— · puts +—

Open interest by strike

CallsPuts│ ATM

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	56.85	0.78	-1.57	0.00	633.55	2,800	50.80	0.00	-0.45	-0.09	28.75	—	—	—	Neutral
Neutral	—	—	—	53.07	0.75	-1.58	0.00	556.10	2,900	71.80	0.00	-0.59	-0.14	28.27	—	—	—	Neutral
Neutral	—	—	—	49.90	0.71	-1.60	0.00	484.10	3,000	98.25	0.00	-0.72	-0.20	27.71	—	—	—	Neutral
Neutral	—	—	—	47.27	0.67	-1.61	0.00	417.70	3,100	130.30	0.00	-0.84	-0.27	27.02	—	—	—	Neutral
Neutral	—	—	—	45.14	0.62	-1.62	0.00	357.50	3,200	168.60	0.00	-0.92	-0.35	26.17	—	—	—	Neutral
Neutral	—	—	—	43.42	0.56	-1.61	0.00	303.50	3,300	213.05	0.00	-0.94	-0.44	25.11	—	—	—	Neutral
Neutral	—	—	—	42.02	0.50	-1.58	0.00	255.60	3,400	263.60	0.00	-0.88	-0.55	23.71	—	—	—	Neutral
Neutral	—	—	—	40.89	0.44	-1.52	0.00	213.55	3,500	320.05	0.00	-0.75	-0.66	21.77	—	—	—	Neutral
Neutral	—	—	—	39.98	0.38	-1.44	0.00	177.10	3,600	382.00	0.00	-0.50	-0.79	18.73	—	—	—	Neutral
Neutral	—	—	—	39.23	0.32	-1.33	0.00	145.80	3,700	449.15	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	38.60	0.27	-1.21	0.00	119.35	3,800	521.15	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	37.64	0.18	-0.93	0.00	78.20	4,000	676.95	0.00	—	—	—	—	—	—	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.