SAMMAANCAP
Sammaan Capital Limited
Historical option data for SAMMAANCAP
27 Mar 2026 04:14 PM IST
| SAMMAANCAP 30-MAR-2026 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.05
Theta: -0.5
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 148.35 | 2.63 | -0.07 | 53.33 | 3,169 | -117 | 769 | |||||||||
| 25 Mar | 146.88 | 2.7 | 2.2 | 61.07 | 20 | -7 | 886 | |||||||||
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| 24 Mar | 138.51 | 0.5 | -0.5 | 47.86 | 1 | 0 | 893 | |||||||||
| 23 Mar | 130.00 | 1 | -3.32 | - | 0 | 0 | 893 | |||||||||
| 20 Mar | 137.97 | 1 | -3.32 | - | 0 | 0 | 893 | |||||||||
| 19 Mar | 136.85 | 1 | -3.32 | - | 0 | 0 | 893 | |||||||||
| 18 Mar | 141.21 | 1 | -3.32 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 139.37 | 1 | -3.32 | - | 6 | 0 | 893 | |||||||||
| 16 Mar | 138.09 | 1 | -3.32 | 41 | 6 | 1 | 892 | |||||||||
| 13 Mar | 140.12 | 4.32 | -0.58 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 142.42 | 4.32 | -0.58 | - | 0 | 0 | 891 | |||||||||
| 11 Mar | 145.72 | 4.32 | -0.58 | - | 0 | 0 | 891 | |||||||||
| 10 Mar | 145.03 | 4.32 | -0.58 | - | 1 | 0 | 891 | |||||||||
| 9 Mar | 141.53 | 4.32 | -0.58 | 51.32 | 1 | 0 | 892 | |||||||||
| 6 Mar | 142.40 | 4.9 | -1.17 | - | 0 | 0 | 892 | |||||||||
| 5 Mar | 145.21 | 4.9 | -1.17 | - | 2 | 0 | 0 | |||||||||
| 4 Mar | 142.25 | 4.9 | -1.17 | - | 2 | 0 | 892 | |||||||||
| 2 Mar | 145.96 | 4.9 | -1.17 | 36.35 | 2 | -1 | 893 | |||||||||
| 27 Feb | 149.91 | 7.5 | -5.57 | 40.88 | 35 | -23 | 895 | |||||||||
| 26 Feb | 153.67 | 13 | 3.68 | - | 0 | 0 | 918 | |||||||||
| 25 Feb | 157.94 | 13 | 3.68 | 40.78 | 1,345 | 564 | 911 | |||||||||
| 24 Feb | 153.42 | 10.14 | -2.83 | 36.07 | 739 | 346 | 346 | |||||||||
| 23 Feb | 154.63 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 154.04 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 151.39 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 148.54 | 12.97 | 0 | 0.8 | 0 | 0 | 0 | |||||||||
| 17 Feb | 147.33 | 12.97 | 0 | 0.7 | 0 | 0 | 0 | |||||||||
| 16 Feb | 147.69 | 12.97 | 0 | 2.71 | 0 | 0 | 0 | |||||||||
| 13 Feb | 144.03 | 12.97 | 0 | 2.07 | 0 | 0 | 0 | |||||||||
| 12 Feb | 146.78 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 148.35 | 12.97 | 0 | 0.89 | 0 | 0 | 0 | |||||||||
| 10 Feb | 147.23 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 149.14 | 12.97 | 0 | 0.32 | 0 | 0 | 0 | |||||||||
| 6 Feb | 146.07 | 12.97 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 5 Feb | 145.77 | 12.97 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 4 Feb | 150.23 | 12.97 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 3 Feb | 148.47 | 12.97 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
| 2 Feb | 146.73 | 12.97 | 0 | 3.2 | 0 | 0 | 0 | |||||||||
| 1 Feb | 142.89 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 150.71 | 12.97 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 29 Jan | 147.57 | 12.97 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 28 Jan | 141.83 | 12.97 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
| 27 Jan | 138.76 | 12.97 | 0 | 5.71 | 0 | 0 | 0 | |||||||||
| 23 Jan | 138.91 | 12.97 | 0 | 4.6 | 0 | 0 | 0 | |||||||||
| 22 Jan | 139.97 | 12.97 | 0 | 3.89 | 0 | 0 | 0 | |||||||||
| 21 Jan | 138.08 | 12.97 | 0 | 4.85 | 0 | 0 | 0 | |||||||||
| 20 Jan | 137.92 | 12.97 | 0 | 4.7 | 0 | 0 | 0 | |||||||||
| 19 Jan | 140.81 | 12.97 | 0 | 3.22 | 0 | 0 | 0 | |||||||||
| 16 Jan | 140.08 | 12.97 | 0 | 3.52 | 0 | 0 | 0 | |||||||||
| 14 Jan | 142.97 | 12.97 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 13 Jan | 141.99 | 12.97 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 12 Jan | 142.93 | 12.97 | 0 | 2.01 | 0 | 0 | 0 | |||||||||
| 9 Jan | 144.56 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 146.33 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 149.95 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 149.10 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 151.49 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 148.61 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 144.21 | 12.97 | 0 | 1.1 | 0 | 0 | 0 | |||||||||
| 31 Dec | 145.64 | 12.97 | 0 | - | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 150 expiring on 30MAR2026
Delta for 150 CE is 0.48
Historical price for 150 CE is as follows
On 27 Mar SAMMAANCAP was trading at 148.35. The strike last trading price was 2.63, which was -0.07 lower than the previous day. The implied volatity was 53.33, the open interest changed by -117 which decreased total open position to 769
On 25 Mar SAMMAANCAP was trading at 146.88. The strike last trading price was 2.7, which was 2.2 higher than the previous day. The implied volatity was 61.07, the open interest changed by -7 which decreased total open position to 886
