Historical option data for SAMMAANCAP
22 May 2026 04:10 PM IST
| SAMMAANCAP 26-May-2026 (3d) 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0
Theta: -0.06
Gamma: 0.01181
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 161.46 | 12.11 | 6.46 (114.34%) | 42.66 | 884 | -379 | 564 | |||||||||
| 21 May | 154.26 | 5.89 | 3.38 (134.66%) | 38.37 | 7,184 | -657 | 953 | |||||||||
| 20 May | 141.80 | 2.93 | 1.58 (117.04%) | 71.39 | 2,959 | 68 | 1,609 | |||||||||
| 19 May | 138.25 | 1.43 | -0.01 (-0.69%) | 64.82 | 604 | 59 | 1,541 | |||||||||
| 18 May | 139.64 | 1.38 | -1.19 (-46.30%) | 57.23 | 1,254 | 72 | 1,482 | |||||||||
| 15 May | 142.67 | 2.68 | 0.43 (19.11%) | 53.64 | 1,581 | 56 | 1,424 | |||||||||
| 14 May | 143.13 | 2.15 | 0.57 (36.08%) | 44.11 | 2,122 | -175 | 1,398 | |||||||||
| 13 May | 139.99 | 1.5 | 0.37 (32.74%) | 46.04 | 609 | -6 | 1,571 | |||||||||
| 12 May | 139.41 | 1.37 | -1.59 (-53.72%) | 0 | 1,157 | 179 | 1,579 | |||||||||
| 11 May | 145.05 | 3.2 | -1.87 (-36.88%) | 41.32 | 1,154 | -18 | 1,399 | |||||||||
| 8 May | 148.78 | 5.03 | -1.51 (-23.09%) | 40.68 | 787 | -1 | 1,418 | |||||||||
| 7 May | 151.78 | 6.4 | 0.72 (12.68%) | 37.21 | 1,465 | -143 | 1,423 | |||||||||
| 6 May | 149.78 | 5.3 | 1.75 (49.30%) | 37.8 | 3,001 | -18 | 1,566 | |||||||||
| 5 May | 144.39 | 3.6 | -1.13 (-23.89%) | 40.39 | 737 | -68 | 1,582 | |||||||||
| 4 May | 146.89 | 4.52 | -0.32 (-6.61%) | 37.53 | 1,743 | 399 | 1,670 | |||||||||
| 30 Apr | 144.61 | 5.07 | 1.73 (51.80%) | 43.7 | 3,092 | 465 | 1,736 | |||||||||
| 29 Apr | 141.09 | 3.31 | -0.42 (-11.26%) | 42.1 | 1,433 | 368 | 1,281 | |||||||||
| 28 Apr | 143.36 | 3.7 | -0.11 (-2.89%) | 39.31 | 813 | 152 | 912 | |||||||||
| 27 Apr | 143.40 | 3.61 | -0.07 (-1.90%) | 37.08 | 458 | 22 | 758 | |||||||||
| 24 Apr | 143.53 | 3.74 | -0.19 (-4.83%) | 35.71 | 358 | 28 | 736 | |||||||||
| 23 Apr | 144.25 | 3.9 | -1.23 (-23.98%) | 34.4 | 200 | 75 | 708 | |||||||||
| 22 Apr | 146.75 | 5.25 | -1.06 (-16.80%) | 35.22 | 492 | 235 | 634 | |||||||||
| 21 Apr | 148.84 | 6.2 | -1.95 (-23.93%) | 34.62 | 534 | 390 | 393 | |||||||||
| 20 Apr | 152.07 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 17 Apr | 154.53 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 16 Apr | 154.96 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 15 Apr | 156.44 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 13 Apr | 154.01 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 10 Apr | 155.84 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 9 Apr | 153.55 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 8 Apr | 152.70 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 7 Apr | 145.18 | 8.2 | 0.05 (0.61%) | - | 0 | 0 | 3 | |||||||||
| 6 Apr | 147.40 | 8.2 | 0.05 (0.61%) | 39.62 | 4 | 1 | 2 | |||||||||
| 2 Apr | 146.95 | 8.15 | -10.99 (-57.42%) | - | 0 | 0 | 1 | |||||||||
| 1 Apr | 146.66 | 19.14 | 0 (0.00%) | 0.2 | 0 | 0 | 0 | |||||||||
| 30 Mar | 149.52 | 0 | 0 (0.00%) | 0.9 | 0 | 0 | 0 | |||||||||
| 27 Mar | 148.35 | 0 | 0 (0.00%) | 0.61 | 0 | 0 | 0 | |||||||||
| 25 Mar | 146.88 | 0 | 0 (0.00%) | 0.57 | 0 | 0 | 0 | |||||||||
| 24 Mar | 138.51 | 0 | 0 (0.00%) | 5.04 | 0 | 0 | 0 | |||||||||
| 23 Mar | 130.00 | 0 | 0 (0.00%) | 8.92 | 0 | 0 | 0 | |||||||||
| 20 Mar | 137.97 | 0 | 0 (0.00%) | 4.72 | 0 | 0 | 0 | |||||||||
| 19 Mar | 136.85 | 0 | 0 (0.00%) | 5.7 | 0 | 0 | 0 | |||||||||
| 18 Mar | 141.21 | 0 | 0 (0.00%) | 3.08 | 0 | 0 | 0 | |||||||||
| 17 Mar | 139.37 | 0 | 0 (0.00%) | 4.15 | 0 | 0 | 0 | |||||||||
| 16 Mar | 138.09 | 0 | 0 (0.00%) | 4.41 | 0 | 0 | 0 | |||||||||
| 13 Mar | 140.12 | 0 | 0 (0.00%) | 3.57 | 0 | 0 | 0 | |||||||||
| 12 Mar | 142.42 | 0 | 0 (0.00%) | 2.44 | 0 | 0 | 0 | |||||||||
| 11 Mar | 145.72 | 0 | 0 (0.00%) | 0.58 | 0 | 0 | 0 | |||||||||
| 10 Mar | 145.03 | 0 | 0 (0.00%) | 0.96 | 0 | 0 | 0 | |||||||||
| 9 Mar | 141.53 | 0 | 0 (0.00%) | 3.12 | 0 | 0 | 0 | |||||||||
| 6 Mar | 142.40 | 0 | 0 (0.00%) | 2.09 | 0 | 0 | 0 | |||||||||
| 5 Mar | 145.21 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 142.25 | 0 | 0 (0.00%) | 2.02 | 0 | 0 | 0 | |||||||||
| 2 Mar | 145.96 | 0 | 0 (0.00%) | 0.45 | 0 | 0 | 0 | |||||||||
| 27 Feb | 149.91 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 150 expiring on 26MAY2026
Delta for 150 CE is 0.96
Historical price for 150 CE is as follows
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 12.11, which was 6.46 higher than the previous day. The implied volatity was 42.66, the open interest changed by -379 which decreased total open position to 564
