[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
142.97 0.00 (0.00%)
L: 141.88 H: 145.38

Back to Option Chain


Historical option data for SAMMAANCAP

14 Jan 2026 04:14 PM IST
SAMMAANCAP 27-JAN-2026 155 CE
Delta: 0.15
Vega: 0.06
Theta: -0.1
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 142.97 0.8 0.03 38.48 4 -2 770
13 Jan 141.99 0.77 -1.07 - 1 0 0
12 Jan 142.93 1.84 0.46 48.2 12 -3 773
9 Jan 144.56 1.2 -0.75 34.78 19 -14 777
8 Jan 146.33 2 -1.11 37.18 33 -25 792
7 Jan 149.95 3.12 -0.88 35.79 9 -7 819
6 Jan 149.10 4 -0.9 43.23 66 -30 826
5 Jan 151.49 4.52 0.81 39.55 2,431 416 835
2 Jan 148.61 3.65 1.69 37.88 1,415 29 418
1 Jan 144.21 1.91 -0.83 34.29 327 32 391
31 Dec 145.64 2.7 0.84 36.42 2,195 246 359
30 Dec 141.01 1.9 0 37.81 5 0 113
29 Dec 141.84 1.9 -0.1 36.49 1 0 114
26 Dec 139.88 2 -2.81 39.01 1 0 115
24 Dec 141.43 4.81 0 - 0 0 115
23 Dec 140.89 4.81 0 54.41 1 0 115
22 Dec 141.85 4.69 -0.61 - 0 0 115
19 Dec 145.05 4.69 -0.61 - 0 0 115
18 Dec 143.48 4.69 -0.61 44.82 77 51 116
17 Dec 145.78 5.05 -2.45 41.93 64 34 63
16 Dec 146.89 7.5 0.47 50.18 1 0 28
15 Dec 148.68 7.1 -1.9 45.3 33 24 26
12 Dec 149.49 9 -32.4 - 0 0 2
11 Dec 144.43 9 -32.4 - 0 0 2
10 Dec 142.44 9 -32.4 - 0 0 2
9 Dec 141.59 9 -32.4 - 0 0 2
8 Dec 141.43 9 -32.4 - 0 0 2
5 Dec 148.32 - - - 0 0 0
4 Dec 149.69 9 -32.4 - 0 0 0
3 Dec 153.47 9 -32.4 - 0 0 0
2 Dec 150.00 - - - 0 0 0
1 Dec 152.53 - - - 0 0 0
28 Nov 153.76 9 -32.4 32.51 4 2 2
27 Nov 155.49 41.4 0 - 0 0 0
26 Nov 156.79 - - - 0 0 0
25 Nov 151.74 - - - 0 0 0
24 Nov 152.29 - - - 0 0 0
21 Nov 158.91 - - - 0 0 0
20 Nov 157.02 - - - 0 0 0
18 Nov 182.76 - - - 0 0 0
17 Nov 183.66 - - - 0 0 0
12 Nov 176.97 0 0 - 0 0 0


For Sammaan Capital Limited - strike price 155 expiring on 27JAN2026

Delta for 155 CE is 0.15

Historical price for 155 CE is as follows

On 14 Jan SAMMAANCAP was trading at 142.97. The strike last trading price was 0.8, which was 0.03 higher than the previous day. The implied volatity was 38.48, the open interest changed by -2 which decreased total open position to 770


On 13 Jan SAMMAANCAP was trading at 141.99. The strike last trading price was 0.77, which was -1.07 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 1.84, which was 0.46 higher than the previous day. The implied volatity was 48.2, the open interest changed by -3 which decreased total open position to 773


On 9 Jan SAMMAANCAP was trading at 144.56. The strike last trading price was 1.2, which was -0.75 lower than the previous day. The implied volatity was 34.78, the open interest changed by -14 which decreased total open position to 777


On 8 Jan SAMMAANCAP was trading at 146.33. The strike last trading price was 2, which was -1.11 lower than the previous day. The implied volatity was 37.18, the open interest changed by -25 which decreased total open position to 792


On 7 Jan SAMMAANCAP was trading at 149.95. The strike last trading price was 3.12, which was -0.88 lower than the previous day. The implied volatity was 35.79, the open interest changed by -7 which decreased total open position to 819


