[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
147.57 +5.74 (4.05%)
L: 141.61 H: 148.6

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Historical option data for SAMMAANCAP

29 Jan 2026 04:14 PM IST
SAMMAANCAP 24-FEB-2026 140 CE
Delta: 0.75
Vega: 0.13
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 147.57 11.8 4.83 39 859 108 1,281
28 Jan 141.83 6.69 1.39 34.03 2,839 1,149 1,173
27 Jan 138.76 5.3 -19.41 33.62 29 5 5
23 Jan 138.91 24.71 0 - 0 0 0
22 Jan 139.97 24.71 0 0.6 0 0 0
21 Jan 138.08 24.71 0 0.24 0 0 0
20 Jan 137.92 24.71 0 - 0 0 0
19 Jan 140.81 24.71 0 - 0 0 0
16 Jan 140.08 24.71 0 - 0 0 0
14 Jan 142.97 24.71 0 - 0 0 0
13 Jan 141.99 24.71 0 - 0 0 0
12 Jan 142.93 24.71 0 - 0 0 0
9 Jan 144.56 24.71 0 - 0 0 0
8 Jan 146.33 24.71 0 - 0 0 0
7 Jan 149.95 24.71 0 - 0 0 0
6 Jan 149.10 24.71 0 - 0 0 0
5 Jan 151.49 - - - 0 0 0
2 Jan 148.61 - - - 0 0 0
1 Jan 144.21 - - - 0 0 0
31 Dec 145.64 24.71 - - 0 0 0
30 Dec 141.01 - - - 0 0 0
29 Dec 141.84 - - - 0 0 0
26 Dec 139.88 - - - 0 0 0
24 Dec 141.43 - - - 0 0 0
23 Dec 140.89 24.71 - - 0 0 0
22 Dec 141.85 - - - 0 0 0
19 Dec 145.05 - - - 0 0 0
18 Dec 143.48 - - - 0 0 0
17 Dec 145.78 - - - 0 0 0
16 Dec 146.89 24.71 - - 0 0 0
15 Dec 148.68 24.71 0 - 0 0 0
12 Dec 149.49 - - - 0 0 0
11 Dec 144.43 - - - 0 0 0
10 Dec 142.44 - - - 0 0 0
9 Dec 141.59 24.71 - - 0 0 0
8 Dec 141.43 - - - 0 0 0
5 Dec 148.32 - - - 0 0 0
4 Dec 149.69 - - - 0 0 0
3 Dec 153.47 - - - 0 0 0
2 Dec 150.00 - - - 0 0 0
1 Dec 152.53 - - - 0 0 0
28 Nov 153.76 24.71 0 - 0 0 0
27 Nov 155.49 24.71 0 - 0 0 0


For Sammaan Capital Limited - strike price 140 expiring on 24FEB2026

Delta for 140 CE is 0.75

Historical price for 140 CE is as follows

On 29 Jan SAMMAANCAP was trading at 147.57. The strike last trading price was 11.8, which was 4.83 higher than the previous day. The implied volatity was 39, the open interest changed by 108 which increased total open position to 1281


On 28 Jan SAMMAANCAP was trading at 141.83. The strike last trading price was 6.69, which was 1.39 higher than the previous day. The implied volatity was 34.03, the open interest changed by 1149 which increased total open position to 1173


On 27 Jan SAMMAANCAP was trading at 138.76. The strike last trading price was 5.3, which was -19.41 lower than the previous day. The implied volatity was 33.62, the open interest changed by 5 which increased total open position to 5