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 5.89, which was 3.38 higher than the previous day. The implied volatity was 38.37, the open interest changed by -657 which decreased total open position to 953
On 20 May SAMMAANCAP was trading at 141.80. The strike last trading price was 2.93, which was 1.58 higher than the previous day. The implied volatity was 71.39, the open interest changed by 68 which increased total open position to 1609
On 19 May SAMMAANCAP was trading at 138.25. The strike last trading price was 1.43, which was -0.01 lower than the previous day. The implied volatity was 64.82, the open interest changed by 59 which increased total open position to 1541
On 18 May SAMMAANCAP was trading at 139.64. The strike last trading price was 1.38, which was -1.19 lower than the previous day. The implied volatity was 57.23, the open interest changed by 72 which increased total open position to 1482
On 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 2.68, which was 0.43 higher than the previous day. The implied volatity was 53.64, the open interest changed by 56 which increased total open position to 1424
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 2.15, which was 0.57 higher than the previous day. The implied volatity was 44.11, the open interest changed by -175 which decreased total open position to 1398
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 1.5, which was 0.37 higher than the previous day. The implied volatity was 46.04, the open interest changed by -6 which decreased total open position to 1571
On 12 May SAMMAANCAP was trading at 139.41. The strike last trading price was 1.37, which was -1.59 lower than the previous day. The implied volatity was 0, the open interest changed by 179 which increased total open position to 1579
On 11 May SAMMAANCAP was trading at 145.05. The strike last trading price was 3.2, which was -1.87 lower than the previous day. The implied volatity was 41.32, the open interest changed by -18 which decreased total open position to 1399
On 8 May SAMMAANCAP was trading at 148.78. The strike last trading price was 5.03, which was -1.51 lower than the previous day. The implied volatity was 40.68, the open interest changed by -1 which decreased total open position to 1418
On 7 May SAMMAANCAP was trading at 151.78. The strike last trading price was 6.4, which was 0.72 higher than the previous day. The implied volatity was 37.21, the open interest changed by -143 which decreased total open position to 1423
On 6 May SAMMAANCAP was trading at 149.78. The strike last trading price was 5.3, which was 1.75 higher than the previous day. The implied volatity was 37.8, the open interest changed by -18 which decreased total open position to 1566
On 5 May SAMMAANCAP was trading at 144.39. The strike last trading price was 3.6, which was -1.13 lower than the previous day. The implied volatity was 40.39, the open interest changed by -68 which decreased total open position to 1582
On 4 May SAMMAANCAP was trading at 146.89. The strike last trading price was 4.52, which was -0.32 lower than the previous day. The implied volatity was 37.53, the open interest changed by 399 which increased total open position to 1670
On 30 Apr SAMMAANCAP was trading at 144.61. The strike last trading price was 5.07, which was 1.73 higher than the previous day. The implied volatity was 43.7, the open interest changed by 465 which increased total open position to 1736
On 29 Apr SAMMAANCAP was trading at 141.09. The strike last trading price was 3.31, which was -0.42 lower than the previous day. The implied volatity was 42.1, the open interest changed by 368 which increased total open position to 1281
On 28 Apr SAMMAANCAP was trading at 143.36. The strike last trading price was 3.7, which was -0.11 lower than the previous day. The implied volatity was 39.31, the open interest changed by 152 which increased total open position to 912
On 27 Apr SAMMAANCAP was trading at 143.40. The strike last trading price was 3.61, which was -0.07 lower than the previous day. The implied volatity was 37.08, the open interest changed by 22 which increased total open position to 758
On 24 Apr SAMMAANCAP was trading at 143.53. The strike last trading price was 3.74, which was -0.19 lower than the previous day. The implied volatity was 35.71, the open interest changed by 28 which increased total open position to 736