On 6 Jan SAMMAANCAP was trading at 149.10. The strike last trading price was 4, which was -0.9 lower than the previous day. The implied volatity was 43.23, the open interest changed by -30 which decreased total open position to 826


On 5 Jan SAMMAANCAP was trading at 151.49. The strike last trading price was 4.52, which was 0.81 higher than the previous day. The implied volatity was 39.55, the open interest changed by 416 which increased total open position to 835


On 2 Jan SAMMAANCAP was trading at 148.61. The strike last trading price was 3.65, which was 1.69 higher than the previous day. The implied volatity was 37.88, the open interest changed by 29 which increased total open position to 418


On 1 Jan SAMMAANCAP was trading at 144.21. The strike last trading price was 1.91, which was -0.83 lower than the previous day. The implied volatity was 34.29, the open interest changed by 32 which increased total open position to 391


On 31 Dec SAMMAANCAP was trading at 145.64. The strike last trading price was 2.7, which was 0.84 higher than the previous day. The implied volatity was 36.42, the open interest changed by 246 which increased total open position to 359


On 30 Dec SAMMAANCAP was trading at 141.01. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 37.81, the open interest changed by 0 which decreased total open position to 113


On 29 Dec SAMMAANCAP was trading at 141.84. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 114


On 26 Dec SAMMAANCAP was trading at 139.88. The strike last trading price was 2, which was -2.81 lower than the previous day. The implied volatity was 39.01, the open interest changed by 0 which decreased total open position to 115


On 24 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 4.81, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115


On 23 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 4.81, which was 0 lower than the previous day. The implied volatity was 54.41, the open interest changed by 0 which decreased total open position to 115


On 22 Dec SAMMAANCAP was trading at 141.85. The strike last trading price was 4.69, which was -0.61 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115


On 19 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was 4.69, which was -0.61 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115


On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 4.69, which was -0.61 lower than the previous day. The implied volatity was 44.82, the open interest changed by 51 which increased total open position to 116


On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was 5.05, which was -2.45 lower than the previous day. The implied volatity was 41.93, the open interest changed by 34 which increased total open position to 63


On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 7.5, which was 0.47 higher than the previous day. The implied volatity was 50.18, the open interest changed by 0 which decreased total open position to 28


On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 7.1, which was -1.9 lower than the previous day. The implied volatity was 45.3, the open interest changed by 24 which increased total open position to 26


On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 9, which was -32.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 9, which was -32.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 9, which was -32.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 9, which was -32.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 9, which was -32.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was -, which was - 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 9, which was -32.4 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 9, which was -32.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was -, which was - 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 9, which was -32.4 lower than the previous day. The implied volatity was 32.51, the open interest changed by 2 which increased total open position to 2


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 41.4, 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 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov SAMMAANCAP was trading at 182.76. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov SAMMAANCAP was trading at 183.66. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SAMMAANCAP was trading at 176.97. The strike last trading price was 0, 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 155 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 142.97 12 5.34 - 0 0 345
13 Jan 141.99 12 5.34 - 0 0 0
12 Jan 142.93 12 5.34 - 0 0 345
9 Jan 144.56 12 5.34 45.27 1 0 346
8 Jan 146.33 6.66 -2.34 - 0 0 346
7 Jan 149.95 6.66 -2.34 30.04 2 0 347
6 Jan 149.10 9 1.5 41.73 1 0 348
5 Jan 151.49 7.11 -1.79 36.61 475 211 310
2 Jan 148.61 8.73 -2.78 35.48 142 -8 98
1 Jan 144.21 11.57 0.83 33.97 14 6 105
31 Dec 145.64 11.02 -3.88 37.36 170 85 94
30 Dec 141.01 14.9 1.9 44.19 5 4 8
29 Dec 141.84 13 4.6 - 0 0 4
26 Dec 139.88 13 4.6 - 0 0 4
24 Dec 141.43 13 4.6 - 0 0 4
23 Dec 140.89 13 4.6 - 0 0 0
22 Dec 141.85 13 4.6 - 0 0 4
19 Dec 145.05 13 4.6 - 0 0 4
18 Dec 143.48 13 4.6 - 0 0 4
17 Dec 145.78 13 4.6 42.91 3 2 5
16 Dec 146.89 8.4 0.44 - 0 0 3
15 Dec 148.68 8.4 0.44 - 0 0 0
12 Dec 149.49 8.4 0.44 - 0 0 3
11 Dec 144.43 8.4 0.44 - 0 0 3
10 Dec 142.44 8.4 0.44 - 0 0 3
9 Dec 141.59 8.4 0.44 - 0 0 3
8 Dec 141.43 8.4 0.44 - 0 0 3
5 Dec 148.32 - - - 0 0 0
4 Dec 149.69 8.4 0.44 - 0 0 0
3 Dec 153.47 8.4 0.44 - 0 0 0
2 Dec 150.00 - - - 0 0 0
1 Dec 152.53 - - - 0 0 0
28 Nov 153.76 8.4 0.44 37.45 3 0 1
27 Nov 155.49 7.96 1.16 36.68 1 0 0
26 Nov 156.79 - - - 0 0 0
25 Nov 151.74 - - - 0 0 0
24 Nov 152.29 - - - 0 0 0
21 Nov 158.91 - - - 0 0 0
20 Nov 157.02 - - - 0 0 0
18 Nov 182.76 - - - 0 0 0
17 Nov 183.66 - - - 0 0 0
12 Nov 176.97 0 0 - 0 0 0


