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ClearStrike

SIEMENS options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where SIEMENS can go (next trading day)

For the next trading day, options point to about 1.8% either way: SIEMENS between 3,529 and 3,661 (from 3,595).

2026-07-16 O 3,599 H 3,855 L 3,559 C 3,6582026-07-17 O 3,658 H 3,690 L 3,615 C 3,6592026-07-20 O 3,651 H 3,700 L 3,617 C 3,6782026-07-21 O 3,678 H 3,709 L 3,632 C 3,6682026-07-22 O 3,685 H 3,700 L 3,632 C 3,6492026-07-23 O 3,640 H 3,709 L 3,617 C 3,6862026-07-24 O 3,631 H 3,712 L 3,623 C 3,6902026-07-27 O 3,721 H 3,745 L 3,690 C 3,7182026-07-28 O 3,700 H 3,713 L 3,620 C 3,6812026-07-29 O 3,660 H 3,681 L 3,576 C 3,6512026-07-30 O 3,651 H 3,665 L 3,583 C 3,6592026-07-31 O 3,662 H 3,808 L 3,662 C 3,7602026-08-03 O 3,742 H 3,905 L 3,694 C 3,9002026-08-04 O 3,920 H 4,074 L 3,920 C 4,0012026-08-05 O 4,035 H 4,070 L 3,955 C 3,9802026-08-06 O 3,990 H 4,019 L 3,949 C 3,9522026-08-07 O 3,955 H 3,985 L 3,921 C 3,9402026-08-10 O 3,940 H 3,993 L 3,905 C 3,9142026-08-11 O 3,924 H 4,040 L 3,855 C 4,0112026-08-12 O 4,022 H 4,098 L 3,992 C 4,0192026-08-13 O 4,020 H 4,024 L 3,951 C 3,9872026-08-14 O 3,968 H 4,052 L 3,924 C 3,9402026-08-17 O 3,940 H 3,966 L 3,910 C 3,9432026-08-18 O 3,940 H 3,989 L 3,936 C 3,9572026-08-19 O 3,940 H 3,956 L 3,875 C 3,8992026-08-20 O 3,935 H 3,955 L 3,880 C 3,8802026-08-21 O 3,880 H 3,960 L 3,880 C 3,9202026-08-24 O 3,920 H 4,118 L 3,903 C 4,1142026-08-25 O 4,114 H 4,149 L 4,060 C 4,0912026-08-26 O 4,117 H 4,117 L 4,042 C 4,0432026-08-27 O 4,050 H 4,129 L 4,050 C 4,0952026-08-28 O 4,089 H 4,113 L 4,060 C 4,0892026-08-31 O 4,061 H 4,069 L 3,997 C 4,0302026-09-01 O 4,030 H 4,093 L 3,975 C 4,0302026-09-02 O 4,025 H 4,029 L 3,966 C 4,0192026-09-03 O 4,019 H 4,112 L 4,008 C 4,0302026-09-04 O 4,042 H 4,042 L 3,974 C 3,9772026-09-07 O 3,990 H 3,998 L 3,904 C 3,9272026-09-08 O 3,911 H 3,999 L 3,911 C 3,9512026-09-09 O 3,932 H 4,003 L 3,912 C 3,9492026-09-10 O 3,949 H 3,988 L 3,905 C 3,9542026-09-11 O 3,912 H 3,957 L 3,858 C 3,9572026-09-15 O 3,957 H 3,964 L 3,770 C 3,7702026-09-16 O 3,764 H 3,799 L 3,682 C 3,7422026-09-17 O 3,743 H 3,817 L 3,742 C 3,7642026-09-18 O 3,781 H 3,914 L 3,770 C 3,9142026-09-21 O 3,880 H 3,919 L 3,852 C 3,8872026-09-22 O 3,890 H 3,954 L 3,850 C 3,8582026-09-23 O 3,878 H 3,903 L 3,828 C 3,8862026-09-24 O 3,852 H 3,878 L 3,825 C 3,8422026-09-25 O 3,841 H 3,882 L 3,828 C 3,8772026-09-28 O 3,860 H 3,863 L 3,772 C 3,7862026-09-29 O 3,770 H 3,815 L 3,710 C 3,7102026-09-30 O 3,721 H 3,789 L 3,720 C 3,7262026-10-01 O 3,726 H 3,804 L 3,710 C 3,8042026-10-05 O 3,804 H 3,842 L 3,700 C 3,7012026-10-06 O 3,734 H 3,860 L 3,694 C 3,8542026-10-07 O 3,848 H 3,848 L 3,772 C 3,7932026-10-08 O 3,796 H 3,800 L 3,630 C 3,6392026-10-09 O 3,668 H 3,668 L 3,502 C 3,595Upper end 3,661Lower end 3,529Now 3,59516 Jul9 Oct
Lower end 3,529Now 3,595Upper end 3,661

Where SIEMENS can go in the next 3 days

Options imply about 3.2% either way over 3 days (about 1.8% in a day). That puts SIEMENS between 3,481 and 3,709 in 3 days (now 3,595).