On 23 Apr SAMMAANCAP was trading at 144.25. The strike last trading price was 3.9, which was -1.23 lower than the previous day. The implied volatity was 34.4, the open interest changed by 75 which increased total open position to 708
On 22 Apr SAMMAANCAP was trading at 146.75. The strike last trading price was 5.25, which was -1.06 lower than the previous day. The implied volatity was 35.22, the open interest changed by 235 which increased total open position to 634
On 21 Apr SAMMAANCAP was trading at 148.84. The strike last trading price was 6.2, which was -1.95 lower than the previous day. The implied volatity was 34.62, the open interest changed by 390 which increased total open position to 393
On 20 Apr SAMMAANCAP was trading at 152.07. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr SAMMAANCAP was trading at 154.53. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Apr SAMMAANCAP was trading at 154.96. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Apr SAMMAANCAP was trading at 156.44. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Apr SAMMAANCAP was trading at 154.01. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Apr SAMMAANCAP was trading at 155.84. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Apr SAMMAANCAP was trading at 153.55. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Apr SAMMAANCAP was trading at 152.70. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Apr SAMMAANCAP was trading at 145.18. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Apr SAMMAANCAP was trading at 147.40. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was 39.62, the open interest changed by 1 which increased total open position to 2
On 2 Apr SAMMAANCAP was trading at 146.95. The strike last trading price was 8.15, which was -10.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SAMMAANCAP was trading at 146.66. The strike last trading price was 19.14, which was 0 lower than the previous day. The implied volatity was 0.2, 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 0.9, 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 0.61, 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 0.57, 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 5.04, 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 8.92, 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 4.72, 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 5.7, 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 3.08, 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 4.15, 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 4.41, 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 3.57, 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 2.44, 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 0.58, 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 0.96, 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 3.12, 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 2.09, 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 2.02, 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 0.45, 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 (3d) 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0
Theta: -0.04
Gamma: 0.01105
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 161.46 | 0.1 | -0.93 (-90.29%) | 39.88 | 3,045 | -517 | 1,366 |
| 21 May | 154.26 | 0.94 | -9.48 (-90.98%) | 36.81 | 8,482 | 1,166 | 1,884 |
| 20 May | 141.80 | 9.53 | -3.43 (-26.47%) | 72.51 | 53 | -6 | 718 |
| 19 May | 138.25 | 12.75 | -0.12 (-0.93%) | 60.86 | 56 | -37 | 725 |
| 18 May | 139.64 | 12.87 | 2.87 (28.70%) | 63.42 | 10 | 0 | 772 |
| 15 May | 142.67 | 9.84 | 2.61 (36.10%) | 58.58 | 50 | 9 | 771 |
| 14 May | 143.13 | 7.23 | -3.65 (-33.55%) | 38.3 | 49 | -10 | 762 |
| 13 May | 139.99 | 11.23 | -0.28 (-2.43%) | 38.38 | 44 | 34 | 772 |
| 12 May | 139.41 | 11.21 | 3.71 (49.47%) | 0 | 53 | 1 | 738 |
| 11 May | 145.05 | 7.5 | 1.63 (27.77%) | 0 | 36 | -4 | 736 |
| 8 May | 148.78 | 5.8 | 1.68 (40.78%) | 40.81 | 56 | 7 | 740 |
| 7 May | 151.78 | 4.1 | -0.77 (-15.81%) | 37.26 | 311 | -59 | 735 |
| 6 May | 149.78 | 4.7 | -3.38 (-41.83%) | 34.06 | 176 | -60 | 790 |
| 5 May | 144.39 | 8.08 | 1.79 (28.46%) | 36.51 | 22 | -7 | 850 |
| 4 May | 146.89 | 6.01 | -3.12 (-34.17%) | 33.58 | 125 | 57 | 855 |
| 30 Apr | 144.61 | 9.36 | -1.57 (-14.36%) | 44.75 | 122 | 48 | 846 |
| 29 Apr | 141.09 | 11.28 | 2.21 (24.37%) | 38.43 | 164 | 36 | 797 |
| 28 Apr | 143.36 | 9.3 | 0.4 (4.49%) | 33.81 | 271 | 174 | 761 |
