[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
143.48 -2.30 (-1.58%)
L: 138.28 H: 147.4

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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