SAMMAANCAP
Sammaan Capital Limited
Historical option data for SAMMAANCAP
12 Dec 2025 04:14 PM IST
| SAMMAANCAP 30-DEC-2025 140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 149.49 | 13.6 | -2.65 | - | 0 | 0 | 21 | |||||||||
| 11 Dec | 144.43 | 13.6 | -2.65 | - | 0 | 0 | 21 | |||||||||
| 10 Dec | 142.44 | 13.6 | -2.65 | - | 0 | 0 | 21 | |||||||||
| 9 Dec | 141.59 | 13.6 | -2.65 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 141.43 | 13.6 | -2.65 | - | 0 | 0 | 21 | |||||||||
| 5 Dec | 148.32 | 13.6 | -2.65 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 149.69 | 13.6 | -2.65 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 153.47 | 13.6 | -2.65 | - | 0 | -4 | 0 | |||||||||
| 2 Dec | 150.00 | 13.6 | -2.65 | 42.24 | 8 | -4 | 21 | |||||||||
| 1 Dec | 152.53 | 16.55 | -2.99 | - | 0 | 7 | 0 | |||||||||
| 28 Nov | 153.76 | 16.55 | -2.99 | 33.28 | 16 | 7 | 25 | |||||||||
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| 27 Nov | 155.49 | 18.83 | -12.27 | - | 0 | 18 | 0 | |||||||||
| 26 Nov | 156.79 | 18.83 | -12.27 | 31.71 | 24 | 18 | 18 | |||||||||
| 25 Nov | 151.74 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 152.29 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 158.91 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 157.02 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 159.55 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 164.98 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 164.77 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 162.41 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 162.22 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 161.06 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 159.08 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 163.09 | 31.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 159.94 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 140 expiring on 30DEC2025
Delta for 140 CE is -
Historical price for 140 CE is as follows
On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 13.6, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 13.6, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 13.6, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 13.6, which was -2.65 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 13.6, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was 13.6, which was -2.65 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 13.6, which was -2.65 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 13.6, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 13.6, which was -2.65 lower than the previous day. The implied volatity was 42.24, the open interest changed by -4 which decreased total open position to 21
On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 16.55, which was -2.99 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 16.55, which was -2.99 lower than the previous day. The implied volatity was 33.28, the open interest changed by 7 which increased total open position to 25
On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 18.83, which was -12.27 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0
On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 18.83, which was -12.27 lower than the previous day. The implied volatity was 31.71, the open interest changed by 18 which increased total open position to 18
On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 31.1, 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 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 31.1, 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 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 31.1, 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 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 31.1, 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 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 31.1, 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 15 Oct SAMMAANCAP was trading at 164.98. The strike last trading price was 31.1, 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 Oct SAMMAANCAP was trading at 164.77. The strike last trading price was 31.1, 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 Oct SAMMAANCAP was trading at 162.41. The strike last trading price was 31.1, 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 10 Oct SAMMAANCAP was trading at 162.22. The strike last trading price was 31.1, 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 Oct SAMMAANCAP was trading at 161.06. The strike last trading price was 31.1, 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 Oct SAMMAANCAP was trading at 159.08. The strike last trading price was 31.1, 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 Oct SAMMAANCAP was trading at 163.09. The strike last trading price was 31.1, 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 Oct SAMMAANCAP was trading at 159.94. The strike last trading price was 0, 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 30DEC2025 140 PE | |||||||
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Delta: -0.25
Vega: 0.11
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 149.49 | 2.9 | 1.35 | 53.65 | 3 | -1 | 311 |
| 11 Dec | 144.43 | 1.55 | -1.45 | - | 4 | -3 | 313 |
| 10 Dec | 142.44 | 3 | -0.91 | 32.75 | 2 | 0 | 318 |
| 9 Dec | 141.59 | 3.91 | 0.39 | 37.35 | 4 | -3 | 319 |
| 8 Dec | 141.43 | 3.65 | 2.15 | 32.58 | 8 | -7 | 323 |
| 5 Dec | 148.32 | 1.5 | 0 | 32.23 | 1 | 0 | 331 |
| 4 Dec | 149.69 | 1.5 | 0.7 | - | 0 | -5 | 0 |