On 24 Mar SAMMAANCAP was trading at 138.51. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 47.86, the open interest changed by 0 which decreased total open position to 893
On 23 Mar SAMMAANCAP was trading at 130.00. The strike last trading price was 1, which was -3.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 893
On 20 Mar SAMMAANCAP was trading at 137.97. The strike last trading price was 1, which was -3.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 893
On 19 Mar SAMMAANCAP was trading at 136.85. The strike last trading price was 1, which was -3.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 893
On 18 Mar SAMMAANCAP was trading at 141.21. The strike last trading price was 1, which was -3.32 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 1, which was -3.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 893
On 16 Mar SAMMAANCAP was trading at 138.09. The strike last trading price was 1, which was -3.32 lower than the previous day. The implied volatity was 41, the open interest changed by 1 which increased total open position to 892
On 13 Mar SAMMAANCAP was trading at 140.12. The strike last trading price was 4.32, which was -0.58 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 4.32, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 891
On 11 Mar SAMMAANCAP was trading at 145.72. The strike last trading price was 4.32, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 891
On 10 Mar SAMMAANCAP was trading at 145.03. The strike last trading price was 4.32, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 891
On 9 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 4.32, which was -0.58 lower than the previous day. The implied volatity was 51.32, the open interest changed by 0 which decreased total open position to 892
On 6 Mar SAMMAANCAP was trading at 142.40. The strike last trading price was 4.9, which was -1.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 892
On 5 Mar SAMMAANCAP was trading at 145.21. The strike last trading price was 4.9, which was -1.17 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 4.9, which was -1.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 892
On 2 Mar SAMMAANCAP was trading at 145.96. The strike last trading price was 4.9, which was -1.17 lower than the previous day. The implied volatity was 36.35, the open interest changed by -1 which decreased total open position to 893
On 27 Feb SAMMAANCAP was trading at 149.91. The strike last trading price was 7.5, which was -5.57 lower than the previous day. The implied volatity was 40.88, the open interest changed by -23 which decreased total open position to 895
On 26 Feb SAMMAANCAP was trading at 153.67. The strike last trading price was 13, which was 3.68 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 918
On 25 Feb SAMMAANCAP was trading at 157.94. The strike last trading price was 13, which was 3.68 higher than the previous day. The implied volatity was 40.78, the open interest changed by 564 which increased total open position to 911
On 24 Feb SAMMAANCAP was trading at 153.42. The strike last trading price was 10.14, which was -2.83 lower than the previous day. The implied volatity was 36.07, the open interest changed by 346 which increased total open position to 346
On 23 Feb SAMMAANCAP was trading at 154.63. The strike last trading price was 12.97, 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 12.97, 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 12.97, 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 12.97, which was 0 lower than the previous day. The implied volatity was 0.8, 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 12.97, which was 0 lower than the previous day. The implied volatity was 0.7, 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 12.97, which was 0 lower than the previous day. The implied volatity was 2.71, 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 12.97, which was 0 lower than the previous day. The implied volatity was 2.07, 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 12.97, 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 12.97, which was 0 lower than the previous day. The implied volatity was 0.89, 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 12.97, 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 12.97, which was 0 lower than the previous day. The implied volatity was 0.32, 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 12.97, which was 0 lower than the previous day. The implied volatity was 1.88, 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 12.97, 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 4 Feb SAMMAANCAP was trading at 150.23. