SAMMAANCAP
Sammaan Capital Limited
Historical option data for SAMMAANCAP
20 Feb 2026 04:14 PM IST
| SAMMAANCAP 24-FEB-2026 155 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.06
Theta: -0.37
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 154.04 | 2.43 | 1.43 | 43.82 | 168 | 71 | 574 | |||||||||
| 19 Feb | 151.39 | 1 | 0.17 | 33.22 | 21 | -6 | 505 | |||||||||
| 18 Feb | 148.54 | 0.83 | -0.17 | 38.41 | 5 | 0 | 511 | |||||||||
| 17 Feb | 147.33 | 1 | 0.65 | - | 0 | 0 | 511 | |||||||||
| 16 Feb | 147.69 | 1 | 0.65 | 39.52 | 1 | 0 | 512 | |||||||||
| 13 Feb | 144.03 | 0.35 | -1.15 | 30.94 | 2 | 0 | 512 | |||||||||
| 12 Feb | 146.78 | 1.5 | -1.7 | - | 0 | 0 | 512 | |||||||||
| 11 Feb | 148.35 | 1.5 | -1.7 | - | 0 | 0 | 512 | |||||||||
| 10 Feb | 147.23 | 1.5 | -1.7 | - | 0 | 0 | 512 | |||||||||
| 9 Feb | 149.14 | 1.5 | -1.7 | 30.1 | 1 | 0 | 512 | |||||||||
| 6 Feb | 146.07 | 3.2 | 0.97 | - | 0 | 0 | 512 | |||||||||
| 5 Feb | 145.77 | 3.2 | 0.97 | - | 0 | 0 | 512 | |||||||||
| 4 Feb | 150.23 | 3.2 | 0.97 | 35.85 | 5 | -2 | 515 | |||||||||
| 3 Feb | 148.47 | 2.23 | 0.28 | 34.37 | 34 | -7 | 525 | |||||||||
| 2 Feb | 146.73 | 1.95 | -0.05 | 31.96 | 13 | -8 | 534 | |||||||||
| 1 Feb | 142.89 | 2 | -3.21 | 42.29 | 58 | -31 | 543 | |||||||||
| 30 Jan | 150.71 | 4.99 | 0.76 | 41.35 | 1,329 | 133 | 590 | |||||||||
| 29 Jan | 147.57 | 4.45 | 2.35 | 42.6 | 705 | 259 | 455 | |||||||||
| 28 Jan | 141.83 | 2.1 | -15.2 | 40.06 | 234 | 195 | 195 | |||||||||
| 27 Jan | 138.76 | 17.3 | 0 | 10.71 | 0 | 0 | 0 | |||||||||
| 23 Jan | 138.91 | 17.3 | 0 | 9.02 | 0 | 0 | 0 | |||||||||
| 22 Jan | 139.97 | 17.3 | 0 | 9.73 | 0 | 0 | 0 | |||||||||
| 21 Jan | 138.08 | 17.3 | 0 | 10.23 | 0 | 0 | 0 | |||||||||
| 20 Jan | 137.92 | 17.3 | 0 | 9.8 | 0 | 0 | 0 | |||||||||
| 19 Jan | 140.81 | 17.3 | 0 | 8.1 | 0 | 0 | 0 | |||||||||
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| 16 Jan | 140.08 | 17.3 | 0 | 8.67 | 0 | 0 | 0 | |||||||||
| 14 Jan | 142.97 | 17.3 | 0 | 6.72 | 0 | 0 | 0 | |||||||||
| 13 Jan | 141.99 | 17.3 | 0 | 6.49 | 0 | 0 | 0 | |||||||||
| 12 Jan | 142.93 | 17.3 | 0 | 6.56 | 0 | 0 | 0 | |||||||||
| 9 Jan | 144.56 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 146.33 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 149.95 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 149.10 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 151.49 | 17.3 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
| 2 Jan | 148.61 | 17.3 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 1 Jan | 144.21 | 17.3 | 0 | 4.89 | 0 | 0 | 0 | |||||||||
| 31 Dec | 145.64 | 17.3 | 0 | 4.01 | 0 | 0 | 0 | |||||||||
| 30 Dec | 141.01 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 141.84 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 139.88 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 141.43 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 140.89 | 17.3 | 0 | 6.07 | 0 | 0 | 0 | |||||||||
| 22 Dec | 141.85 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 145.05 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 143.48 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 145.78 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 146.89 | 17.3 | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 148.68 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 149.49 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 144.43 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 142.44 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 141.59 | 17.3 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 141.43 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 148.32 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 149.69 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 153.47 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 150.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 152.53 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 153.76 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 155.49 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 155 expiring on 24FEB2026
Delta for 155 CE is 0.46
Historical price for 155 CE is as follows
On 20 Feb SAMMAANCAP was trading at 154.04. The strike last trading price was 2.43, which was 1.43 higher than the previous day. The implied volatity was 43.82, the open interest changed by 71 which increased total open position to 574
On 19 Feb SAMMAANCAP was trading at 151.39. The strike last trading price was 1, which was 0.17 higher than the previous day. The implied volatity was 33.22, the open interest changed by -6 which decreased total open position to 505
On 18 Feb SAMMAANCAP was trading at 148.54. The strike last trading price was 0.83, which was -0.17 lower than the previous day. The implied volatity was 38.41, the open interest changed by 0 which decreased total open position to 511
On 17 Feb SAMMAANCAP was trading at 147.33. The strike last trading price was 1, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 511
On 16 Feb SAMMAANCAP was trading at 147.69. The strike last trading price was 1, which was 0.65 higher than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 512
