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 27 Oct 2026, 09:21 IST · NSE TIMESTAMP 27-Oct-2026 09:19:25 · OI IN CONTRACTS

spot3,336.90
expiry27-Oct-2026
PCR (OI)0.69
max pain3,600
call wall3,500
put wall3,100
call OI · Δ today5.6k · -133
put OI · Δ today3.9k · -29
ATM IV41.5%
lot size175
CALL OIΔOIVOLIVCE LTPSTRIKEPE LTPIVVOLΔOIPUT OI
000—0.0026000.00—000
000—0.0027000.00—000
000—0.0027500.00—000
000—0.0028000.00—000
000—0.0028500.00—000
000—0.0029000.00—000
000—0.0029500.0079.50040
000—0.0030000.0075.60060
000—0.0030500.0065.90054
4500—0.0031000.2558.220357
000—0.0031500.2054.133-21128
350068.50.0032000.9046.34+1172
79+114—99.7032502.8038.219079
113-2634—46.00330011.1538.619-271
69-102841.519.0033500.0030.800113
131-114239.57.35340063.20—8-7110
116-1653.72.203450112.65—10175
1.0k+61343.30.6035000.0073.500220
271-1346.60.3035500.00109.900364
345-738050.00.0536000.00—00216
3270183.20.253650300.00—20365
607-5388.90.103700392.70196.620424
1800097.90.0037500.00130.300125
567-6292.80.2038000.00126.600358
31200115.40.003850530.75210.440274
292-22119.50.1039000.00—0085
9400132.10.0039500.0015.30012
34800137.90.0040000.00141.70078
2600149.60.0040500.00—000
111-55124.10.0541000.00323.00018

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.