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 0.22, 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 12.97, 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 2 Feb SAMMAANCAP was trading at 146.73. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 3.2, 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 12.97, 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 12.97, which was 0 lower than the previous day. The implied volatity was 0.07, 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 12.97, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SAMMAANCAP was trading at 141.83. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 27 Jan SAMMAANCAP was trading at 138.76. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0
On 23 Jan SAMMAANCAP was trading at 138.91. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
On 22 Jan SAMMAANCAP was trading at 139.97. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 21 Jan SAMMAANCAP was trading at 138.08. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
On 20 Jan SAMMAANCAP was trading at 137.92. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 4.7, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SAMMAANCAP was trading at 140.81. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SAMMAANCAP was trading at 140.08. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SAMMAANCAP was trading at 142.97. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SAMMAANCAP was trading at 141.99. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SAMMAANCAP was trading at 142.93. The strike last trading price was 12.97, 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 9 Jan SAMMAANCAP was trading at 144.56. The strike last trading price was 12.97, 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 Jan SAMMAANCAP was trading at 146.33. The strike last trading price was 12.97, 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 Jan SAMMAANCAP was trading at 149.95. The strike last trading price was 12.97, 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 Jan SAMMAANCAP was trading at 149.10. The strike last trading price was 12.97, 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 Jan SAMMAANCAP was trading at 151.49. The strike last trading price was 12.97, 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 Jan SAMMAANCAP was trading at 148.61. The strike last trading price was 12.97, 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 Jan SAMMAANCAP was trading at 144.21. The strike last trading price was 12.97, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SAMMAANCAP was trading at 145.64. The strike last trading price was 12.97, 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 30MAR2026 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.05
Theta: -0.53
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 148.35 | 3.57 | 0.97 | 60.99 | 716 | -65 | 311 |
| 25 Mar | 146.88 | 2.6 | -9.42 | 18.32 | 15 | -7 | 376 |
| 24 Mar | 138.51 | 12 | 0.76 | 67.88 | 7 | 0 | 383 |
| 23 Mar | 130.00 | 11.24 | 5.24 | - | 0 | 0 | 383 |
| 20 Mar | 137.97 | 11.24 | 5.24 | - | 0 | 0 | 383 |
| 19 Mar | 136.85 | 11.24 | 5.24 | - | 0 | 0 | 383 |
| 18 Mar | 141.21 | 11.24 | 5.24 | - | 0 | 0 | 0 |
| 17 Mar | 139.37 | 11.24 | 5.24 | - | 35 | 0 | 383 |
| 16 Mar | 138.09 | 11.24 | 5.24 | 22.66 | 35 | -31 | 385 |
| 13 Mar | 140.12 | 6 | -7 | - | 0 | 0 | 0 |
| 12 Mar | 142.42 | 6 | -7 | - | 0 | 0 | 416 |
| 11 Mar | 145.72 | 6 | -7 | 28.25 | 3 | 0 | 419 |
| 10 Mar | 145.03 | 13 | 2 | - | 4 | 0 | 419 |
| 9 Mar | 141.53 | 13 | 2 | 66.77 | 4 | 0 | 419 |
| 6 Mar | 142.40 | 11 | -1 | 49.93 | 1 | 0 | 420 |
| 5 Mar | 145.21 | 12 | 3.35 | - | 1 | -1 | 0 |
| 4 Mar | 142.25 | 12 | 3.35 | 53.14 | 1 | 0 | 421 |
| 2 Mar | 145.96 | 8.65 | 2.22 | 45.5 | 8 | -4 | 422 |
| 27 Feb | 149.91 | 7 | 2.95 | 42.05 | 24 | -15 | 429 |
| 26 Feb | 153.67 | 4.05 | 0.4 | 35.57 | 26 | -23 | 445 |
| 25 Feb | 157.94 | 3.65 | -0.95 | 40.1 | 1,303 | 323 | 468 |
| 24 Feb | 153.42 | 4.2 | -15.54 | 36.94 | 412 | 144 | 144 |
| 23 Feb | 154.63 | 19.74 | 0 | 4.35 | 0 | 0 | 0 |
| 20 Feb | 154.04 | 19.74 | 0 | 4.02 | 0 | 0 | 0 |
| 19 Feb | 151.39 | 19.74 | 0 | 1.33 | 0 | 0 | 0 |
| 18 Feb | 148.54 | 19.74 | 0 | 0.78 | 0 | 0 | 0 |
| 17 Feb | 147.33 | 19.74 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 147.69 | 19.74 | 0 | 0.05 | 0 | 0 | 0 |
| 13 Feb | 144.03 | 19.74 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 146.78 | 19.74 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 148.35 | 19.74 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 147.23 | 19.74 | 0 | 1.25 | 0 | 0 | 0 |