On 13 Feb SAMMAANCAP was trading at 144.03. The strike last trading price was 0.35, which was -1.15 lower than the previous day. The implied volatity was 30.94, the open interest changed by 0 which decreased total open position to 512
On 12 Feb SAMMAANCAP was trading at 146.78. The strike last trading price was 1.5, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 512
On 11 Feb SAMMAANCAP was trading at 148.35. The strike last trading price was 1.5, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 512
On 10 Feb SAMMAANCAP was trading at 147.23. The strike last trading price was 1.5, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 512
On 9 Feb SAMMAANCAP was trading at 149.14. The strike last trading price was 1.5, which was -1.7 lower than the previous day. The implied volatity was 30.1, the open interest changed by 0 which decreased total open position to 512
On 6 Feb SAMMAANCAP was trading at 146.07. The strike last trading price was 3.2, which was 0.97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 512
On 5 Feb SAMMAANCAP was trading at 145.77. The strike last trading price was 3.2, which was 0.97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 512
On 4 Feb SAMMAANCAP was trading at 150.23. The strike last trading price was 3.2, which was 0.97 higher than the previous day. The implied volatity was 35.85, the open interest changed by -2 which decreased total open position to 515
On 3 Feb SAMMAANCAP was trading at 148.47. The strike last trading price was 2.23, which was 0.28 higher than the previous day. The implied volatity was 34.37, the open interest changed by -7 which decreased total open position to 525
On 2 Feb SAMMAANCAP was trading at 146.73. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 31.96, the open interest changed by -8 which decreased total open position to 534
On 1 Feb SAMMAANCAP was trading at 142.89. The strike last trading price was 2, which was -3.21 lower than the previous day. The implied volatity was 42.29, the open interest changed by -31 which decreased total open position to 543
On 30 Jan SAMMAANCAP was trading at 150.71. The strike last trading price was 4.99, which was 0.76 higher than the previous day. The implied volatity was 41.35, the open interest changed by 133 which increased total open position to 590
On 29 Jan SAMMAANCAP was trading at 147.57. The strike last trading price was 4.45, which was 2.35 higher than the previous day. The implied volatity was 42.6, the open interest changed by 259 which increased total open position to 455
On 28 Jan SAMMAANCAP was trading at 141.83. The strike last trading price was 2.1, which was -15.2 lower than the previous day. The implied volatity was 40.06, the open interest changed by 195 which increased total open position to 195
On 27 Jan SAMMAANCAP was trading at 138.76. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 10.71, 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 17.3, which was 0 lower than the previous day. The implied volatity was 9.02, 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 17.3, which was 0 lower than the previous day. The implied volatity was 9.73, 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 17.3, which was 0 lower than the previous day. The implied volatity was 10.23, 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 17.3, which was 0 lower than the previous day. The implied volatity was 9.8, 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 17.3, which was 0 lower than the previous day. The implied volatity was 8.1, 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 17.3, which was 0 lower than the previous day. The implied volatity was 8.67, 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 17.3, which was 0 lower than the previous day. The implied volatity was 6.72, 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 17.3, which was 0 lower than the previous day. The implied volatity was 6.49, 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 17.3, which was 0 lower than the previous day. The implied volatity was 6.56, 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 17.3, 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 17.3, 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 17.3, 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 17.3, 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 17.3, which was 0 lower than the previous day. The implied volatity was 1.15, 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 17.3, which was 0 lower than the previous day. The implied volatity was 2.74, 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 17.3, which was 0 lower than the previous day. The implied volatity was 4.89, 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 17.3, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 30 Dec SAMMAANCAP was trading at 141.01. The strike last trading price was 17.3, 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 29 Dec SAMMAANCAP was trading at 141.84. The strike last trading price was 17.3, 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 Dec SAMMAANCAP was trading at 139.88. The strike last trading price was 17.3, 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 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 17.3, 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 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 6.07, 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 17.3, 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 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was 17.3, 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 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 17.3, 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 17 Dec SAMMAANCAP was trading at 145.78. 