| 27 Apr | 143.40 | 9.2 | 0.23 (2.56%) | 33.99 | 184 | 123 | 588 |
| 24 Apr | 143.53 | 9.06 | 0.04 (0.44%) | 31.35 | 51 | 2 | 465 |
| 23 Apr | 144.25 | 9.02 | 1.84 (25.63%) | 34.86 | 59 | 10 | 463 |
| 22 Apr | 146.75 | 7 | 1.03 (17.25%) | 32.25 | 99 | 75 | 453 |
| 21 Apr | 148.84 | 6 | -7.25 (-54.72%) | 31.38 | 492 | 374 | 374 |
| 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 (0.00%) | 4.41 | 0 | 0 | 0 |
| 9 Apr | 153.55 | 13.25 | 0 (0.00%) | 1.27 | 0 | 0 | 0 |
| 8 Apr | 152.70 | 13.25 | 0 (0.00%) | 0.69 | 0 | 0 | 0 |
| 7 Apr | 145.18 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 147.40 | 13.25 | 0 (0.00%) | 0.15 | 0 | 0 | 0 |
| 2 Apr | 146.95 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 146.66 | 13.25 | 0 (0.00%) | 0.23 | 0 | 0 | 0 |
| 30 Mar | 149.52 | 13.25 | 0 (0.00%) | 0.94 | 0 | 0 | 0 |
| 27 Mar | 148.35 | 13.25 | 0 (0.00%) | 0.55 | 0 | 0 | 0 |
| 25 Mar | 146.88 | 13.25 | 0 (0.00%) | 1.33 | 0 | 0 | 0 |
| 24 Mar | 138.51 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Mar | 130.00 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Mar | 137.97 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 Mar | 136.85 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 Mar | 141.21 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 139.37 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Mar | 138.09 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 140.12 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 142.42 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 145.72 | 13.25 | 0 (0.00%) | 0.13 | 0 | 0 | 0 |
| 10 Mar | 145.03 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 141.53 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Mar | 142.40 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Mar | 145.21 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 142.25 | 13.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Mar | 145.96 | 13.25 | 0 (0.00%) | 0.71 | 0 | 0 | 0 |
| 27 Feb | 149.91 | 13.25 | 0 (0.00%) | 2.85 | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 150 expiring on 26MAY2026
Delta for 150 PE is -0.04
Historical price for 150 PE is as follows
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 0.1, which was -0.93 lower than the previous day. The implied volatity was 39.88, the open interest changed by -517 which decreased total open position to 1366
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 0.94, which was -9.48 lower than the previous day. The implied volatity was 36.81, the open interest changed by 1166 which increased total open position to 1884
On 20 May SAMMAANCAP was trading at 141.80. The strike last trading price was 9.53, which was -3.43 lower than the previous day. The implied volatity was 72.51, the open interest changed by -6 which decreased total open position to 718
On 19 May SAMMAANCAP was trading at 138.25. The strike last trading price was 12.75, which was -0.12 lower than the previous day. The implied volatity was 60.86, the open interest changed by -37 which decreased total open position to 725
On 18 May SAMMAANCAP was trading at 139.64. The strike last trading price was 12.87, which was 2.87 higher than the previous day. The implied volatity was 63.42, the open interest changed by 0 which decreased total open position to 772
On 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 9.84, which was 2.61 higher than the previous day. The implied volatity was 58.58, the open interest changed by 9 which increased total open position to 771
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 7.23, which was -3.65 lower than the previous day. The implied volatity was 38.3, the open interest changed by -10 which decreased total open position to 762
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 11.23, which was -0.28 lower than the previous day. The implied volatity was 38.38, the open interest changed by 34 which increased total open position to 772
On 12 May SAMMAANCAP was trading at 139.41. The strike last trading price was 11.21, which was 3.71 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 738
On 11 May SAMMAANCAP was trading at 145.05. The strike last trading price was 7.5, which was 1.63 higher than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 736
On 8 May SAMMAANCAP was trading at 148.78. The strike last trading price was 5.8, which was 1.68 higher than the previous day. The implied volatity was 40.81, the open interest changed by 7 which increased total open position to 740
