[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
144.61 +3.52 (2.49%)
L: 138.75 H: 146.02

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Historical option data for SAMMAANCAP

30 Apr 2026 04:10 PM IST
SAMMAANCAP 26-May-2026 (25d) 145 CE
Delta: 0.55
Vega: 0
Theta: -0.13
Gamma: 0.02415
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 144.61 7.01 2.3599999999999994 42.03 2,442 177 570
29 Apr 141.09 4.77 -0.9800000000000004 40.35 978 165 394
28 Apr 143.36 5.9 0.13000000000000078 39.4 313 158 232
27 Apr 143.40 6 0.17999999999999972 40.63 55 27 74
24 Apr 143.53 6 -0.08999999999999986 37.42 60 17 47
23 Apr 144.25 5.85 -5.15 34.02 38 29 30
22 Apr 146.75 11 -1.0999999999999996 46.86 0 0 1
21 Apr 148.84 11 -10.75 46.86 1 0 0
20 Apr 152.07 0 0 - 0 0 0
17 Apr 154.53 0 0 - 0 0 0
16 Apr 154.96 0 0 - 0 0 0
15 Apr 156.44 0 0 - 0 0 0
13 Apr 154.01 0 0 - 0 0 0
10 Apr 155.84 0 0 - 0 0 0
9 Apr 153.55 21.75 0 - 0 0 0
8 Apr 152.70 21.75 0 - 0 0 0
7 Apr 145.18 21.75 0 - 0 0 0
6 Apr 147.40 21.75 0 - 0 0 0
2 Apr 146.95 21.75 0 0.15 0 0 0
1 Apr 146.66 21.75 0 - 0 0 0
30 Mar 149.52 0 0 - 0 0 0
27 Mar 148.35 0 0 - 0 0 0
25 Mar 146.88 0 0 - 0 0 0
24 Mar 138.51 0 0 2.46 0 0 0
23 Mar 130.00 0 0 6.68 0 0 0
20 Mar 137.97 0 0 2.19 0 0 0
19 Mar 136.85 0 0 3.26 0 0 0
18 Mar 141.21 0 0 0.54 0 0 0
17 Mar 139.37 0 0 1.64 0 0 0
16 Mar 138.09 0 0 - 0 0 0
13 Mar 140.12 0 0 - 0 0 0
12 Mar 142.42 0 0 - 0 0 0
11 Mar 145.72 0 0 - 0 0 0
10 Mar 145.03 0 0 0.29 0 0 0
9 Mar 141.53 0 0 0.68 0 0 0
6 Mar 142.40 0 0 - 0 0 0
5 Mar 145.21 0 0 - 0 0 0
4 Mar 142.25 0 0 0.4 0 0 0
2 Mar 145.96 0 0 - 0 0 0
27 Feb 149.91 0 0 - 0 0 0


For Sammaan Capital Limited - strike price 145 expiring on 26MAY2026

Delta for 145 CE is 0.55

Historical price for 145 CE is as follows

On 30 Apr SAMMAANCAP was trading at 144.61. The strike last trading price was 7.01, which was 2.3599999999999994 higher than the previous day. The implied volatity was 42.03, the open interest changed by 177 which increased total open position to 570


On 29 Apr SAMMAANCAP was trading at 141.09. The strike last trading price was 4.77, which was -0.9800000000000004 lower than the previous day. The implied volatity was 40.35, the open interest changed by 165 which increased total open position to 394


On 28 Apr SAMMAANCAP was trading at 143.36. The strike last trading price was 5.9, which was 0.13000000000000078 higher than the previous day. The implied volatity was 39.4, the open interest changed by 158 which increased total open position to 232


On 27 Apr SAMMAANCAP was trading at 143.40. The strike last trading price was 6, which was 0.17999999999999972 higher than the previous day. The implied volatity was 40.63, the open interest changed by 27 which increased total open position to 74


On 24 Apr SAMMAANCAP was trading at 143.53. The strike last trading price was 6, which was -0.08999999999999986 lower than the previous day. The implied volatity was 37.42, the open interest changed by 17 which increased total open position to 47


On 23 Apr SAMMAANCAP was trading at 144.25. The strike last trading price was 5.85, which was -5.15 lower than the previous day. The implied volatity was 34.02, the open interest changed by 29 which increased total open position to 30


On 22 Apr SAMMAANCAP was trading at 146.75. The strike last trading price was 11, which was -1.0999999999999996 lower than the previous day. The implied volatity was 46.86, the open interest changed by 0 which decreased total open position to 1


On 21 Apr SAMMAANCAP was trading at 148.84. The strike last trading price was 11, which was -10.75 lower than the previous day. The implied volatity was 46.86, the open interest changed by 0 which decreased total open position to 0


