SAMMAANCAP
Sammaan Capital Limited
Historical option data for SAMMAANCAP
18 Dec 2025 04:14 PM IST
| SAMMAANCAP 30-DEC-2025 152.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.08
Theta: -0.14
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 143.48 | 1.35 | -1.01 | 40.90 | 703 | -75 | 344 | |||||||||
| 17 Dec | 145.78 | 2.17 | -1.72 | 42.10 | 2,386 | 170 | 424 | |||||||||
| 16 Dec | 146.89 | 4.05 | -0.03 | 52.05 | 238 | 37 | 255 | |||||||||
| 15 Dec | 148.68 | 4.03 | 3.41 | 46.29 | 976 | 62 | 221 | |||||||||
| 12 Dec | 149.49 | 0.62 | -6.38 | - | 0 | 0 | 159 | |||||||||
| 11 Dec | 144.43 | 0.62 | -6.38 | 21.90 | 1 | 0 | 160 | |||||||||
| 10 Dec | 142.44 | 7 | 5.4 | - | 0 | 0 | 160 | |||||||||
| 9 Dec | 141.59 | 7 | 5.4 | - | 1 | 0 | 160 | |||||||||
| 8 Dec | 141.43 | 1.6 | -3.04 | 37.00 | 4 | -2 | 161 | |||||||||
| 5 Dec | 148.32 | 4.64 | 0.39 | 39.28 | 3 | 0 | 163 | |||||||||
| 4 Dec | 149.69 | 4.25 | -0.25 | 32.37 | 13 | -4 | 163 | |||||||||
| 3 Dec | 153.47 | 4.5 | -2.49 | 20.18 | 1 | 0 | 166 | |||||||||
| 2 Dec | 150.00 | 6.99 | 0.12 | - | 0 | -1 | 0 | |||||||||
| 1 Dec | 152.53 | 6.99 | 0.12 | 39.06 | 1 | 0 | 167 | |||||||||
| 28 Nov | 153.76 | 7.05 | -0.73 | 29.64 | 349 | 119 | 169 | |||||||||
| 27 Nov | 155.49 | 7.78 | -1.82 | 30.69 | 74 | 8 | 53 | |||||||||
| 26 Nov | 156.79 | 9.08 | -31.32 | 30.69 | 125 | 43 | 43 | |||||||||
| 25 Nov | 151.74 | 40.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 152.29 | 40.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 158.91 | 40.4 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 20 Nov | 157.02 | 40.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 159.55 | 40.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 152.5 expiring on 30DEC2025
Delta for 152.5 CE is 0.23
Historical price for 152.5 CE is as follows
On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 1.35, which was -1.01 lower than the previous day. The implied volatity was 40.90, the open interest changed by -75 which decreased total open position to 344
On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was 2.17, which was -1.72 lower than the previous day. The implied volatity was 42.10, the open interest changed by 170 which increased total open position to 424
On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 4.05, which was -0.03 lower than the previous day. The implied volatity was 52.05, the open interest changed by 37 which increased total open position to 255
On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 4.03, which was 3.41 higher than the previous day. The implied volatity was 46.29, the open interest changed by 62 which increased total open position to 221
On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 0.62, which was -6.38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 159
On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 0.62, which was -6.38 lower than the previous day. The implied volatity was 21.90, the open interest changed by 0 which decreased total open position to 160
On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 7, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 7, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 8 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 1.6, which was -3.04 lower than the previous day. The implied volatity was 37.00, the open interest changed by -2 which decreased total open position to 161
On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was 4.64, which was 0.39 higher than the previous day. The implied volatity was 39.28, the open interest changed by 0 which decreased total open position to 163
On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 32.37, the open interest changed by -4 which decreased total open position to 163
On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 4.5, which was -2.49 lower than the previous day. The implied volatity was 20.18, the open interest changed by 0 which decreased total open position to 166
On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 6.99, which was 0.12 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 6.99, which was 0.12 higher than the previous day. The implied volatity was 39.06, the open interest changed by 0 which decreased total open position to 167
On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 7.05, which was -0.73 lower than the previous day. The implied volatity was 29.64, the open interest changed by 119 which increased total open position to 169