For Sammaan Capital Limited - strike price 155 expiring on 27JAN2026

Delta for 155 PE is -

Historical price for 155 PE is as follows

On 14 Jan SAMMAANCAP was trading at 142.97. The strike last trading price was 12, which was 5.34 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 345


On 13 Jan SAMMAANCAP was trading at 141.99. The strike last trading price was 12, which was 5.34 higher 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 12, which was 5.34 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 345


On 9 Jan SAMMAANCAP was trading at 144.56. The strike last trading price was 12, which was 5.34 higher than the previous day. The implied volatity was 45.27, the open interest changed by 0 which decreased total open position to 346


On 8 Jan SAMMAANCAP was trading at 146.33. The strike last trading price was 6.66, which was -2.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 346


On 7 Jan SAMMAANCAP was trading at 149.95. The strike last trading price was 6.66, which was -2.34 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 347


On 6 Jan SAMMAANCAP was trading at 149.10. The strike last trading price was 9, which was 1.5 higher than the previous day. The implied volatity was 41.73, the open interest changed by 0 which decreased total open position to 348


On 5 Jan SAMMAANCAP was trading at 151.49. The strike last trading price was 7.11, which was -1.79 lower than the previous day. The implied volatity was 36.61, the open interest changed by 211 which increased total open position to 310


On 2 Jan SAMMAANCAP was trading at 148.61. The strike last trading price was 8.73, which was -2.78 lower than the previous day. The implied volatity was 35.48, the open interest changed by -8 which decreased total open position to 98


On 1 Jan SAMMAANCAP was trading at 144.21. The strike last trading price was 11.57, which was 0.83 higher than the previous day. The implied volatity was 33.97, the open interest changed by 6 which increased total open position to 105


On 31 Dec SAMMAANCAP was trading at 145.64. The strike last trading price was 11.02, which was -3.88 lower than the previous day. The implied volatity was 37.36, the open interest changed by 85 which increased total open position to 94


On 30 Dec SAMMAANCAP was trading at 141.01. The strike last trading price was 14.9, which was 1.9 higher than the previous day. The implied volatity was 44.19, the open interest changed by 4 which increased total open position to 8


On 29 Dec SAMMAANCAP was trading at 141.84. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 26 Dec SAMMAANCAP was trading at 139.88. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 24 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec SAMMAANCAP was trading at 141.85. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Dec SAMMAANCAP was trading at 145.78. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was 42.91, the open interest changed by 2 which increased total open position to 5


On 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SAMMAANCAP was trading at 149.49. The strike last trading price was 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Dec SAMMAANCAP was trading at 144.43. The strike last trading price was 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Dec SAMMAANCAP was trading at 142.44. The strike last trading price was 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 8 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was -, which was - 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 8.4, which was 0.44 higher 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 8.4, which was 0.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was -, which was - 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 8.4, which was 0.44 higher than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 1


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 7.96, which was 1.16 higher than the previous day. The implied volatity was 36.68, the open interest changed by 0 which decreased total open position to 0


On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov SAMMAANCAP was trading at 182.76. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov SAMMAANCAP was trading at 183.66. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SAMMAANCAP was trading at 176.97. The strike last trading price was 0, 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