[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
149.52 +1.17 (0.79%)
L: 146.15 H: 151.31

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Historical option data for SAMMAANCAP

30 Mar 2026 04:13 PM IST
SAMMAANCAP 28-Apr-2026 (28d) 145 CE
Delta: 0.64
Vega: 0.16
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 149.52 9.49 -0.58 41.12 762 491 534
27 Mar 148.35 10.35 -3.05 41.6 218 45 45
25 Mar 146.88 - - - 0 0 0
24 Mar 138.51 - - - 0 0 0
23 Mar 130.00 - - - 0 0 0
20 Mar 137.97 - - - 0 0 0
19 Mar 136.85 - - - 0 0 0
18 Mar 141.21 - - - 0 0 0
17 Mar 139.37 13.4 0 - 0 0 0
16 Mar 138.09 13.4 0 3.57 0 0 0
13 Mar 140.12 - - - 0 0 0
12 Mar 142.42 - - - 0 0 0
11 Mar 145.72 - - - 0 0 0
10 Mar 145.03 - - - 0 0 0
9 Mar 141.53 13.4 0 - 0 0 0
6 Mar 142.40 13.4 0 - 0 0 0
5 Mar 145.21 13.4 0 - 0 0 0
4 Mar 142.25 13.4 0 - 0 0 0
2 Mar 145.96 13.4 0 - 0 0 0
27 Feb 149.91 - - - 0 0 0
26 Feb 153.67 - - - 0 0 0
25 Feb 157.94 13.4 0 - 0 0 0
24 Feb 153.42 13.4 0 - 0 0 0
23 Feb 154.63 13.4 0 - 0 0 0
20 Feb 154.04 13.4 0 - 0 0 0
19 Feb 151.39 13.4 0 - 0 0 0
18 Feb 148.54 13.4 0 - 0 0 0
17 Feb 147.33 13.4 0 - 0 0 0
16 Feb 147.69 13.4 0 - 0 0 0
13 Feb 144.03 13.4 0 - 0 0 0
12 Feb 146.78 13.4 0 - 0 0 0
11 Feb 148.35 13.4 0 - 0 0 0
10 Feb 147.23 13.4 0 - 0 0 0
9 Feb 149.14 13.4 0 - 0 0 0
6 Feb 146.07 13.4 0 - 0 0 0
5 Feb 145.77 13.4 0 - 0 0 0
4 Feb 150.23 13.4 0 - 0 0 0
3 Feb 148.47 13.4 0 - 0 0 0
2 Feb 146.73 13.4 0 - 0 0 0
1 Feb 142.89 13.4 0 - 0 0 0
30 Jan 150.71 13.4 0 - 0 0 0
29 Jan 147.57 13.4 0 - 0 0 0


For Sammaan Capital Limited - strike price 145 expiring on 28APR2026

Delta for 145 CE is 0.64

Historical price for 145 CE is as follows

On 30 Mar SAMMAANCAP was trading at 149.52. The strike last trading price was 9.49, which was -0.58 lower than the previous day. The implied volatity was 41.12, the open interest changed by 491 which increased total open position to 534


On 27 Mar SAMMAANCAP was trading at 148.35. The strike last trading price was 10.35, which was -3.05 lower than the previous day. The implied volatity was 41.6, the open interest changed by 45 which increased total open position to 45


