SAMMAANCAP

Sammaan Capital Limited

148.32 -1.37 (-0.92%)

L: 147.1 H: 150.7

Back to Option Chain

Historical option data for SAMMAANCAP
05 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SAMMAANCAP 30-DEC-2025 155 CE
Delta: 0.34 Vega: 0.14 Theta: -0.10 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	148.32	2.71 ₹ 11,653	-0.29 -1247.00	32.22	5 21,500	0 0	1,184 50,91,200
4 Dec	149.69	3.01 ₹ 12,943	-0.21 -903.00	30.46	18 77,400	-4 -17,200	1,184 50,91,200
3 Dec	153.47	3.22 ₹ 13,846	0.42 1806.00	20.75	9 38,700	-1 -4,300	1,188 51,08,400
2 Dec	150.00	2.8 ₹ 12,040	-3 -12900.00	26.73	6 25,800	-5 -21,500	1,190 51,17,000
1 Dec	152.53	5.5 ₹ 23,650	0.04 172.00	36.96	28 1,20,400	-15 -64,500	1,195 51,38,500
28 Nov	153.76	5.63 ₹ 24,209	-0.69 -2967.00	29.16	1,719 73,91,700	467 20,08,100	1,211 52,07,300
27 Nov	155.49	6.18 ₹ 26,574	-1.61 -6923.00	29.48	753 32,37,900	366 15,73,800	744 31,99,200
26 Nov	156.79	7.24 ₹ 31,132	1.01 4343.00	28.83	1,940 83,42,000	344 14,79,200	372 15,99,600
25 Nov	151.74	6.5 ₹ 27,950	-15.95 -68585.00	35.68	46 1,97,800	24 1,03,200	24 1,03,200
24 Nov	152.29	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
21 Nov	158.91	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
20 Nov	157.02	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
19 Nov	159.55	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
23 Oct	174.40	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
21 Oct	175.12	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
20 Oct	171.99	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
17 Oct	166.76	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
16 Oct	166.89	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
15 Oct	164.98	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
14 Oct	164.77	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0

13 Oct	162.41	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
10 Oct	162.22	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
9 Oct	161.06	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
8 Oct	159.08	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
7 Oct	163.09	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
6 Oct	159.94	22.45 ₹ 96,535	0 0.00	-	0 0	0 0	0 0
3 Oct	165.03	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sammaan Capital Limited - strike price 155 expiring on 30DEC2025

Delta for 155 CE is 0.34

Historical price for 155 CE is as follows

On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was 2.71, which was -0.29 lower than the previous day. The implied volatity was 32.22, the open interest changed by 0 which decreased total open position to 1184

On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 3.01, which was -0.21 lower than the previous day. The implied volatity was 30.46, the open interest changed by -4 which decreased total open position to 1184

On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 3.22, which was 0.42 higher than the previous day. The implied volatity was 20.75, the open interest changed by -1 which decreased total open position to 1188

On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 2.8, which was -3 lower than the previous day. The implied volatity was 26.73, the open interest changed by -5 which decreased total open position to 1190

On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 5.5, which was 0.04 higher than the previous day. The implied volatity was 36.96, the open interest changed by -15 which decreased total open position to 1195

On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 5.63, which was -0.69 lower than the previous day. The implied volatity was 29.16, the open interest changed by 467 which increased total open position to 1211

On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 6.18, which was -1.61 lower than the previous day. The implied volatity was 29.48, the open interest changed by 366 which increased total open position to 744

On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 7.24, which was 1.01 higher than the previous day. The implied volatity was 28.83, the open interest changed by 344 which increased total open position to 372

On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 6.5, which was -15.95 lower than the previous day. The implied volatity was 35.68, the open interest changed by 24 which increased total open position to 24