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 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 17.3, 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 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 17.3, 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 Dec SAMMAANCAP was trading at 149.49. 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 11 Dec SAMMAANCAP was trading at 144.43. 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 10 Dec SAMMAANCAP was trading at 142.44. 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 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 17.3, 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 8 Dec SAMMAANCAP was trading at 141.43. 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 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 -, 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 3 Dec SAMMAANCAP was trading at 153.47. 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 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 17.3, 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 17.3, 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 24FEB2026 155 PE | |||||||
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Delta: -0.57
Vega: 0.06
Theta: -0.18
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 154.04 | 2.15 | -11.85 | 26.41 | 1 | 0 | 50 |
| 19 Feb | 151.39 | 14 | 5.35 | - | 0 | 0 | 50 |
| 18 Feb | 148.54 | 14 | 5.35 | - | 0 | 0 | 50 |
| 17 Feb | 147.33 | 14 | 5.35 | - | 0 | 0 | 50 |
| 16 Feb | 147.69 | 14 | 5.35 | - | 0 | 0 | 50 |
| 13 Feb | 144.03 | 14 | 5.35 | - | 0 | 0 | 50 |
| 12 Feb | 146.78 | 14 | 5.35 | - | 0 | 0 | 50 |
| 11 Feb | 148.35 | 14 | 5.35 | - | 0 | 0 | 50 |
| 10 Feb | 147.23 | 14 | 5.35 | - | 0 | 0 | 50 |
| 9 Feb | 149.14 | 14 | 5.35 | - | 0 | 0 | 50 |
| 6 Feb | 146.07 | 14 | 5.35 | - | 0 | 0 | 50 |
| 5 Feb | 145.77 | 14 | 5.35 | - | 0 | 0 | 50 |
| 4 Feb | 150.23 | 14 | 5.35 | - | 0 | 0 | 50 |
| 3 Feb | 148.47 | 14 | 5.35 | - | 0 | 0 | 50 |
| 2 Feb | 146.73 | 14 | 5.35 | 68.37 | 4 | 1 | 50 |
| 1 Feb | 142.89 | 8.62 | -1.79 | - | 0 | 0 | 49 |
| 30 Jan | 150.71 | 8.62 | -1.79 | 42.56 | 79 | 37 | 49 |
| 29 Jan | 147.57 | 9.92 | -8.31 | 42.41 | 43 | 12 | 12 |
| 28 Jan | 141.83 | 18.23 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 138.76 | 18.23 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 138.91 | 18.23 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 139.97 | 18.23 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 138.08 | 18.23 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 137.92 | 18.23 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 140.81 | 18.23 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 140.08 | 18.23 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 142.97 | 18.23 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 141.99 | 18.23 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 142.93 | 18.23 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 144.56 | 18.23 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 146.33 | 18.23 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 149.95 | 18.23 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 149.10 | 18.23 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 151.49 | 18.23 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 148.61 | 18.23 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 144.21 | 18.23 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 145.64 | 18.23 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 141.01 | 18.23 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 141.84 | 18.23 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 139.88 | 18.23 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 141.43 | 18.23 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 140.89 | 18.23 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 141.85 | 18.23 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 145.05 | 18.23 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 143.48 | 18.23 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 145.78 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 146.89 | 18.23 | - | - | 0 | 0 | 0 |
| 15 Dec | 148.68 | 18.23 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 149.49 | - | - | - | 0 | 0 | 0 |
| 11 Dec | 144.43 | - | - | - | 0 | 0 | 0 |
| 10 Dec | 142.44 | - | - | - | 0 | 0 | 0 |
| 9 Dec | 141.59 | 18.23 | - | - | 0 | 0 | 0 |
| 8 Dec | 141.43 | - | - | - | 0 | 0 | 0 |
| 5 Dec | 148.32 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 149.69 | - | - | - | 0 | 0 | 0 |
| 3 Dec | 153.47 | - | - | - | 0 | 0 | 0 |