| 9 Feb | 149.14 | 19.74 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 146.07 | 19.74 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 145.77 | 19.74 | 0 | 0.13 | 0 | 0 | 0 |
| 4 Feb | 150.23 | 19.74 | 0 | 0.15 | 0 | 0 | 0 |
| 3 Feb | 148.47 | 19.74 | 0 | 0.78 | 0 | 0 | 0 |
| 2 Feb | 146.73 | 19.74 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 142.89 | 19.74 | 0 | 0.51 | 0 | 0 | 0 |
| 30 Jan | 150.71 | 19.74 | 0 | 1.61 | 0 | 0 | 0 |
| 29 Jan | 147.57 | 19.74 | 0 | 0.61 | 0 | 0 | 0 |
| 28 Jan | 141.83 | 19.74 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 138.76 | 19.74 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 138.91 | 19.74 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 139.97 | 19.74 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 138.08 | 19.74 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 137.92 | 19.74 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 140.81 | 19.74 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 140.08 | 19.74 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 142.97 | 19.74 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 141.99 | 19.74 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 142.93 | 19.74 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 144.56 | 19.74 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 146.33 | 19.74 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 149.95 | 19.74 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 149.10 | 19.74 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 151.49 | 19.74 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 148.61 | 19.74 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 144.21 | 19.74 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 145.64 | 19.74 | 0 | - | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 150 expiring on 30MAR2026
Delta for 150 PE is -0.51
Historical price for 150 PE is as follows
On 27 Mar SAMMAANCAP was trading at 148.35. The strike last trading price was 3.57, which was 0.97 higher than the previous day. The implied volatity was 60.99, the open interest changed by -65 which decreased total open position to 311
On 25 Mar SAMMAANCAP was trading at 146.88. The strike last trading price was 2.6, which was -9.42 lower than the previous day. The implied volatity was 18.32, the open interest changed by -7 which decreased total open position to 376
On 24 Mar SAMMAANCAP was trading at 138.51. The strike last trading price was 12, which was 0.76 higher than the previous day. The implied volatity was 67.88, the open interest changed by 0 which decreased total open position to 383
On 23 Mar SAMMAANCAP was trading at 130.00. The strike last trading price was 11.24, which was 5.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 383
On 20 Mar SAMMAANCAP was trading at 137.97. The strike last trading price was 11.24, which was 5.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 383
On 19 Mar SAMMAANCAP was trading at 136.85. The strike last trading price was 11.24, which was 5.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 383
On 18 Mar SAMMAANCAP was trading at 141.21. The strike last trading price was 11.24, which was 5.24 higher 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 11.24, which was 5.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 383
On 16 Mar SAMMAANCAP was trading at 138.09. The strike last trading price was 11.24, which was 5.24 higher than the previous day. The implied volatity was 22.66, the open interest changed by -31 which decreased total open position to 385
On 13 Mar SAMMAANCAP was trading at 140.12. The strike last trading price was 6, which was -7 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 6, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 416
On 11 Mar SAMMAANCAP was trading at 145.72. The strike last trading price was 6, which was -7 lower than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 419
On 10 Mar SAMMAANCAP was trading at 145.03. The strike last trading price was 13, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 419
On 9 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 13, which was 2 higher than the previous day. The implied volatity was 66.77, the open interest changed by 0 which decreased total open position to 419
On 6 Mar SAMMAANCAP was trading at 142.40. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 49.93, the open interest changed by 0 which decreased total open position to 420
On 5 Mar SAMMAANCAP was trading at 145.21. The strike last trading price was 12, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Mar SAMMAANCAP was trading at 142.25. The strike last trading price was 12, which was 3.35 higher than the previous day. The implied volatity was 53.14, the open interest changed by 0 which decreased total open position to 421
