Siemens Limited

Capital Goods · Electrical Equipment

NSE: SIEMENS BSE: 500550

₹3725.60

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

Download CSV

Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +39.60

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	3731.7000	-13.00	3478125	-15225	Long Unwinding
Nov. 23, 2026	3721.8000	+0.50	23450	2275	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	3765.2000	0	0
Sept. 30, 2026	Nov. 23, 2026	3737.0000	3777.0000	3718.1000	3721.8000	23450	2275
Sept. 30, 2026	Oct. 27, 2026	3740.0000	3784.1000	3715.0000	3731.7000	3478125	-15225
Sept. 29, 2026	Nov. 23, 2026	3742.0000	3759.3000	3690.1000	3721.3000	21175	6125
Sept. 29, 2026	Oct. 27, 2026	3744.1000	3773.9000	3695.2000	3744.7000	3493350	484750
Sept. 29, 2026	Sept. 29, 2026	3799.0000	3832.7000	3696.0000	3774.2000	282800	-399525
Sept. 28, 2026	Nov. 23, 2026	3798.8000	3812.0000	3742.0000	3750.7000	15050	6475
Sept. 28, 2026	Oct. 27, 2026	3847.5000	3847.5000	3742.3000	3752.2000	3008600	815675
Sept. 28, 2026	Sept. 29, 2026	3874.9000	3874.9000	3760.7000	3775.7000	682325	-785400
Sept. 25, 2026	Nov. 23, 2026	3856.7000	3864.0000	3835.0000	3852.3000	8575	700

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.794

Max Pain 3800.0000

Open Interest by Strike (Max Pain: 3800.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	687.7000	66.2	0.873	3100.0000	-0.145	72.55	60.1500	0	0
175	0	540.0000	—		3200.0000	-0.185	72.53	81.8500	0	0
4725	0	422.0000	—		3300.0000	-0.230	72.54	108.5000	0	0
0	0	802.5500	154.11	0.683	3350.0000	-0.132	38.51	27.1500	0	0
525	0	485.7000	73.17	0.721	3400.0000	-0.115	30.66	18.0500	6125	22400
700	0	345.0000	40.33	0.789	3450.0000	-0.148	30.06	24.2000	2975	6300
1575	525	280.0000	30.99	0.801	3500.0000	-0.188	29.46	32.0500	-2275	28875
175	0	227.1000	25.96	0.786	3550.0000	-0.264	33.52	57.0000	0	0
700	0	200.0000	28.68	0.707	3600.0000	-0.293	28.76	56.1000	12775	34475
4550	0	159.0500	26.35	0.653	3650.0000	-0.360	29.55	76.6500	1925	160650
14700	525	124.9000	25.13	0.583	3700.0000	-0.422	28.13	92.0500	2275	39900
29225	4025	96.2500	24.42	0.505	3750.0000	-0.492	28.18	116.5000	5775	18200
112525	13650	75.5000	24.69	0.427	3800.0000	-0.559	28.51	145.5000	-3500	171675
27650	6125	57.9500	24.84	0.354	3850.0000	-0.633	27.03	170.8000	-525	17675
48825	3150	43.7000	24.96	0.287	3900.0000	-0.752	21.02	184.8000	350	11375
142275	350	34.0000	25.6	0.232	3950.0000	-0.825	20.38	223.0000	0	1925
85225	1225	25.8000	26.01	0.185	4000.0000		—	239.8000	0	22925
175	0	150.0000	65.62	0.363	4050.0000		—	221.5500	0	0
146125	525	16.0500	27.53	0.121	4100.0000	-0.857	30.06	374.7500	350	7350
0	0	255.9500	100.74	0.406	4150.0000		—	272.2000	0	0
33075	175	10.1000	28.99	0.079	4200.0000	-0.937	26.94	460.0000	0	525
0	0	213.5000	97.17	0.364	4250.0000		—	328.7000	0	0
175	175	5.0500	28.99	0.043	4300.0000		—	290.0000	0	175
175	0	9.7000	35.2	0.065	4350.0000		—	390.7500	0	0
0	0	89.2000	71.43	0.232	4400.0000	-0.767	71.82	742.1000	0	0
350	0	4.0000	33.28	0.031	4450.0000		—	458.0500	0	0
30625	700	3.8500	34.82	0.029	4500.0000	-0.801	71.59	824.6500	0	0
1750	700	2.5000	35.77	0.019	4600.0000		—	745.0000	0	175