| 2 Dec | 150.00 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 152.53 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 153.76 | 18.23 | 0 | 1.27 | 0 | 0 | 0 |
| 27 Nov | 155.49 | 18.23 | 0 | 1.69 | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 155 expiring on 24FEB2026
Delta for 155 PE is -0.57
Historical price for 155 PE is as follows
On 20 Feb SAMMAANCAP was trading at 154.04. The strike last trading price was 2.15, which was -11.85 lower than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 50
On 19 Feb SAMMAANCAP was trading at 151.39. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 18 Feb SAMMAANCAP was trading at 148.54. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 17 Feb SAMMAANCAP was trading at 147.33. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 16 Feb SAMMAANCAP was trading at 147.69. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 13 Feb SAMMAANCAP was trading at 144.03. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 12 Feb SAMMAANCAP was trading at 146.78. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 11 Feb SAMMAANCAP was trading at 148.35. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 10 Feb SAMMAANCAP was trading at 147.23. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 9 Feb SAMMAANCAP was trading at 149.14. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 6 Feb SAMMAANCAP was trading at 146.07. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 5 Feb SAMMAANCAP was trading at 145.77. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 4 Feb SAMMAANCAP was trading at 150.23. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 3 Feb SAMMAANCAP was trading at 148.47. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 2 Feb SAMMAANCAP was trading at 146.73. The strike last trading price was 14, which was 5.35 higher than the previous day. The implied volatity was 68.37, the open interest changed by 1 which increased total open position to 50
On 1 Feb SAMMAANCAP was trading at 142.89. The strike last trading price was 8.62, which was -1.79 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 30 Jan SAMMAANCAP was trading at 150.71. The strike last trading price was 8.62, which was -1.79 lower than the previous day. The implied volatity was 42.56, the open interest changed by 37 which increased total open position to 49
On 29 Jan SAMMAANCAP was trading at 147.57. The strike last trading price was 9.92, which was -8.31 lower than the previous day. The implied volatity was 42.41, the open interest changed by 12 which increased total open position to 12
On 28 Jan SAMMAANCAP was trading at 141.83. The strike last trading price was 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 18.23, 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 Dec SAMMAANCAP was trading at 141.01. The strike last trading price was 18.23, 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 29 Dec SAMMAANCAP was trading at 141.84. The strike last trading price was 18.23, 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 Dec SAMMAANCAP was trading at 139.88. The strike last trading price was 18.23, 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 Dec SAMMAANCAP was trading at 141.43. The strike last trading price was 18.23, 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 Dec SAMMAANCAP was trading at 140.89. The strike last trading price was 18.23, 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 Dec SAMMAANCAP was trading at 141.85. The strike last trading price was 18.23, 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 Dec SAMMAANCAP was trading at 145.05. The strike last trading price was 18.23, 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 Dec SAMMAANCAP was trading at 143.48. The strike last trading price was 18.23, 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 17 Dec SAMMAANCAP was trading at 145.78. 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 16 Dec SAMMAANCAP was trading at 146.89. The strike last trading price was 18.23, 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 15 Dec SAMMAANCAP was trading at 148.68. The strike last trading price was 18.23, 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 Dec SAMMAANCAP was trading at 149.49. 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 11 Dec SAMMAANCAP was trading at 144.43. 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 10 Dec SAMMAANCAP was trading at 142.44. 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 9 Dec SAMMAANCAP was trading at 141.59. The strike last trading price was 18.23, 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 8 Dec SAMMAANCAP was trading at 141.43. 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 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 -, 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 3 Dec SAMMAANCAP was trading at 153.47. 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 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 18.23, which was 0 lower than the previous day. The implied volatity was 1.27, 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 18.23, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
