Historical option data for SAMMAANCAP
25 May 2026 04:10 PM IST
| SAMMAANCAP 26-May-2026 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0
Theta: -0.66
Gamma: 0.0267
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 168.56 | 9.1 | 5.51 (153.48%) | 79.4 | 1,092 | -347 | 224 | |||||||||
| 22 May | 161.46 | 3.79 | 2.3 (154.36%) | 37.22 | 6,885 | -786 | 578 | |||||||||
| 21 May | 154.26 | 1.46 | 0.48 (48.98%) | 45.26 | 17,719 | 757 | 1,378 | |||||||||
| 20 May | 141.80 | 1.18 | 0.71 (151.06%) | 77.73 | 905 | 174 | 621 | |||||||||
| 19 May | 138.25 | 0.46 | -0.03 (-6.12%) | 68.62 | 125 | -17 | 447 | |||||||||
| 18 May | 139.64 | 0.46 | -0.46 (-50.00%) | 63.05 | 484 | -96 | 463 | |||||||||
| 15 May | 142.67 | 0.92 | 0.21 (29.58%) | 55.74 | 589 | -124 | 559 | |||||||||
| 14 May | 143.13 | 0.67 | 0.14 (26.42%) | 47.69 | 920 | -276 | 684 | |||||||||
| 13 May | 139.99 | 0.59 | 0.02 (3.51%) | 0 | 116 | -22 | 967 | |||||||||
| 12 May | 139.41 | 0.64 | -0.61 (-48.80%) | 0 | 248 | 1 | 988 | |||||||||
| 11 May | 145.05 | 1.34 | -0.98 (-42.24%) | 0 | 351 | 41 | 986 | |||||||||
| 8 May | 148.78 | 2.34 | -0.59 (-20.14%) | 45.97 | 533 | 139 | 944 | |||||||||
| 7 May | 151.78 | 2.87 | 0.35 (13.89%) | 41.44 | 797 | -29 | 805 | |||||||||
| 6 May | 149.78 | 2.23 | 0.8 (55.94%) | 40.87 | 1,975 | 191 | 835 | |||||||||
| 5 May | 144.39 | 1.43 | -0.56 (-28.14%) | 43.19 | 440 | 169 | 647 | |||||||||
| 4 May | 146.89 | 2.02 | -0.14 (-6.48%) | 41.63 | 774 | 207 | 476 | |||||||||
| 30 Apr | 144.61 | 2.39 | 0.82 (52.23%) | 45.17 | 1,238 | 149 | 418 | |||||||||
| 29 Apr | 141.09 | 1.59 | -0.33 (-17.19%) | 45.42 | 254 | 37 | 269 | |||||||||
| 28 Apr | 143.36 | 1.83 | 0.03 (1.67%) | 43.29 | 330 | 123 | 232 | |||||||||
| 27 Apr | 143.40 | 1.72 | 0.22 (14.67%) | 40.57 | 123 | 33 | 109 | |||||||||
| 24 Apr | 143.53 | 1.51 | -0.25 (-14.20%) | 36.28 | 73 | 32 | 76 | |||||||||
| 23 Apr | 144.25 | 1.73 | -0.76 (-30.52%) | 36.54 | 24 | 1 | 44 | |||||||||
| 22 Apr | 146.75 | 2.49 | -0.47 (-15.88%) | 37.35 | 46 | 22 | 42 | |||||||||
| 21 Apr | 148.84 | 2.92 | -11.73 (-80.07%) | 36.09 | 35 | 20 | 20 | |||||||||
| 20 Apr | 152.07 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 154.53 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 154.96 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 156.44 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 154.01 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 10 Apr | 155.84 | 14.65 | 0 (0.00%) | 1.62 | 0 | 0 | 0 | |||||||||
| 9 Apr | 153.55 | 14.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 152.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 145.18 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 147.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 146.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 146.66 | 14.65 | 0 (0.00%) | 5.42 | 0 | 0 | 0 | |||||||||
| 30 Mar | 149.52 | 14.65 | 0 (0.00%) | 4.69 | 0 | 0 | 0 | |||||||||
| 27 Mar | 148.35 | 14.65 | 0 (0.00%) | 4.83 | 0 | 0 | 0 | |||||||||
| 25 Mar | 146.88 | 14.65 | 0 (0.00%) | 4.74 | 0 | 0 | 0 | |||||||||
| 24 Mar | 138.51 | 14.65 | 0 (0.00%) | 9.43 | 0 | 0 | 0 | |||||||||
| 23 Mar | 130.00 | 14.65 | 0 (0.00%) | 10.34 | 0 | 0 | 0 | |||||||||
| 20 Mar | 137.97 | 14.65 | 0 (0.00%) | 9.03 | 0 | 0 | 0 | |||||||||
| 19 Mar | 136.85 | 14.65 | 0 (0.00%) | 9.84 | 0 | 0 | 0 | |||||||||
| 18 Mar | 141.21 | 14.65 | 0 (0.00%) | 7.56 | 0 | 0 | 0 | |||||||||
| 17 Mar | 139.37 | 14.65 | 0 (0.00%) | 8.46 | 0 | 0 | 0 | |||||||||
| 16 Mar | 138.09 | 14.65 | 0 (0.00%) | 8.65 | 0 | 0 | 0 | |||||||||
| 13 Mar | 140.12 | 14.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 142.42 | 14.65 | 0 (0.00%) | 6.29 | 0 | 0 | 0 | |||||||||
| 11 Mar | 145.72 | 14.65 | 0 (0.00%) | 4.68 | 0 | 0 | 0 | |||||||||
| 10 Mar | 145.03 | 14.65 | 0 (0.00%) | 4.93 | 0 | 0 | 0 | |||||||||
| 9 Mar | 141.53 | 14.65 | 0 (0.00%) | 6.77 | 0 | 0 | 0 | |||||||||
| 6 Mar | 142.40 | 14.65 | 0 (0.00%) | 5.85 | 0 | 0 | 0 | |||||||||
| 5 Mar | 145.21 | 14.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 142.25 | 14.65 | 0 (0.00%) | 5.75 | 0 | 0 | 0 | |||||||||
| 2 Mar | 145.96 | 14.65 | 0 (0.00%) | 4.36 | 0 | 0 | 0 | |||||||||
| 27 Feb | 149.91 | 14.65 | 0 (0.00%) | 2.58 | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 160 expiring on 26MAY2026
Delta for 160 CE is 0.87
Historical price for 160 CE is as follows
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 9.1, which was 5.51 higher than the previous day. The implied volatity was 79.4, the open interest changed by -347 which decreased total open position to 224
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 3.79, which was 2.3 higher than the previous day. The implied volatity was 37.22, the open interest changed by -786 which decreased total open position to 578