On 20 Apr SAMMAANCAP was trading at 152.07. 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


On 17 Apr SAMMAANCAP was trading at 154.53. 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


On 16 Apr SAMMAANCAP was trading at 154.96. 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


On 15 Apr SAMMAANCAP was trading at 156.44. 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


On 13 Apr SAMMAANCAP was trading at 154.01. 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


On 10 Apr SAMMAANCAP was trading at 155.84. 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


On 9 Apr SAMMAANCAP was trading at 153.55. The strike last trading price was 21.75, 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 Apr SAMMAANCAP was trading at 152.70. The strike last trading price was 21.75, 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 Apr SAMMAANCAP was trading at 145.18. The strike last trading price was 21.75, 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 Apr SAMMAANCAP was trading at 147.40. The strike last trading price was 21.75, 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 2 Apr SAMMAANCAP was trading at 146.95. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SAMMAANCAP was trading at 146.66. The strike last trading price was 21.75, 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 30 Mar SAMMAANCAP was trading at 149.52. 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


On 27 Mar SAMMAANCAP was trading at 148.35. 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


On 25 Mar SAMMAANCAP was trading at 146.88. 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


On 24 Mar SAMMAANCAP was trading at 138.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0


On 23 Mar SAMMAANCAP was trading at 130.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0


On 20 Mar SAMMAANCAP was trading at 137.97. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SAMMAANCAP was trading at 136.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 18 Mar SAMMAANCAP was trading at 141.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 17 Mar SAMMAANCAP was trading at 139.37. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 16 Mar SAMMAANCAP was trading at 138.09. 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


On 13 Mar SAMMAANCAP was trading at 140.12. 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


On 12 Mar SAMMAANCAP was trading at 142.42. 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


On 11 Mar SAMMAANCAP was trading at 145.72. 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


On 10 Mar SAMMAANCAP was trading at 145.03. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 9 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


On 6 Mar SAMMAANCAP was trading at 142.40. 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


On 5 Mar SAMMAANCAP was trading at 145.21. 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


On 4 Mar SAMMAANCAP was trading at 142.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0


On 2 Mar SAMMAANCAP was trading at 145.96. 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


On 27 Feb SAMMAANCAP was trading at 149.91. 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 26-May-2026 (25d) 145 PE
Delta: -0.45
Vega: 0
Theta: -0.1
Gamma: 0.02677
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 144.61 5.42 -2.0200000000000005 37.91 311 151 362
29 Apr 141.09 7.61 1.83 36.34 166 4 206
28 Apr 143.36 5.8 -0.16000000000000014 34.53 200 89 204
27 Apr 143.40 6.15 0.16999999999999993 34.31 21 6 114
24 Apr 143.53 5.87 0.15000000000000036 31.69 38 9 108
23 Apr 144.25 6.99 2.84 39.88 135 95 98
22 Apr 146.75 4.15 -6.789999999999999 30.42 5 2 2
21 Apr 148.84 0 0 - 0 0 0
20 Apr 152.07 0 0 - 0 0 0
17 Apr 154.53 0 0 - 0 0 0
16 Apr 154.96 0 0 - 0 0 0
15 Apr 156.44 0 0 - 0 0 0
13 Apr 154.01 0 0 - 0 0 0
10 Apr 155.84 0 0 7.24 0 0 0
9 Apr 153.55 10.94 0 - 0 0 0
8 Apr 152.70 10.94 0 2.97 0 0 0
7 Apr 145.18 10.94 0 1.56 0 0 0
6 Apr 147.40 10.94 0 2.65 0 0 0
2 Apr 146.95 10.94 0 2.01 0 0 0
1 Apr 146.66 10.94 0 2.78 0 0 0
30 Mar 149.52 10.94 0 4.11 0 0 0
27 Mar 148.35 10.94 0 3.27 0 0 0
25 Mar 146.88 10.94 0 2.28 0 0 0
24 Mar 138.51 10.94 0 - 0 0 0
23 Mar 130.00 10.94 0 - 0 0 0
20 Mar 137.97 10.94 0 - 0 0 0
19 Mar 136.85 10.94 0 - 0 0 0
18 Mar 141.21 10.94 0 - 0 0 0
17 Mar 139.37 10.94 0 - 0 0 0
16 Mar 138.09 10.94 0 - 0 0 0
13 Mar 140.12 10.94 0 - 0 0 0
12 Mar 142.42 10.94 0 0.12 0 0 0
11 Mar 145.72 10.94 0 2.01 0 0 0
10 Mar 145.03 10.94 0 1.66 0 0 0
9 Mar 141.53 10.94 0 - 0 0 0
6 Mar 142.40 10.94 0 0.39 0 0 0
5 Mar 145.21 10.94 0 - 0 0 0
4 Mar 142.25 10.94 0 0.44 0 0 0
2 Mar 145.96 10.94 0 1.99 0 0 0
27 Feb 149.91 10.94 0 3.75 0 0 0


