[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
160.39 +6.97 (4.54%)
L: 153.55 H: 162

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Historical option data for SAMMAANCAP

25 Feb 2026 02:18 PM IST
SAMMAANCAP 30-MAR-2026 150 CE
Delta: 0.75
Vega: 0.15
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 160.11 14.74 5.42 41.1 1,220 500 847
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 0.75

Historical price for 150 CE is as follows

On 25 Feb SAMMAANCAP was trading at 160.11. The strike last trading price was 14.74, which was 5.42 higher than the previous day. The implied volatity was 41.1, the open interest changed by 500 which increased total open position to 847


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
Delta: -0.25
Vega: 0.15
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 160.11 3.1 -1.5 40.53 961 243 388
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 -0.25

Historical price for 150 PE is as follows

On 25 Feb SAMMAANCAP was trading at 160.11. The strike last trading price was 3.1, which was -1.5 lower than the previous day. The implied volatity was 40.53, the open interest changed by 243 which increased total open position to 388


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