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 1.46, which was 0.48 higher than the previous day. The implied volatity was 45.26, the open interest changed by 757 which increased total open position to 1378
On 20 May SAMMAANCAP was trading at 141.80. The strike last trading price was 1.18, which was 0.71 higher than the previous day. The implied volatity was 77.73, the open interest changed by 174 which increased total open position to 621
On 19 May SAMMAANCAP was trading at 138.25. The strike last trading price was 0.46, which was -0.03 lower than the previous day. The implied volatity was 68.62, the open interest changed by -17 which decreased total open position to 447
On 18 May SAMMAANCAP was trading at 139.64. The strike last trading price was 0.46, which was -0.46 lower than the previous day. The implied volatity was 63.05, the open interest changed by -96 which decreased total open position to 463
On 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 0.92, which was 0.21 higher than the previous day. The implied volatity was 55.74, the open interest changed by -124 which decreased total open position to 559
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 0.67, which was 0.14 higher than the previous day. The implied volatity was 47.69, the open interest changed by -276 which decreased total open position to 684
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 0.59, which was 0.02 higher than the previous day. The implied volatity was 0, the open interest changed by -22 which decreased total open position to 967
On 12 May SAMMAANCAP was trading at 139.41. The strike last trading price was 0.64, which was -0.61 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 988
On 11 May SAMMAANCAP was trading at 145.05. The strike last trading price was 1.34, which was -0.98 lower than the previous day. The implied volatity was 0, the open interest changed by 41 which increased total open position to 986
On 8 May SAMMAANCAP was trading at 148.78. The strike last trading price was 2.34, which was -0.59 lower than the previous day. The implied volatity was 45.97, the open interest changed by 139 which increased total open position to 944
On 7 May SAMMAANCAP was trading at 151.78. The strike last trading price was 2.87, which was 0.35 higher than the previous day. The implied volatity was 41.44, the open interest changed by -29 which decreased total open position to 805
On 6 May SAMMAANCAP was trading at 149.78. The strike last trading price was 2.23, which was 0.8 higher than the previous day. The implied volatity was 40.87, the open interest changed by 191 which increased total open position to 835
On 5 May SAMMAANCAP was trading at 144.39. The strike last trading price was 1.43, which was -0.56 lower than the previous day. The implied volatity was 43.19, the open interest changed by 169 which increased total open position to 647
On 4 May SAMMAANCAP was trading at 146.89. The strike last trading price was 2.02, which was -0.14 lower than the previous day. The implied volatity was 41.63, the open interest changed by 207 which increased total open position to 476
On 30 Apr SAMMAANCAP was trading at 144.61. The strike last trading price was 2.39, which was 0.82 higher than the previous day. The implied volatity was 45.17, the open interest changed by 149 which increased total open position to 418
On 29 Apr SAMMAANCAP was trading at 141.09. The strike last trading price was 1.59, which was -0.33 lower than the previous day. The implied volatity was 45.42, the open interest changed by 37 which increased total open position to 269
On 28 Apr SAMMAANCAP was trading at 143.36. The strike last trading price was 1.83, which was 0.03 higher than the previous day. The implied volatity was 43.29, the open interest changed by 123 which increased total open position to 232
On 27 Apr SAMMAANCAP was trading at 143.40. The strike last trading price was 1.72, which was 0.22 higher than the previous day. The implied volatity was 40.57, the open interest changed by 33 which increased total open position to 109
On 24 Apr SAMMAANCAP was trading at 143.53. The strike last trading price was 1.51, which was -0.25 lower than the previous day. The implied volatity was 36.28, the open interest changed by 32 which increased total open position to 76
On 23 Apr SAMMAANCAP was trading at 144.25. The strike last trading price was 1.73, which was -0.76 lower than the previous day. The implied volatity was 36.54, the open interest changed by 1 which increased total open position to 44
On 22 Apr SAMMAANCAP was trading at 146.75. The strike last trading price was 2.49, which was -0.47 lower than the previous day. The implied volatity was 37.35, the open interest changed by 22 which increased total open position to 42