2026-07-16 O 3,599 H 3,855 L 3,559 C 3,6582026-07-17 O 3,658 H 3,690 L 3,615 C 3,6592026-07-20 O 3,651 H 3,700 L 3,617 C 3,6782026-07-21 O 3,678 H 3,709 L 3,632 C 3,6682026-07-22 O 3,685 H 3,700 L 3,632 C 3,6492026-07-23 O 3,640 H 3,709 L 3,617 C 3,6862026-07-24 O 3,631 H 3,712 L 3,623 C 3,6902026-07-27 O 3,721 H 3,745 L 3,690 C 3,7182026-07-28 O 3,700 H 3,713 L 3,620 C 3,6812026-07-29 O 3,660 H 3,681 L 3,576 C 3,6512026-07-30 O 3,651 H 3,665 L 3,583 C 3,6592026-07-31 O 3,662 H 3,808 L 3,662 C 3,7602026-08-03 O 3,742 H 3,905 L 3,694 C 3,9002026-08-04 O 3,920 H 4,074 L 3,920 C 4,0012026-08-05 O 4,035 H 4,070 L 3,955 C 3,9802026-08-06 O 3,990 H 4,019 L 3,949 C 3,9522026-08-07 O 3,955 H 3,985 L 3,921 C 3,9402026-08-10 O 3,940 H 3,993 L 3,905 C 3,9142026-08-11 O 3,924 H 4,040 L 3,855 C 4,0112026-08-12 O 4,022 H 4,098 L 3,992 C 4,0192026-08-13 O 4,020 H 4,024 L 3,951 C 3,9872026-08-14 O 3,968 H 4,052 L 3,924 C 3,9402026-08-17 O 3,940 H 3,966 L 3,910 C 3,9432026-08-18 O 3,940 H 3,989 L 3,936 C 3,9572026-08-19 O 3,940 H 3,956 L 3,875 C 3,8992026-08-20 O 3,935 H 3,955 L 3,880 C 3,8802026-08-21 O 3,880 H 3,960 L 3,880 C 3,9202026-08-24 O 3,920 H 4,118 L 3,903 C 4,1142026-08-25 O 4,114 H 4,149 L 4,060 C 4,0912026-08-26 O 4,117 H 4,117 L 4,042 C 4,0432026-08-27 O 4,050 H 4,129 L 4,050 C 4,0952026-08-28 O 4,089 H 4,113 L 4,060 C 4,0892026-08-31 O 4,061 H 4,069 L 3,997 C 4,0302026-09-01 O 4,030 H 4,093 L 3,975 C 4,0302026-09-02 O 4,025 H 4,029 L 3,966 C 4,0192026-09-03 O 4,019 H 4,112 L 4,008 C 4,0302026-09-04 O 4,042 H 4,042 L 3,974 C 3,9772026-09-07 O 3,990 H 3,998 L 3,904 C 3,9272026-09-08 O 3,911 H 3,999 L 3,911 C 3,9512026-09-09 O 3,932 H 4,003 L 3,912 C 3,9492026-09-10 O 3,949 H 3,988 L 3,905 C 3,9542026-09-11 O 3,912 H 3,957 L 3,858 C 3,9572026-09-15 O 3,957 H 3,964 L 3,770 C 3,7702026-09-16 O 3,764 H 3,799 L 3,682 C 3,7422026-09-17 O 3,743 H 3,817 L 3,742 C 3,7642026-09-18 O 3,781 H 3,914 L 3,770 C 3,9142026-09-21 O 3,880 H 3,919 L 3,852 C 3,8872026-09-22 O 3,890 H 3,954 L 3,850 C 3,8582026-09-23 O 3,878 H 3,903 L 3,828 C 3,8862026-09-24 O 3,852 H 3,878 L 3,825 C 3,8422026-09-25 O 3,841 H 3,882 L 3,828 C 3,8772026-09-28 O 3,860 H 3,863 L 3,772 C 3,7862026-09-29 O 3,770 H 3,815 L 3,710 C 3,7102026-09-30 O 3,721 H 3,789 L 3,720 C 3,7262026-10-01 O 3,726 H 3,804 L 3,710 C 3,8042026-10-05 O 3,804 H 3,842 L 3,700 C 3,7012026-10-06 O 3,734 H 3,860 L 3,694 C 3,8542026-10-07 O 3,848 H 3,848 L 3,772 C 3,7932026-10-08 O 3,796 H 3,800 L 3,630 C 3,6392026-10-09 O 3,668 H 3,668 L 3,502 C 3,595Upper end 3,709Lower end 3,481Now 3,59516 Jul9 Oct
Lower end 3,481Now 3,595Upper end 3,709

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

SIEMENS (Capital Goods): ATM IV is 29.1%, higher than 37% of days over the last year in the same expiry-cycle phase. Options imply about ±1.83% in a day and ±3.17% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
29.1%
IV percentile
37%
Expected move 1d
±1.83%
Expected move 3d
±3.17%
IV / realised
1.03
Gamma flip
+1.7%
from spot
Max pain
+4.3%
from spot
Lot size
175
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

43.1%22.2%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Capital Goods

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.