On 23 Jan SAMMAANCAP was trading at 138.91. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SAMMAANCAP was trading at 139.97. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SAMMAANCAP was trading at 138.08. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SAMMAANCAP was trading at 137.92. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SAMMAANCAP was trading at 140.81. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SAMMAANCAP was trading at 140.08. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SAMMAANCAP was trading at 142.97. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SAMMAANCAP was trading at 141.99. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SAMMAANCAP was trading at 142.93. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SAMMAANCAP was trading at 144.56. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan SAMMAANCAP was trading at 146.33. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SAMMAANCAP was trading at 149.95. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SAMMAANCAP was trading at 149.10. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan SAMMAANCAP was trading at 151.49. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SAMMAANCAP was trading at 148.61. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan SAMMAANCAP was trading at 144.21. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SAMMAANCAP was trading at 145.64. The strike last trading price was 24.71, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec SAMMAANCAP was trading at 141.01. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Dec SAMMAANCAP was trading at 141.84. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec SAMMAANCAP was trading at 139.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 24.71, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec SAMMAANCAP was trading at 141.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 24.71, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 24.71, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 24.71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SAMMAANCAP 24FEB2026 140 PE
Delta: -0.25
Vega: 0.13
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 147.57 2.38 -1.64 38.79 2,391 239 1,093
28 Jan 141.83 4.27 0.52 36.46 2,091 843 844
27 Jan 138.76 3.75 -7.11 - 0 0 1
23 Jan 138.91 3.75 -7.11 - 0 0 1
22 Jan 139.97 3.75 -7.11 - 0 0 1
21 Jan 138.08 3.75 -7.11 - 0 0 1
20 Jan 137.92 3.75 -7.11 - 0 0 1
19 Jan 140.81 3.75 -7.11 - 0 0 1
16 Jan 140.08 3.75 -7.11 - 0 0 1
14 Jan 142.97 3.75 -7.11 - 0 0 1
13 Jan 141.99 3.75 -7.11 - 0 0 0
12 Jan 142.93 3.75 -7.11 - 0 0 1
9 Jan 144.56 3.75 -7.11 - 0 0 1
8 Jan 146.33 3.75 -7.11 - 0 0 1
7 Jan 149.95 3.75 -7.11 - 0 0 1
6 Jan 149.10 3.75 -7.11 - 0 0 1
5 Jan 151.49 - - - 0 0 0
2 Jan 148.61 - - - 0 0 0
1 Jan 144.21 - - - 0 0 0
31 Dec 145.64 10.86 - - 0 0 0
30 Dec 141.01 - - - 0 0 0
29 Dec 141.84 - - - 0 0 0
26 Dec 139.88 - - - 0 0 0
24 Dec 141.43 - - - 0 0 0
23 Dec 140.89 10.86 - - 0 0 0
22 Dec 141.85 - - - 0 0 0
19 Dec 145.05 - - - 0 0 0
18 Dec 143.48 - - - 0 0 0
17 Dec 145.78 - - - 0 0 0
16 Dec 146.89 10.86 - - 0 0 0
15 Dec 148.68 10.86 0 5.7 0 0 0
12 Dec 149.49 - - - 0 0 0
11 Dec 144.43 - - - 0 0 0
10 Dec 142.44 - - - 0 0 0
9 Dec 141.59 10.86 - - 0 0 0
8 Dec 141.43 - - - 0 0 0
5 Dec 148.32 - - - 0 0 0
4 Dec 149.69 - - - 0 0 0
3 Dec 153.47 - - - 0 0 0
2 Dec 150.00 - - - 0 0 0
1 Dec 152.53 - - - 0 0 0
28 Nov 153.76 10.86 0 7.08 0 0 0
27 Nov 155.49 10.86 0 7.37 0 0 0


For Sammaan Capital Limited - strike price 140 expiring on 24FEB2026

Delta for 140 PE is -0.25

Historical price for 140 PE is as follows

On 29 Jan SAMMAANCAP was trading at 147.57. The strike last trading price was 2.38, which was -1.64 lower than the previous day. The implied volatity was 38.79, the open interest changed by 239 which increased total open position to 1093


On 28 Jan SAMMAANCAP was trading at 141.83. The strike last trading price was 4.27, which was 0.52 higher than the previous day. The implied volatity was 36.46, the open interest changed by 843 which increased total open position to 844


On 27 Jan SAMMAANCAP was trading at 138.76. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Jan SAMMAANCAP was trading at 138.91. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 Jan SAMMAANCAP was trading at 139.97. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan SAMMAANCAP was trading at 138.08. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Jan SAMMAANCAP was trading at 137.92. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Jan SAMMAANCAP was trading at 140.81. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jan SAMMAANCAP was trading at 140.08. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan SAMMAANCAP was trading at 142.97. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Jan SAMMAANCAP was trading at 141.99. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SAMMAANCAP was trading at 142.93. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan SAMMAANCAP was trading at 144.56. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jan SAMMAANCAP was trading at 146.33. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Jan SAMMAANCAP was trading at 149.95. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Jan SAMMAANCAP was trading at 149.10. The strike last trading price was 3.75, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Jan SAMMAANCAP was trading at 151.49. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SAMMAANCAP was trading at 148.61. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan SAMMAANCAP was trading at 144.21. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SAMMAANCAP was trading at 145.64. The strike last trading price was 10.86, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec SAMMAANCAP was trading at 141.01. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Dec SAMMAANCAP was trading at 141.84. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec SAMMAANCAP was trading at 139.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 10.86, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec SAMMAANCAP was trading at 141.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 10.86, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 10.86, which was 0 lower than the previous day. The implied volatity was 5.7, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 10.86, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 10.86, which was 0 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 10.86, which was 0 lower than the previous day. The implied volatity was 7.37, the open interest changed by 0 which decreased total open position to 0