On 21 Apr SAMMAANCAP was trading at 148.84. The strike last trading price was 2.92, which was -11.73 lower than the previous day. The implied volatity was 36.09, the open interest changed by 20 which increased total open position to 20
On 20 Apr SAMMAANCAP was trading at 152.07. 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 Apr SAMMAANCAP was trading at 154.53. 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 16 Apr SAMMAANCAP was trading at 154.96. 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 15 Apr SAMMAANCAP was trading at 156.44. 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 13 Apr SAMMAANCAP was trading at 154.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 10 Apr SAMMAANCAP was trading at 155.84. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SAMMAANCAP was trading at 153.55. The strike last trading price was 14.65, 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 Apr SAMMAANCAP was trading at 152.70. 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 7 Apr SAMMAANCAP was trading at 145.18. 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 6 Apr SAMMAANCAP was trading at 147.40. 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 Apr SAMMAANCAP was trading at 146.95. 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 Apr SAMMAANCAP was trading at 146.66. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0
On 30 Mar SAMMAANCAP was trading at 149.52. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SAMMAANCAP was trading at 148.35. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SAMMAANCAP was trading at 146.88. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SAMMAANCAP was trading at 138.51. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 9.43, the open interest changed by 0 which decreased total open position to 0
On 23 Mar SAMMAANCAP was trading at 130.00. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 10.34, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SAMMAANCAP was trading at 137.97. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAMMAANCAP was trading at 136.85. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 9.84, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SAMMAANCAP was trading at 141.21. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAMMAANCAP was trading at 139.37. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SAMMAANCAP was trading at 138.09. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAMMAANCAP was trading at 140.12. The strike last trading price was 14.65, 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 Mar SAMMAANCAP was trading at 142.42. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAMMAANCAP was trading at 145.72. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAMMAANCAP was trading at 145.03. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 9 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAMMAANCAP was trading at 142.40. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAMMAANCAP was trading at 145.21. The strike last trading price was 14.65, 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 4 Mar SAMMAANCAP was trading at 142.25. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
On 2 Mar SAMMAANCAP was trading at 145.96. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SAMMAANCAP was trading at 149.91. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
| SAMMAANCAP 26-May-2026 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0
Theta: -0.07
Gamma: 0.01257
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 168.56 | 0.04 | -2.15 (-98.17%) | 43.72 | 1,796 | 250 | 576 |
| 22 May | 161.46 | 2.1 | -4.41 (-67.74%) | 43.42 | 1,333 | 243 | 338 |
| 21 May | 154.26 | 6.43 | -18.45 (-74.16%) | 37.76 | 315 | 83 | 95 |
| 20 May | 141.80 | 24.88 | 5.98 (31.64%) | 90.04 | 6 | -1 | 12 |
| 19 May | 138.25 | 18.9 | 18.9 | - | 0 | 0 | 13 |
| 18 May | 139.64 | 18.9 | 18.9 (0.00%) | - | 0 | 0 | 13 |
| 15 May | 142.67 | 18.9 | 2.82 (17.54%) | 49.11 | 1 | 0 | 12 |
| 14 May | 143.13 | 16.08 | 0.83 (5.44%) | 60.42 | 6 | 0 | 12 |
| 13 May | 139.99 | 15.25 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 12 May | 139.41 | 15.25 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 11 May | 145.05 | 15.25 | 5.25 (52.50%) | 0 | 1 | 0 | 12 |
| 8 May | 148.78 | 10 | 10 (-28.16%) | 40.45 | 0 | 0 | 12 |
| 7 May | 151.78 | 10 | -3.92 (-28.16%) | 40.45 | 2 | 0 | 10 |
| 6 May | 149.78 | 13.92 | 13.92 | - | 0 | 0 | 10 |
| 5 May | 144.39 | 13.92 | 13.92 (-15.64%) | 41.42 | 0 | 0 | 10 |
| 4 May | 146.89 | 13.92 | -2.58 (-15.64%) | 41.42 | 1 | 0 | 10 |
| 30 Apr | 144.61 | 16.5 | -0.32 (-1.90%) | 45.68 | 1 | 0 | 10 |
| 29 Apr | 141.09 | 16.82 | 16.82 (-1.41%) | 36.81 | 0 | 0 | 10 |
| 28 Apr | 143.36 | 16.82 | -0.24 (-1.41%) | 36.81 | 1 | 0 | 10 |
| 27 Apr | 143.40 | 17.06 | 1.06 (6.62%) | 36.96 | 5 | 2 | 10 |
| 24 Apr | 143.53 | 16 | 3.5 (28.00%) | 31.09 | 5 | 4 | 7 |