On 7 May SAMMAANCAP was trading at 151.78. The strike last trading price was 4.1, which was -0.77 lower than the previous day. The implied volatity was 37.26, the open interest changed by -59 which decreased total open position to 735
On 6 May SAMMAANCAP was trading at 149.78. The strike last trading price was 4.7, which was -3.38 lower than the previous day. The implied volatity was 34.06, the open interest changed by -60 which decreased total open position to 790
On 5 May SAMMAANCAP was trading at 144.39. The strike last trading price was 8.08, which was 1.79 higher than the previous day. The implied volatity was 36.51, the open interest changed by -7 which decreased total open position to 850
On 4 May SAMMAANCAP was trading at 146.89. The strike last trading price was 6.01, which was -3.12 lower than the previous day. The implied volatity was 33.58, the open interest changed by 57 which increased total open position to 855
On 30 Apr SAMMAANCAP was trading at 144.61. The strike last trading price was 9.36, which was -1.57 lower than the previous day. The implied volatity was 44.75, the open interest changed by 48 which increased total open position to 846
On 29 Apr SAMMAANCAP was trading at 141.09. The strike last trading price was 11.28, which was 2.21 higher than the previous day. The implied volatity was 38.43, the open interest changed by 36 which increased total open position to 797
On 28 Apr SAMMAANCAP was trading at 143.36. The strike last trading price was 9.3, which was 0.4 higher than the previous day. The implied volatity was 33.81, the open interest changed by 174 which increased total open position to 761
On 27 Apr SAMMAANCAP was trading at 143.40. The strike last trading price was 9.2, which was 0.23 higher than the previous day. The implied volatity was 33.99, the open interest changed by 123 which increased total open position to 588
On 24 Apr SAMMAANCAP was trading at 143.53. The strike last trading price was 9.06, which was 0.04 higher than the previous day. The implied volatity was 31.35, the open interest changed by 2 which increased total open position to 465
On 23 Apr SAMMAANCAP was trading at 144.25. The strike last trading price was 9.02, which was 1.84 higher than the previous day. The implied volatity was 34.86, the open interest changed by 10 which increased total open position to 463
On 22 Apr SAMMAANCAP was trading at 146.75. The strike last trading price was 7, which was 1.03 higher than the previous day. The implied volatity was 32.25, the open interest changed by 75 which increased total open position to 453
On 21 Apr SAMMAANCAP was trading at 148.84. The strike last trading price was 6, which was -7.25 lower than the previous day. The implied volatity was 31.38, the open interest changed by 374 which increased total open position to 374
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 4.41, 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 13.25, which was 0 lower than the previous day. The implied volatity was 1.27, 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 13.25, which was 0 lower than the previous day. The implied volatity was 0.69, 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 13.25, 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 13.25, 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 2 Apr SAMMAANCAP was trading at 146.95. The strike last trading price was 13.25, 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 Apr SAMMAANCAP was trading at 146.66. The strike last trading price was 13.25, which was 0 lower than the previous day. The implied volatity was 0.23, 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 13.25, which was 0 lower than the previous day. The implied volatity was 0.94, 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 13.25, which was 0 lower than the previous day. The implied volatity was 0.55, 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 13.25, which was 0 lower than the previous day. The implied volatity was 1.33, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, which was 0 lower than the previous day. The implied volatity was 0.13, 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 13.25, 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 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, which was 0 lower than the previous day. The implied volatity was 0.71, 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 13.25, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