On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 7.78, which was -1.82 lower than the previous day. The implied volatity was 30.69, the open interest changed by 8 which increased total open position to 53
On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 9.08, which was -31.32 lower than the previous day. The implied volatity was 30.69, the open interest changed by 43 which increased total open position to 43
On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAMMAANCAP 30DEC2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.08
Theta: -0.12
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 143.48 | 10.21 | 1.51 | 44.15 | 22 | 0 | 90 |
| 17 Dec | 145.78 | 9.16 | 0.53 | 47.53 | 488 | 27 | 89 |
| 16 Dec | 146.89 | 8.53 | 1.46 | 50.83 | 41 | -1 | 61 |
| 15 Dec | 148.68 | 7.46 | -0.54 | 45.48 | 174 | -5 | 66 |
| 12 Dec | 149.49 | 8 | 3 | - | 0 | 0 | 71 |
| 11 Dec | 144.43 | 8 | 3 | 25.04 | 2 | 0 | 72 |
| 10 Dec | 142.44 | 5 | 1.5 | - | 0 | 0 | 72 |
| 9 Dec | 141.59 | 5 | 1.5 | - | 0 | 0 | 0 |
| 8 Dec | 141.43 | 5 | 1.5 | - | 0 | 0 | 72 |
| 5 Dec | 148.32 | 5 | 1.5 | 19.74 | 1 | 0 | 72 |
| 4 Dec | 149.69 | 3.5 | 0.23 | 14.58 | 3 | -2 | 73 |
| 3 Dec | 153.47 | 3.27 | 1.17 | 26.16 | 1 | 0 | 75 |
| 2 Dec | 150.00 | 2.1 | -2.28 | - | 2 | -1 | 76 |
| 1 Dec | 152.53 | 4.27 | 0.5 | - | 0 | 30 | 0 |
| 28 Nov | 153.76 | 4.27 | 0.5 | 31.58 | 207 | 31 | 78 |
| 27 Nov | 155.49 | 3.77 | -0.13 | 29.91 | 98 | -3 | 47 |
| 26 Nov | 156.79 | 3.6 | -0.4 | 32.27 | 154 | 50 | 50 |
| 25 Nov | 151.74 | 4 | 0 | 1.42 | 0 | 0 | 0 |
| 24 Nov | 152.29 | 4 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 158.91 | 4 | 0 | 5.16 | 0 | 0 | 0 |
| 20 Nov | 157.02 | 4 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 159.55 | 4 | 0 | 4.81 | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 152.5 expiring on 30DEC2025
Delta for 152.5 PE is -0.75
Historical price for 152.5 PE is as follows
On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 10.21, which was 1.51 higher than the previous day. The implied volatity was 44.15, the open interest changed by 0 which decreased total open position to 90
On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was 9.16, which was 0.53 higher than the previous day. The implied volatity was 47.53, the open interest changed by 27 which increased total open position to 89
On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 8.53, which was 1.46 higher than the previous day. The implied volatity was 50.83, the open interest changed by -1 which decreased total open position to 61
On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 7.46, which was -0.54 lower than the previous day. The implied volatity was 45.48, the open interest changed by -5 which decreased total open position to 66
On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 8, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 8, which was 3 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 72
On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 5, which was 1.5 higher 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 5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was 5, which was 1.5 higher than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 72
On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 3.5, which was 0.23 higher than the previous day. The implied volatity was 14.58, the open interest changed by -2 which decreased total open position to 73
On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 3.27, which was 1.17 higher than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 75
On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 2.1, which was -2.28 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 76
On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 4.27, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 4.27, which was 0.5 higher than the previous day. The implied volatity was 31.58, the open interest changed by 31 which increased total open position to 78
On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 3.77, which was -0.13 lower than the previous day. The implied volatity was 29.91, the open interest changed by -3 which decreased total open position to 47
On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 32.27, the open interest changed by 50 which increased total open position to 50
On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0































































































































































































