On 25 Mar SAMMAANCAP was trading at 146.88. 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 Mar SAMMAANCAP was trading at 138.51. 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 Mar SAMMAANCAP was trading at 130.00. 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 20 Mar SAMMAANCAP was trading at 137.97. 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 Mar SAMMAANCAP was trading at 136.85. 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 18 Mar SAMMAANCAP was trading at 141.21. 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 17 Mar SAMMAANCAP was trading at 139.37. The strike last trading price was 13.4, 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 13.4, which was 0 lower than the previous day. The implied volatity was 3.57, 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 -, 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 12 Mar SAMMAANCAP was trading at 142.42. 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 Mar SAMMAANCAP was trading at 145.72. 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 Mar SAMMAANCAP was trading at 145.03. 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 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 13.4, 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 13.4, 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 13.4, 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 13.4, 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 Mar SAMMAANCAP was trading at 145.96. The strike last trading price was 13.4, 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 -, 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 Feb SAMMAANCAP was trading at 153.67. 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 25 Feb SAMMAANCAP was trading at 157.94. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 153.42. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 154.63. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 154.04. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 151.39. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 148.54. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 147.33. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 147.69. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 144.03. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 146.78. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 148.35. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 147.23. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 149.14. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 146.07. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 145.77. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 150.23. The strike last trading price was 13.4, 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 3 Feb SAMMAANCAP was trading at 148.47. The strike last trading price was 13.4, 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 Feb SAMMAANCAP was trading at 146.73. The strike last trading price was 13.4, 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 1 Feb SAMMAANCAP was trading at 142.89. The strike last trading price was 13.4, 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 Jan SAMMAANCAP was trading at 150.71. The strike last trading price was 13.4, 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 29 Jan SAMMAANCAP was trading at 147.57. The strike last trading price was 13.4, 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 28-Apr-2026 (28d) 145 PE
Delta: -0.36
Vega: 0.16
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 149.52 5.12 -0.36 46.24 887 290 509
27 Mar 148.35 5.43 -11.99 45.81 706 217 217
25 Mar 146.88 - - - 0 0 0
24 Mar 138.51 - - - 0 0 0
23 Mar 130.00 - - - 0 0 0
20 Mar 137.97 - - - 0 0 0
19 Mar 136.85 - - - 0 0 0
18 Mar 141.21 - - - 0 0 0
17 Mar 139.37 17.42 0 - 0 0 0
16 Mar 138.09 17.42 0 - 0 0 0
13 Mar 140.12 - - - 0 0 0
12 Mar 142.42 - - - 0 0 0
11 Mar 145.72 - - - 0 0 0
10 Mar 145.03 - - - 0 0 0
9 Mar 141.53 17.42 0 - 0 0 0
6 Mar 142.40 17.42 0 1.3 0 0 0
5 Mar 145.21 17.42 0 - 0 0 0
4 Mar 142.25 17.42 0 - 0 0 0
2 Mar 145.96 17.42 0 2.69 0 0 0
27 Feb 149.91 - - - 0 0 0
26 Feb 153.67 - - - 0 0 0
25 Feb 157.94 17.42 0 7.49 0 0 0
24 Feb 153.42 17.42 0 6.52 0 0 0
23 Feb 154.63 17.42 0 6.12 0 0 0
20 Feb 154.04 17.42 0 5.59 0 0 0
19 Feb 151.39 17.42 0 4.51 0 0 0
18 Feb 148.54 17.42 0 3.51 0 0 0
17 Feb 147.33 17.42 0 2.72 0 0 0
16 Feb 147.69 17.42 0 3.07 0 0 0
13 Feb 144.03 17.42 0 1.02 0 0 0
12 Feb 146.78 17.42 0 2.42 0 0 0
11 Feb 148.35 17.42 0 3.45 0 0 0
10 Feb 147.23 17.42 0 2.78 0 0 0
9 Feb 149.14 17.42 0 3.72 0 0 0
6 Feb 146.07 17.42 0 1.84 0 0 0
5 Feb 145.77 17.42 0 1.96 0 0 0
4 Feb 150.23 17.42 0 3.94 0 0 0
3 Feb 148.47 17.42 0 3.47 0 0 0
2 Feb 146.73 17.42 0 2.65 0 0 0
1 Feb 142.89 17.42 0 1.53 0 0 0
30 Jan 150.71 17.42 0 4.22 0 0 0
29 Jan 147.57 17.42 0 2.8 0 0 0


For Sammaan Capital Limited - strike price 145 expiring on 28APR2026

Delta for 145 PE is -0.36

Historical price for 145 PE is as follows

On 30 Mar SAMMAANCAP was trading at 149.52. The strike last trading price was 5.12, which was -0.36 lower than the previous day. The implied volatity was 46.24, the open interest changed by 290 which increased total open position to 509


On 27 Mar SAMMAANCAP was trading at 148.35. The strike last trading price was 5.43, which was -11.99 lower than the previous day. The implied volatity was 45.81, the open interest changed by 217 which increased total open position to 217


On 25 Mar SAMMAANCAP was trading at 146.88. 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 Mar SAMMAANCAP was trading at 138.51. 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 Mar SAMMAANCAP was trading at 130.00. 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 20 Mar SAMMAANCAP was trading at 137.97. 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 Mar SAMMAANCAP was trading at 136.85. 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 18 Mar SAMMAANCAP was trading at 141.21. 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 17 Mar SAMMAANCAP was trading at 139.37. The strike last trading price was 17.42, 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 17.42, 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 -, 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 12 Mar SAMMAANCAP was trading at 142.42. 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 Mar SAMMAANCAP was trading at 145.72. 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 Mar SAMMAANCAP was trading at 145.03. 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 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 17.42, 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 17.42, which was 0 lower than the previous day. The implied volatity was 1.3, 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 17.42, 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 17.42, 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 Mar SAMMAANCAP was trading at 145.96. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 2.69, 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 -, 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 Feb SAMMAANCAP was trading at 153.67. 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 25 Feb SAMMAANCAP was trading at 157.94. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 7.49, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SAMMAANCAP was trading at 153.42. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0


On 23 Feb SAMMAANCAP was trading at 154.63. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SAMMAANCAP was trading at 154.04. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SAMMAANCAP was trading at 151.39. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0


On 18 Feb SAMMAANCAP was trading at 148.54. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SAMMAANCAP was trading at 147.33. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0


On 16 Feb SAMMAANCAP was trading at 147.69. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SAMMAANCAP was trading at 144.03. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SAMMAANCAP was trading at 146.78. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SAMMAANCAP was trading at 148.35. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SAMMAANCAP was trading at 147.23. The strike last trading price was 17.42, 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 9 Feb SAMMAANCAP was trading at 149.14. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SAMMAANCAP was trading at 146.07. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SAMMAANCAP was trading at 145.77. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SAMMAANCAP was trading at 150.23. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SAMMAANCAP was trading at 148.47. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0


On 2 Feb SAMMAANCAP was trading at 146.73. The strike last trading price was 17.42, 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 1 Feb SAMMAANCAP was trading at 142.89. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0


On 30 Jan SAMMAANCAP was trading at 150.71. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SAMMAANCAP was trading at 147.57. The strike last trading price was 17.42, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0