| 23 Apr | 144.25 | 12.5 | 12.5 | - | 0 | 0 | 3 |
| 22 Apr | 146.75 | 12.5 | 12.5 (-32.76%) | 31.19 | 0 | 0 | 3 |
| 21 Apr | 148.84 | 12.5 | -6.09 (-32.76%) | 31.19 | 3 | 0 | 0 |
| 20 Apr | 152.07 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 154.53 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 154.96 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 156.44 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 154.01 | 0 | 0 | - | 0 | 10 | 10 |
| 10 Apr | 155.84 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 153.55 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 152.70 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 145.18 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 147.40 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 146.95 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 146.66 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Mar | 149.52 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Mar | 148.35 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 Mar | 146.88 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Mar | 138.51 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Mar | 130.00 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Mar | 137.97 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 Mar | 136.85 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 Mar | 141.21 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 139.37 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Mar | 138.09 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 140.12 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 142.42 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 145.72 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 145.03 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 141.53 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Mar | 142.40 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Mar | 145.21 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 142.25 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Mar | 145.96 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Feb | 149.91 | 18.59 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 160 expiring on 26MAY2026
Delta for 160 PE is -0.02
Historical price for 160 PE is as follows
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 0.04, which was -2.15 lower than the previous day. The implied volatity was 43.72, the open interest changed by 250 which increased total open position to 576
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 2.1, which was -4.41 lower than the previous day. The implied volatity was 43.42, the open interest changed by 243 which increased total open position to 338
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 6.43, which was -18.45 lower than the previous day. The implied volatity was 37.76, the open interest changed by 83 which increased total open position to 95
On 20 May SAMMAANCAP was trading at 141.80. The strike last trading price was 24.88, which was 5.98 higher than the previous day. The implied volatity was 90.04, the open interest changed by -1 which decreased total open position to 12
On 19 May SAMMAANCAP was trading at 138.25. The strike last trading price was 18.9, which was 18.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 18 May SAMMAANCAP was trading at 139.64. The strike last trading price was 18.9, which was 18.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 18.9, which was 2.82 higher than the previous day. The implied volatity was 49.11, the open interest changed by 0 which decreased total open position to 12
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 16.08, which was 0.83 higher than the previous day. The implied volatity was 60.42, the open interest changed by 0 which decreased total open position to 12
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 12 May SAMMAANCAP was trading at 139.41. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 11 May SAMMAANCAP was trading at 145.05. The strike last trading price was 15.25, which was 5.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 8 May SAMMAANCAP was trading at 148.78. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was 40.45, the open interest changed by 0 which decreased total open position to 12
On 7 May SAMMAANCAP was trading at 151.78. The strike last trading price was 10, which was -3.92 lower than the previous day. The implied volatity was 40.45, the open interest changed by 0 which decreased total open position to 10
On 6 May SAMMAANCAP was trading at 149.78. The strike last trading price was 13.92, which was 13.92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 May SAMMAANCAP was trading at 144.39. The strike last trading price was 13.92, which was 13.92 higher than the previous day. The implied volatity was 41.42, the open interest changed by 0 which decreased total open position to 10
