Finostat
FII/DIICALENDARBRIEFTERMINAL

SIEMENS option chain

Open interest, change in OI, volume, implied volatility and last price for every strike of the nearest expiry, with the put-call ratio, max pain and the OI walls. Free, from NSE's public data, refreshed every few minutes during market hours.

NIFTY 50BANKNIFTYFINNIFTYALL F&O STOCKS · LOT SIZES

UPDATED 02 Nov 2026, 19:43 IST · NSE TIMESTAMP 02-Nov-2026 15:40:00 · OI IN CONTRACTS

spot3,404.90
expiry23-Nov-2026
PCR (OI)0.85
max pain3,400
call wall3,600
put wall3,300
call OI · Δ today3.3k · +24
put OI · Δ today2.8k · -34
ATM IV30.8%
lot size175
CALL OIΔOIVOLIVCE LTPSTRIKEPE LTPIVVOLΔOIPUT OI
000—0.0027005.1053.61507
000—0.0028003.1542.89-711
000—0.0028504.1541.56012
000—0.0029003.9537.871-283
000—0.0029507.2038.82-115
1+12—395.7030009.8537.9198-16202
000—0.00305014.6537.85-124
30044.30.00310018.3036.1491-48109
00028.40.00315025.1035.5245-2692
172+2831.2242.35320034.0534.9889-40282
97+133825.7190.80325045.6534.4312-2357
370+1795228.8162.10330060.2034.01.1k+54548
76-10573629.6132.85335082.6035.0290+55113
706-1332.1k30.8108.953400101.1533.7212+7240
115+945230.985.753450132.2035.24-131
386+661.6k30.966.003500162.0535.39+1146
76+534631.050.003550204.2538.411-35
443+1593331.438.303600234.5536.72073
66-722431.628.4536500.0036.80024
161+716831.921.0037000.0030.500125
76+52432.415.703750362.0040.23022
216+1921332.911.703800495.0576.26-3119
94+45933.68.9538500.00—001
23+71234.06.603900572.2576.31-120
110040.60.0039500.0057.2003
189+9114936.54.6040000.0029.600146
000—0.0040500.00—001
7+1142.03.9041500.00—000
180045.10.0042000.0053.8001

Greeks, 2nd & 3rd order, implied distribution and the implied move on the terminal → FII/DII today Expiry dates

How to read it

Calls on the left, puts on the right, strikes down the middle with the at-the-money row highlighted. Bars behind the OI columns scale to the largest position on the chain; the gold-outlined cells are the walls. ΔOI is the change since the previous close: rising call OI above spot is writing (resistance), rising put OI below spot is support, and OI falling on both sides into expiry is unwinding.

PCR, max pain and the walls

PCR above 1 says more puts than calls are outstanding, usually hedges, which can act as support; far below 1 says call-heavy. Max pain is where option sellers as a group collect the most, and expiry-day drifts toward it are common but not guaranteed. The walls are the largest OI strikes above and below spot; the space between them is the range the market is being defended in.

Live Greeks and the implied move

This page is NSE's delayed public data. The Finostat terminal prices the same chain live off the exchange feed with delta, gamma, theta, vega, vanna, charm, vomma, speed, zomma and more on every strike, plus the implied distribution and the straddle-implied move.

Source: NSE option chain (public, delayed). Finostat reformats and computes PCR, max pain and walls; it does not alter the figures. Not investment advice.