| 3 Dec | 153.47 | 1.5 | 0.7 | 39.49 | 5 | -3 | 333 |
| 2 Dec | 150.00 | 0.8 | -0.73 | 26.26 | 64 | -60 | 336 |
| 1 Dec | 152.53 | 1.7 | 0.27 | - | 7 | -6 | 397 |
| 28 Nov | 153.76 | 1.42 | 0.1 | 37.00 | 307 | 83 | 404 |
| 27 Nov | 155.49 | 1.4 | -0.07 | 37.30 | 100 | 20 | 321 |
| 26 Nov | 156.79 | 1.26 | -0.64 | 37.91 | 754 | 244 | 299 |
| 25 Nov | 151.74 | 1.9 | 0.94 | 37.77 | 4 | 0 | 55 |
| 24 Nov | 152.29 | 0.96 | -0.04 | - | 0 | 0 | 0 |
| 21 Nov | 158.91 | 0.96 | -0.04 | 35.00 | 2 | 0 | 55 |
| 20 Nov | 157.02 | 1 | -2.18 | 32.54 | 11 | -7 | 55 |
| 19 Nov | 159.55 | 3.3 | -4.8 | 52.37 | 123 | 37 | 37 |
| 15 Oct | 164.98 | 8.1 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 164.77 | 8.1 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 162.41 | 8.1 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 162.22 | 8.1 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 161.06 | 8.1 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 159.08 | 8.1 | 0 | 9.61 | 0 | 0 | 0 |
| 7 Oct | 163.09 | 8.1 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 159.94 | 8.1 | 0 | - | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 140 expiring on 30DEC2025
Delta for 140 PE is -0.25
Historical price for 140 PE is as follows
On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 2.9, which was 1.35 higher than the previous day. The implied volatity was 53.65, the open interest changed by -1 which decreased total open position to 311
On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 313
On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 3, which was -0.91 lower than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 318
On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 3.91, which was 0.39 higher than the previous day. The implied volatity was 37.35, the open interest changed by -3 which decreased total open position to 319
On 8 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 3.65, which was 2.15 higher than the previous day. The implied volatity was 32.58, the open interest changed by -7 which decreased total open position to 323
On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 331
On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 1.5, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 1.5, which was 0.7 higher than the previous day. The implied volatity was 39.49, the open interest changed by -3 which decreased total open position to 333
On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 0.8, which was -0.73 lower than the previous day. The implied volatity was 26.26, the open interest changed by -60 which decreased total open position to 336
On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 1.7, which was 0.27 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 397
On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 1.42, which was 0.1 higher than the previous day. The implied volatity was 37.00, the open interest changed by 83 which increased total open position to 404
On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 1.4, which was -0.07 lower than the previous day. The implied volatity was 37.30, the open interest changed by 20 which increased total open position to 321
On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 1.26, which was -0.64 lower than the previous day. The implied volatity was 37.91, the open interest changed by 244 which increased total open position to 299
On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 1.9, which was 0.94 higher than the previous day. The implied volatity was 37.77, the open interest changed by 0 which decreased total open position to 55
On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 0.96, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 0.96, which was -0.04 lower than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 55
On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 1, which was -2.18 lower than the previous day. The implied volatity was 32.54, the open interest changed by -7 which decreased total open position to 55
On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 3.3, which was -4.8 lower than the previous day. The implied volatity was 52.37, the open interest changed by 37 which increased total open position to 37
On 15 Oct SAMMAANCAP was trading at 164.98. The strike last trading price was 8.1, 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 Oct SAMMAANCAP was trading at 164.77. The strike last trading price was 8.1, 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 Oct SAMMAANCAP was trading at 162.41. The strike last trading price was 8.1, 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 10 Oct SAMMAANCAP was trading at 162.22. The strike last trading price was 8.1, 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 Oct SAMMAANCAP was trading at 161.06. The strike last trading price was 8.1, 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 Oct SAMMAANCAP was trading at 159.08. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 9.61, the open interest changed by 0 which decreased total open position to 0
On 7 Oct SAMMAANCAP was trading at 163.09. The strike last trading price was 8.1, 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 Oct SAMMAANCAP was trading at 159.94. The strike last trading price was 8.1, 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































































































































































































































