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SIEMENS Siemens Ltd. — Smart-Money Activity, F&O Buildup & Bulk Deals

Sector: Capital Goods
₹ 3,709.60
-0.54%

Smart Money Verdict synthesis of derivatives, deals, and promoter files

Derivatives signal Long Unwinding
Longs are exiting (OI down -1.9%) as price declines (-0.4%), indicating lack of holding support.

Analysis what the data is telling us about SIEMENS

In the last completed session, Siemens Ltd. closed -0.43% with futures open interest moving -1.9%. That combination — price falling while OI shrinks — is classified as Long Unwinding. Existing longs are exiting rather than new shorts being added; the move down lacks the conviction of fresh selling. The stock's option PCR sits at 0.69, indicating heavy call-side writing — option dealers see resistance overhead.

There have been no notable bulk or block deals from FIIs, mutual funds, or insurance companies in Siemens Ltd. over the last 30 sessions.

Putting it together, the smart-money picture for Siemens Ltd. leans cautious into the next session.

F&O Positioning EOD derivatives setup

Buildup Class
Long Unwinding
bias: bearish
Futures OI
2,859,675
-54950 (-1.9%)
Option PCR (OI)
0.69
neutral option setup
Max Pain Strike
₹ 3,700
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 3,729.70
yesterday's EOD close
Index Contribution
not a Nifty 50 constituent
Traded Volume
464,320
live shares traded today
Upcoming Earnings
no report scheduled

Key Fundamentals headline ratios · Industrials

P/E (TTM)
78.3
price / earnings
P/B
9.5
price / book
ROE
return on equity
Market Cap
₹ 132,106 Cr
total market value
Dividend Yield
0.39%
trailing yield
EPS (TTM)
₹ 47.37
earnings per share

Fundamental ratios sourced from public market data, refreshed periodically; verify against company filings before relying on them.

Institutional Deals last 30 sessions (bulk & block)

No institutional bulk or block deals recorded for this stock in the last 30 sessions.

Insider & Promoter Filings last 60 days

No insider disclosures filed for this stock in the last 60 days.

Option Chain Ladder nearest expiry 2026-06-30 · spot 3,710 · EOD 2026-06-03

Option writers expect range between 3,600 and 3,800+2.4% upside, -3.0% downside.
roughly symmetric
Call OI (writers) Strike Put OI (writers)
4,200
IV 70% Δ 0.72 θ -4.8 ν 3
3400
77,175 +1k
IV 36% Δ -0.16 θ -1.6 ν 2
0
IV 90% Δ 0.67 θ -6.5 ν 4
3450
31,325 -3k
IV 35% Δ -0.20 θ -1.7 ν 3
66,325 +0k
IV 44% Δ 0.72 θ -3.2 ν 3
3500
141,750 -6k
IV 35% Δ -0.24 θ -1.8 ν 3
13,300 -1k
IV 30% Δ 0.74 θ -2.3 ν 3
3550
26,600 -2k
IV 34% Δ -0.28 θ -1.9 ν 3
94,850 +7k
IV 39% Δ 0.65 θ -3.1 ν 4
3600 S
176,225 -26k
IV 34% Δ -0.34 θ -2.1 ν 4
36,575 +0k
IV 40% Δ 0.60 θ -3.3 ν 4
3650
58,975 -2k
IV 34% Δ -0.39 θ -2.2 ν 4
128,100 +17k
IV 37% Δ 0.55 θ -3.1 ν 4
3700 MP
131,600 -8k
IV 33% Δ -0.45 θ -2.1 ν 4
60,375 +1k
IV 37% Δ 0.50 θ -3.0 ν 4
3750
57,400 +1k
IV 33% Δ -0.51 θ -2.1 ν 4
233,975 -6k
IV 36% Δ 0.44 θ -3.0 ν 4
3800 R
94,675 -4k
IV 33% Δ -0.57 θ -2.0 ν 4
56,700 -1k
IV 36% Δ 0.39 θ -2.8 ν 4
3850
26,775
IV 33% Δ -0.62 θ -1.9 ν 4
140,700 -12k
IV 36% Δ 0.34 θ -2.7 ν 4
3900
34,475 +0k
IV 29% Δ -0.71 θ -1.3 ν 3
45,850 +1k
IV 36% Δ 0.29 θ -2.5 ν 3
3950
8,575
IV 23% Δ -0.81 θ -0.6 ν 3
213,500 -13k
IV 36% Δ 0.25 θ -2.3 ν 3
4000
19,075
IV 29% Δ -0.80 θ -0.9 ν 3

Chain Interpretation

Spot Underlying 3,709.60
Key Resistance (R) 3,800
Key Support (S) 3,600
Max Pain Strike (MP) 3,700
Concentrations of Option open interest show strong barrier levels. Option writers defend these levels, especially heading into monthly derivatives expiry.

Strategy Builder multi-leg payoff for SIEMENS options · 2026-06-30 expiry

Underlying: SIEMENS · Spot: ₹ 3,709.60 · Expiry: 2026-06-30 · Lot: 175

Legs

Side
Type
Strike
Qty
Premium
Net premium
Max profit
Max loss
Breakevens
Position Delta
Position Theta/day
Position Vega/1% IV

Payoff at expiry

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