For Sammaan Capital Limited - strike price 145 expiring on 26MAY2026

Delta for 145 PE is -0.45

Historical price for 145 PE is as follows

On 30 Apr SAMMAANCAP was trading at 144.61. The strike last trading price was 5.42, which was -2.0200000000000005 lower than the previous day. The implied volatity was 37.91, the open interest changed by 151 which increased total open position to 362


On 29 Apr SAMMAANCAP was trading at 141.09. The strike last trading price was 7.61, which was 1.83 higher than the previous day. The implied volatity was 36.34, the open interest changed by 4 which increased total open position to 206


On 28 Apr SAMMAANCAP was trading at 143.36. The strike last trading price was 5.8, which was -0.16000000000000014 lower than the previous day. The implied volatity was 34.53, the open interest changed by 89 which increased total open position to 204


On 27 Apr SAMMAANCAP was trading at 143.40. The strike last trading price was 6.15, which was 0.16999999999999993 higher than the previous day. The implied volatity was 34.31, the open interest changed by 6 which increased total open position to 114


On 24 Apr SAMMAANCAP was trading at 143.53. The strike last trading price was 5.87, which was 0.15000000000000036 higher than the previous day. The implied volatity was 31.69, the open interest changed by 9 which increased total open position to 108


On 23 Apr SAMMAANCAP was trading at 144.25. The strike last trading price was 6.99, which was 2.84 higher than the previous day. The implied volatity was 39.88, the open interest changed by 95 which increased total open position to 98


On 22 Apr SAMMAANCAP was trading at 146.75. The strike last trading price was 4.15, which was -6.789999999999999 lower than the previous day. The implied volatity was 30.42, the open interest changed by 2 which increased total open position to 2


On 21 Apr SAMMAANCAP was trading at 148.84. 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


On 20 Apr SAMMAANCAP was trading at 152.07. 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


On 17 Apr SAMMAANCAP was trading at 154.53. 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


On 16 Apr SAMMAANCAP was trading at 154.96. 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


On 15 Apr SAMMAANCAP was trading at 156.44. 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


On 13 Apr SAMMAANCAP was trading at 154.01. 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


On 10 Apr SAMMAANCAP was trading at 155.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.24, the open interest changed by 0 which decreased total open position to 0


On 9 Apr SAMMAANCAP was trading at 153.55. The strike last trading price was 10.94, 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 Apr SAMMAANCAP was trading at 152.70. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


On 7 Apr SAMMAANCAP was trading at 145.18. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 6 Apr SAMMAANCAP was trading at 147.40. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 2 Apr SAMMAANCAP was trading at 146.95. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SAMMAANCAP was trading at 146.66. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 30 Mar SAMMAANCAP was trading at 149.52. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0


On 27 Mar SAMMAANCAP was trading at 148.35. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0


On 25 Mar SAMMAANCAP was trading at 146.88. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0


On 24 Mar SAMMAANCAP was trading at 138.51. The strike last trading price was 10.94, 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 23 Mar SAMMAANCAP was trading at 130.00. The strike last trading price was 10.94, 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 Mar SAMMAANCAP was trading at 137.97. The strike last trading price was 10.94, 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 Mar SAMMAANCAP was trading at 136.85. The strike last trading price was 10.94, 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 18 Mar SAMMAANCAP was trading at 141.21. The strike last trading price was 10.94, 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 17 Mar SAMMAANCAP was trading at 139.37. The strike last trading price was 10.94, 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 Mar SAMMAANCAP was trading at 138.09. The strike last trading price was 10.94, 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 Mar SAMMAANCAP was trading at 140.12. The strike last trading price was 10.94, 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 Mar SAMMAANCAP was trading at 142.42. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 11 Mar SAMMAANCAP was trading at 145.72. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 10 Mar SAMMAANCAP was trading at 145.03. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 9 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 10.94, 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 Mar SAMMAANCAP was trading at 142.40. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 5 Mar SAMMAANCAP was trading at 145.21. The strike last trading price was 10.94, 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 4 Mar SAMMAANCAP was trading at 142.25. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 2 Mar SAMMAANCAP was trading at 145.96. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 27 Feb SAMMAANCAP was trading at 149.91. The strike last trading price was 10.94, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0