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) —

Max Pain 3100.0000

Open Interest by Strike (Max Pain: 3100.0000)

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	1056.0000	131.69	0.738	3100.0000	-0.077	37.2	19.4500	0	0
0	0	966.5500	124.24	0.719	3200.0000	-0.108	36.13	28.5000	0	0
0	0	879.9500	117.37	0.698	3300.0000	-0.147	34.91	40.4500	0	0
0	0	457.7500	34.23	0.829	3350.0000	-0.200	39.55	68.0000	0	0
0	0	796.7500	111.09	0.674	3400.0000	-0.196	33.5	55.7500	0	0
0	0	386.5500	35.14	0.762	3450.0000	-0.258	39.66	95.9000	0	0
0	0	717.4000	105.39	0.649	3500.0000	-0.256	31.86	74.9000	0	0
0	0	322.3000	35.76	0.690	3550.0000	-0.323	39.81	130.7500	0	0
0	0	642.4000	100.29	0.621	3600.0000	-0.328	29.95	98.4500	0	0
0	0	265.3000	36.22	0.615	3650.0000	-0.391	40.0	172.8500	0	0
0	0	571.8000	95.7	0.591	3700.0000	-0.415	27.56	126.3500	0	0
0	0	215.5000	36.54	0.539	3750.0000	-0.459	40.22	222.2000	0	0
0	0	505.9500	91.59	0.559	3800.0000	-0.521	24.5	159.0000	0	0
0	0	172.8500	36.79	0.465	3850.0000	-0.527	40.49	278.6500	0	0
0	0	445.3000	87.99	0.526	3900.0000	-0.661	20.24	196.8500	0	0
0	0	136.9000	36.99	0.395	3950.0000	-0.590	40.81	341.8000	0	0
0	0	389.7000	84.8	0.491	4000.0000	-0.912	11.48	239.7500	0	0
0	0	107.0500	37.14	0.330	4050.0000	-0.649	41.21	411.1000	0	0
0	0	339.1500	81.99	0.455	4100.0000		—	287.7500	0	0
0	0	293.5500	79.52	0.419	4200.0000		—	340.6500	0	0
0	0	252.7500	77.33	0.383	4300.0000		—	398.4000	0	0
0	0	216.5000	75.4	0.347	4400.0000		—	460.6500	0	0
0	0	184.5500	73.7	0.313	4500.0000		—	527.2000	0	0
0	0	156.5000	72.18	0.280	4600.0000		—	597.6500	0	0