Siemens Limited

Capital Goods · Electrical Equipment

NSE: SIEMENS BSE: 500550

₹3701.10

Oct. 5, 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.

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

Basis (nearest contract vs spot) +17.90

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	3717.8000	-13.90	3376100	-18725	Long Unwinding
Nov. 23, 2026	3712.3000	-9.50	27825	4025	Short Buildup
Dec. 29, 2026	3719.0000	-46.20	350	350	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	3759.9000	3759.9000	3719.0000	3719.0000	350	350
Oct. 5, 2026	Nov. 23, 2026	3810.0000	3810.0000	3705.0000	3712.3000	27825	4025
Oct. 5, 2026	Oct. 27, 2026	3803.0000	3839.1000	3711.0000	3717.8000	3376100	-18725
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

Options Chain

As of Oct. 5, 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 3200.0000

Open Interest by Strike (Max Pain: 3200.0000)

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	627.7000	40.23	0.824	3200.0000	-0.172	39.35	70.8500	0	0
0	0	553.8000	40.09	0.780	3300.0000	-0.216	39.35	95.4500	0	0
0	0	484.8000	39.94	0.733	3400.0000	-0.265	39.31	125.0000	0	0
0	0	421.5000	39.86	0.681	3500.0000	-0.317	39.3	160.2500	0	0
0	0	363.9000	39.8	0.627	3600.0000	-0.372	39.29	201.1500	0	0
0	0	311.9000	39.74	0.572	3700.0000	-0.428	39.27	247.7000	0	0
0	0	265.5500	39.7	0.517	3800.0000	-0.483	39.26	299.8500	0	0
0	0	224.5500	39.67	0.463	3900.0000	-0.538	39.25	357.4000	0	0
0	0	188.6500	39.64	0.411	4000.0000	-0.591	39.24	420.0500	0	0
0	0	157.4500	39.62	0.361	4100.0000	-0.641	39.22	487.4000	0	0
0	0	130.8500	39.63	0.316	4200.0000	-0.687	39.23	559.3000	0	0
0	0	88.5500	39.6	0.234	4400.0000	-0.768	39.2	714.1000	0	0