On 4 May SAMMAANCAP was trading at 146.89. The strike last trading price was 13.92, which was -2.58 lower than the previous day. The implied volatity was 41.42, the open interest changed by 0 which decreased total open position to 10
On 30 Apr SAMMAANCAP was trading at 144.61. The strike last trading price was 16.5, which was -0.32 lower than the previous day. The implied volatity was 45.68, the open interest changed by 0 which decreased total open position to 10
On 29 Apr SAMMAANCAP was trading at 141.09. The strike last trading price was 16.82, which was 16.82 higher than the previous day. The implied volatity was 36.81, the open interest changed by 0 which decreased total open position to 10
On 28 Apr SAMMAANCAP was trading at 143.36. The strike last trading price was 16.82, which was -0.24 lower than the previous day. The implied volatity was 36.81, the open interest changed by 0 which decreased total open position to 10
On 27 Apr SAMMAANCAP was trading at 143.40. The strike last trading price was 17.06, which was 1.06 higher than the previous day. The implied volatity was 36.96, the open interest changed by 2 which increased total open position to 10
On 24 Apr SAMMAANCAP was trading at 143.53. The strike last trading price was 16, which was 3.5 higher than the previous day. The implied volatity was 31.09, the open interest changed by 4 which increased total open position to 7
On 23 Apr SAMMAANCAP was trading at 144.25. The strike last trading price was 12.5, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr SAMMAANCAP was trading at 146.75. The strike last trading price was 12.5, which was 12.5 higher than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 3
On 21 Apr SAMMAANCAP was trading at 148.84. The strike last trading price was 12.5, which was -6.09 lower than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 0
On 20 Apr SAMMAANCAP was trading at 152.07. 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 Apr SAMMAANCAP was trading at 154.53. 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 16 Apr SAMMAANCAP was trading at 154.96. 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 15 Apr SAMMAANCAP was trading at 156.44. 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 13 Apr SAMMAANCAP was trading at 154.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 10 Apr SAMMAANCAP was trading at 155.84. The strike last trading price was 18.59, 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 Apr SAMMAANCAP was trading at 153.55. The strike last trading price was 18.59, 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 Apr SAMMAANCAP was trading at 152.70. 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 7 Apr SAMMAANCAP was trading at 145.18. 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 6 Apr SAMMAANCAP was trading at 147.40. 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 Apr SAMMAANCAP was trading at 146.95. 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 Apr SAMMAANCAP was trading at 146.66. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 149.52. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 148.35. The strike last trading price was 18.59, 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 25 Mar SAMMAANCAP was trading at 146.88. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 138.51. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 130.00. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 137.97. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 136.85. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 141.21. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 139.37. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 138.09. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 140.12. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 142.42. The strike last trading price was 18.59, 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 11 Mar SAMMAANCAP was trading at 145.72. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 145.03. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 141.53. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 142.40. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 145.21. The strike last trading price was 18.59, 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 4 Mar SAMMAANCAP was trading at 142.25. The strike last trading price was 18.59, 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 Mar SAMMAANCAP was trading at 145.96. The strike last trading price was 18.59, 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 Feb SAMMAANCAP was trading at 149.91. The strike last trading price was 18.59, 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