On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 22.45, 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 22.45, 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 22.45, 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 22.45, 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 Oct SAMMAANCAP was trading at 174.40. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 175.12. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 171.99. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 166.76. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 166.89. The strike last trading price was 22.45, 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 15 Oct SAMMAANCAP was trading at 164.98. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 164.77. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 162.41. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 162.22. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 161.06. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 159.08. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 163.09. The strike last trading price was 22.45, 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 Oct SAMMAANCAP was trading at 159.94. The strike last trading price was 22.45, 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 3 Oct SAMMAANCAP was trading at 165.03. 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 30DEC2025 155 PE
Delta: -0.62 Vega: 0.15 Theta: -0.08 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	148.32	9.11 ₹ 39,173	1.59 6837.00	37.98	8 34,400	-1 -4,300	947 40,72,100
4 Dec	149.69	8 ₹ 34,400	2.2 9460.00	33.81	11 47,300	-2 -8,600	949 40,80,700
3 Dec	153.47	5.8 ₹ 24,940	0.09 387.00	33.33	6 25,800	-3 -12,900	952 40,93,600
2 Dec	150.00	5.8 ₹ 24,940	0.61 2623.00	20.90	10 43,000	-9 -38,700	956 41,10,800
1 Dec	152.53	5.4 ₹ 23,220	-0.09 -387.00	25.71	16 68,800	-7 -30,100	965 41,49,500
28 Nov	153.76	5.4 ₹ 23,220	0.7 3010.00	31.44	731 31,43,300	136 5,84,800	974 41,88,200
27 Nov	155.49	4.82 ₹ 20,726	-0.09 -387.00	29.67	870 37,41,000	343 14,74,900	838 36,03,400
26 Nov	156.79	4.41 ₹ 18,963	-3.59 -15437.00	31.26	1,912 82,21,600	312 13,41,600	495 21,28,500
25 Nov	151.74	7 ₹ 30,100	0.1 430.00	35.62	44 1,89,200	-6 -25,800	183 7,86,900
24 Nov	152.29	6.9 ₹ 29,670	2.51 10793.00	32.33	6 25,800	-1 -4,300	190 8,17,000
21 Nov	158.91	4.39 ₹ 18,877	-2.6 -11180.00	-	3 12,900	-2 -8,600	192 8,25,600
20 Nov	157.02	6.99 ₹ 30,057	0.28 1204.00	41.74	27 1,16,100	-10 -43,000	194 8,34,200
19 Nov	159.55	6.9 ₹ 29,670	-7.35 -31605.00	44.39	597 25,67,100	207 8,90,100	207 8,90,100
23 Oct	174.40	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
21 Oct	175.12	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
20 Oct	171.99	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
17 Oct	166.76	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
16 Oct	166.89	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
15 Oct	164.98	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
14 Oct	164.77	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
13 Oct	162.41	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
10 Oct	162.22	14.25 ₹ 61,275	0 0.00	4.28	0 0	0 0	0 0
9 Oct	161.06	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
8 Oct	159.08	14.25 ₹ 61,275	0 0.00	3.44	0 0	0 0	0 0
7 Oct	163.09	14.25 ₹ 61,275	0 0.00	-	0 0	0 0	0 0
6 Oct	159.94	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	165.03	0 ₹ 0	0 0.00	5.41	0 0	0 0	0 0

For Sammaan Capital Limited - strike price 155 expiring on 30DEC2025

Delta for 155 PE is -0.62

Historical price for 155 PE is as follows

On 5 Dec SAMMAANCAP was trading at 148.32. The strike last trading price was 9.11, which was 1.59 higher than the previous day. The implied volatity was 37.98, the open interest changed by -1 which decreased total open position to 947

On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 8, which was 2.2 higher than the previous day. The implied volatity was 33.81, the open interest changed by -2 which decreased total open position to 949

On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 5.8, which was 0.09 higher than the previous day. The implied volatity was 33.33, the open interest changed by -3 which decreased total open position to 952

On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 5.8, which was 0.61 higher than the previous day. The implied volatity was 20.90, the open interest changed by -9 which decreased total open position to 956

On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 5.4, which was -0.09 lower than the previous day. The implied volatity was 25.71, the open interest changed by -7 which decreased total open position to 965

On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 5.4, which was 0.7 higher than the previous day. The implied volatity was 31.44, the open interest changed by 136 which increased total open position to 974

On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 4.82, which was -0.09 lower than the previous day. The implied volatity was 29.67, the open interest changed by 343 which increased total open position to 838

On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 4.41, which was -3.59 lower than the previous day. The implied volatity was 31.26, the open interest changed by 312 which increased total open position to 495

On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 7, which was 0.1 higher than the previous day. The implied volatity was 35.62, the open interest changed by -6 which decreased total open position to 183

On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 6.9, which was 2.51 higher than the previous day. The implied volatity was 32.33, the open interest changed by -1 which decreased total open position to 190

On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 4.39, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 192

On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 6.99, which was 0.28 higher than the previous day. The implied volatity was 41.74, the open interest changed by -10 which decreased total open position to 194

On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 6.9, which was -7.35 lower than the previous day. The implied volatity was 44.39, the open interest changed by 207 which increased total open position to 207

On 23 Oct SAMMAANCAP was trading at 174.40. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 175.12. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 171.99. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 166.76. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 166.89. The strike last trading price was 14.25, 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 15 Oct SAMMAANCAP was trading at 164.98. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 164.77. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 162.41. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 162.22. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0

On 9 Oct SAMMAANCAP was trading at 161.06. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 159.08. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0

On 7 Oct SAMMAANCAP was trading at 163.09. The strike last trading price was 14.25, 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 Oct SAMMAANCAP was trading at 159.94. 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

On 3 Oct SAMMAANCAP was trading at 165.03. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0

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