SAMMAANCAP
Sammaan Capital Limited
Historical option data for SAMMAANCAP
24 Dec 2025 04:14 PM IST
| SAMMAANCAP 27-JAN-2026 150 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 141.43 | 3.8 | 1.68 | - | 3 | -2 | 731 | |||||||||
| 23 Dec | 140.89 | 2.12 | -2.38 | 28.35 | 2 | 0 | 735 | |||||||||
| 22 Dec | 141.85 | 4.5 | -0.6 | 40.44 | 3 | -1 | 736 | |||||||||
| 19 Dec | 145.05 | 5.1 | -0.75 | 33.84 | 2 | -1 | 738 | |||||||||
| 18 Dec | 143.48 | 5.79 | -1.03 | 41.71 | 467 | 152 | 742 | |||||||||
| 17 Dec | 145.78 | 6.55 | -1.75 | 40.16 | 1,242 | 547 | 601 | |||||||||
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| 16 Dec | 146.89 | 8.3 | -0.4 | 43.96 | 36 | 22 | 54 | |||||||||
| 15 Dec | 148.68 | 8.7 | -36.3 | 42.62 | 63 | 31 | 31 | |||||||||
| 12 Dec | 149.49 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 144.43 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 142.44 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 141.59 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 141.43 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 149.69 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 153.47 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 153.76 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 155.49 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 150 expiring on 27JAN2026
Delta for 150 CE is -
Historical price for 150 CE is as follows
On 24 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 3.8, which was 1.68 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 731
On 23 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 2.12, which was -2.38 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 735
On 22 Dec SAMMAANCAP was trading at 141.85. The strike last trading price was 4.5, which was -0.6 lower than the previous day. The implied volatity was 40.44, the open interest changed by -1 which decreased total open position to 736
On 19 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was 5.1, which was -0.75 lower than the previous day. The implied volatity was 33.84, the open interest changed by -1 which decreased total open position to 738
On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 5.79, which was -1.03 lower than the previous day. The implied volatity was 41.71, the open interest changed by 152 which increased total open position to 742
On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was 6.55, which was -1.75 lower than the previous day. The implied volatity was 40.16, the open interest changed by 547 which increased total open position to 601
On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 8.3, which was -0.4 lower than the previous day. The implied volatity was 43.96, the open interest changed by 22 which increased total open position to 54
On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 8.7, which was -36.3 lower than the previous day. The implied volatity was 42.62, the open interest changed by 31 which increased total open position to 31
On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 45, 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 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 45, 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 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 45, 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 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 45, 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 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 45, 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 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 45, 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 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 45, 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 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 45, 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 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 45, 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 27JAN2026 150 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 141.43 | 7.25 | -4.12 | - | 0 | 0 | 439 |
| 23 Dec | 140.89 | 7.25 | -4.12 | - | 0 | -1 | 0 |
| 22 Dec | 141.85 | 7.25 | -4.12 | 13.59 | 1 | 0 | 440 |
| 19 Dec | 145.05 | 10.64 | 1.11 | - | 0 | 0 | 440 |
| 18 Dec | 143.48 | 10.64 | 1.11 | 41.10 | 69 | 0 | 440 |
| 17 Dec | 145.78 | 9.95 | -0.26 | 43.12 | 542 | 347 | 438 |
| 16 Dec | 146.89 | 10.21 | 1.58 | 48.60 | 20 | 5 | 91 |
| 15 Dec | 148.68 | 8.5 | 2.3 | 42.16 | 88 | 35 | 87 |
| 12 Dec | 149.49 | 6.2 | 0.29 | - | 0 | 0 | 52 |
| 11 Dec | 144.43 | 6.2 | 0.29 | - | 0 | 0 | 52 |
| 10 Dec | 142.44 | 6.2 | 0.29 | - | 0 | 0 | 52 |
| 9 Dec | 141.59 | 6.2 | 0.29 | - | 3 | -2 | 53 |
| 8 Dec | 141.43 | 5.7 | -0.53 | - | 0 | 0 | 55 |
| 4 Dec | 149.69 | 5.7 | -0.53 | - | 0 | 0 | 0 |
| 3 Dec | 153.47 | 5.7 | -0.53 | - | 0 | 0 | 0 |
| 28 Nov | 153.76 | 5.7 | -0.53 | 35.49 | 56 | 38 | 54 |
| 27 Nov | 155.49 | 6.23 | 0.68 | 38.59 | 15 | 14 | 15 |
For Sammaan Capital Limited - strike price 150 expiring on 27JAN2026
Delta for 150 PE is -
Historical price for 150 PE is as follows
On 24 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 7.25, which was -4.12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 439
On 23 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 7.25, which was -4.12 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 22 Dec SAMMAANCAP was trading at 141.85. The strike last trading price was 7.25, which was -4.12 lower than the previous day. The implied volatity was 13.59, the open interest changed by 0 which decreased total open position to 440
On 19 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was 10.64, which was 1.11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 440
On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 10.64, which was 1.11 higher than the previous day. The implied volatity was 41.10, the open interest changed by 0 which decreased total open position to 440
On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was 9.95, which was -0.26 lower than the previous day. The implied volatity was 43.12, the open interest changed by 347 which increased total open position to 438
On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 10.21, which was 1.58 higher than the previous day. The implied volatity was 48.60, the open interest changed by 5 which increased total open position to 91
On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 8.5, which was 2.3 higher than the previous day. The implied volatity was 42.16, the open interest changed by 35 which increased total open position to 87
On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 6.2, which was 0.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 6.2, which was 0.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 6.2, which was 0.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 6.2, which was 0.29 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 53
On 8 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 5.7, which was -0.53 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 5.7, which was -0.53 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 5.7, which was -0.53 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 5.7, which was -0.53 lower than the previous day. The implied volatity was 35.49, the open interest changed by 38 which increased total open position to 54
On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 6.23, which was 0.68 higher than the previous day. The implied volatity was 38.59, the open interest changed by 14 which increased total open position to 15































































































































































































