On 2 Mar SAMMAANCAP was trading at 145.96. The strike last trading price was 8.65, which was 2.22 higher than the previous day. The implied volatity was 45.5, the open interest changed by -4 which decreased total open position to 422
On 27 Feb SAMMAANCAP was trading at 149.91. The strike last trading price was 7, which was 2.95 higher than the previous day. The implied volatity was 42.05, the open interest changed by -15 which decreased total open position to 429
On 26 Feb SAMMAANCAP was trading at 153.67. The strike last trading price was 4.05, which was 0.4 higher than the previous day. The implied volatity was 35.57, the open interest changed by -23 which decreased total open position to 445
On 25 Feb SAMMAANCAP was trading at 157.94. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 40.1, the open interest changed by 323 which increased total open position to 468
On 24 Feb SAMMAANCAP was trading at 153.42. The strike last trading price was 4.2, which was -15.54 lower than the previous day. The implied volatity was 36.94, the open interest changed by 144 which increased total open position to 144
On 23 Feb SAMMAANCAP was trading at 154.63. The strike last trading price was 19.74, which was 0 lower than the previous day. The implied volatity was 4.35, 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 19.74, which was 0 lower than the previous day. The implied volatity was 4.02, 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 19.74, 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 18 Feb SAMMAANCAP was trading at 148.54. The strike last trading price was 19.74, which was 0 lower than the previous day. The implied volatity was 0.78, 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 19.74, 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 19.74, which was 0 lower than the previous day. The implied volatity was 0.05, 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 19.74, 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 19.74, 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 19.74, 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 19.74, which was 0 lower than the previous day. The implied volatity was 1.25, 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 19.74, 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 19.74, 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 19.74, 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 4 Feb SAMMAANCAP was trading at 150.23. The strike last trading price was 19.74, 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 3 Feb SAMMAANCAP was trading at 148.47. The strike last trading price was 19.74, which was 0 lower than the previous day. The implied volatity was 0.78, 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 19.74, 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 19.74, which was 0 lower than the previous day. The implied volatity was 0.51, 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 19.74, which was 0 lower than the previous day. The implied volatity was 1.61, 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 19.74, 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 28 Jan SAMMAANCAP was trading at 141.83. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 138.76. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 138.91. The strike last trading price was 19.74, 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 22 Jan SAMMAANCAP was trading at 139.97. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 138.08. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 137.92. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 140.81. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 140.08. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 142.97. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 141.99. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 142.93. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 144.56. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 146.33. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 149.95. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 149.10. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 151.49. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 148.61. The strike last trading price was 19.74, 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 Jan SAMMAANCAP was trading at 144.21. The strike last trading price was 19.74, 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 31 Dec SAMMAANCAP was trading at 145.64. The strike last trading price was 19.74, 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
