[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
149.49 +5.06 (3.50%)
L: 145.5 H: 150

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Historical option data for SAMMAANCAP

12 Dec 2025 04:14 PM IST
SAMMAANCAP 30-DEC-2025 140 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.25
Vega: 0.11
Theta: -0.15
Gamma: 0.02
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