[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
148.32 -1.37 (-0.92%)
L: 147.1 H: 150.7

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Historical option data for SAMMAANCAP

05 Dec 2025 03:28 PM IST
SAMMAANCAP 30-DEC-2025 160 CE
Delta: 0.20
Vega: 0.11
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 148.49 1.25 0.14 29.59 3 -1 1,421
4 Dec 149.69 1.11 -1.13 25.98 10 -6 1,422
3 Dec 153.47 2.25 0.95 26.31 9 -2 1,427
2 Dec 150.00 1.3 -1.93 25.68 43 1 1,432
1 Dec 152.53 3.4 -0.06 35.51 115 -51 1,437
28 Nov 153.76 3.54 -0.55 29.37 1,426 123 1,488
27 Nov 155.49 4.05 -1.27 30.07 1,116 128 1,367
26 Nov 156.79 5.04 1.07 30.43 6,455 107 1,237
25 Nov 151.74 4.45 0.22 35.56 272 224 1,130
24 Nov 152.29 4.23 -4.88 35.49 24 0 903
21 Nov 158.91 9.11 1.75 42.64 14 -2 903
20 Nov 157.02 7.6 -1.94 40.44 67 13 905
19 Nov 159.55 9.15 -18.85 42.82 1,195 873 874
29 Oct 184.04 28 7.95 - 0 0 1
28 Oct 187.26 28 7.95 - 1 0 1
27 Oct 188.63 28 7.95 - 1 0 1
23 Oct 174.40 20.05 0 - 0 0 0
21 Oct 175.12 20.05 0 - 0 0 0
20 Oct 171.99 20.05 0 - 0 0 0
17 Oct 166.76 20.05 0 - 0 0 0
16 Oct 166.89 20.05 0 - 0 0 0
15 Oct 164.98 20.05 0 - 0 0 0
14 Oct 164.77 20.05 0 - 0 0 0
13 Oct 162.41 20.05 0 - 0 0 0
10 Oct 162.22 20.05 0 - 0 0 0
9 Oct 161.06 20.05 0 - 0 0 0
8 Oct 159.08 20.05 0 - 0 0 0
7 Oct 163.09 20.05 0 - 0 0 0
6 Oct 159.94 20.05 0 - 0 0 0
3 Oct 165.03 20.05 0 - 0 0 0


For Sammaan Capital Limited - strike price 160 expiring on 30DEC2025

Delta for 160 CE is 0.20

Historical price for 160 CE is as follows

On 5 Dec SAMMAANCAP was trading at 148.49. The strike last trading price was 1.25, which was 0.14 higher than the previous day. The implied volatity was 29.59, the open interest changed by -1 which decreased total open position to 1421


On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 1.11, which was -1.13 lower than the previous day. The implied volatity was 25.98, the open interest changed by -6 which decreased total open position to 1422


On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 2.25, which was 0.95 higher than the previous day. The implied volatity was 26.31, the open interest changed by -2 which decreased total open position to 1427


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 1.3, which was -1.93 lower than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 1432


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 3.4, which was -0.06 lower than the previous day. The implied volatity was 35.51, the open interest changed by -51 which decreased total open position to 1437


On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 3.54, which was -0.55 lower than the previous day. The implied volatity was 29.37, the open interest changed by 123 which increased total open position to 1488


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 4.05, which was -1.27 lower than the previous day. The implied volatity was 30.07, the open interest changed by 128 which increased total open position to 1367


On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 5.04, which was 1.07 higher than the previous day. The implied volatity was 30.43, the open interest changed by 107 which increased total open position to 1237


On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 4.45, which was 0.22 higher than the previous day. The implied volatity was 35.56, the open interest changed by 224 which increased total open position to 1130


On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 4.23, which was -4.88 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 903


On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 9.11, which was 1.75 higher than the previous day. The implied volatity was 42.64, the open interest changed by -2 which decreased total open position to 903


On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 7.6, which was -1.94 lower than the previous day. The implied volatity was 40.44, the open interest changed by 13 which increased total open position to 905


On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 9.15, which was -18.85 lower than the previous day. The implied volatity was 42.82, the open interest changed by 873 which increased total open position to 874


On 29 Oct SAMMAANCAP was trading at 184.04. The strike last trading price was 28, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Oct SAMMAANCAP was trading at 187.26. The strike last trading price was 28, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Oct SAMMAANCAP was trading at 188.63. The strike last trading price was 28, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Oct SAMMAANCAP was trading at 174.40. The strike last trading price was 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 20.05, 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 160 PE
Delta: -0.82
Vega: 0.10
Theta: -0.02
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 148.49 11.41 3.41 27.16 1 0 764
4 Dec 149.69 8 0.31 - 0 0 0
3 Dec 153.47 8 0.31 - 0 -2 0
2 Dec 150.00 8 0.31 - 35 -2 764
1 Dec 152.53 8.5 0.17 24.71 19 -3 766
28 Nov 153.76 8.3 0.88 31.91 252 27 770
27 Nov 155.49 7.62 0.24 30.12 228 -12 744
26 Nov 156.79 6.94 -3.59 31.60 2,178 -21 755
25 Nov 151.74 10.5 0.5 34.43 271 80 777
24 Nov 152.29 10 4.95 32.60 7 -1 697
21 Nov 158.91 5.05 -3.52 25.83 22 -14 698
20 Nov 157.02 8.6 0.1 37.27 96 -22 713
19 Nov 159.55 8.99 -7.76 42.95 1,506 692 692
29 Oct 184.04 16.75 0 - 0 0 0
28 Oct 187.26 16.75 0 - 0 0 0
27 Oct 188.63 16.75 0 - 0 0 0
23 Oct 174.40 16.75 0 - 0 0 0
21 Oct 175.12 16.75 0 - 0 0 0
20 Oct 171.99 16.75 0 - 0 0 0
17 Oct 166.76 16.75 0 - 0 0 0
16 Oct 166.89 16.75 0 - 0 0 0
15 Oct 164.98 16.75 0 - 0 0 0
14 Oct 164.77 16.75 0 - 0 0 0
13 Oct 162.41 16.75 0 - 0 0 0
10 Oct 162.22 16.75 0 2.53 0 0 0
9 Oct 161.06 16.75 0 - 0 0 0
8 Oct 159.08 16.75 0 1.25 0 0 0
7 Oct 163.09 16.75 0 - 0 0 0
6 Oct 159.94 0 0 - 0 0 0
3 Oct 165.03 0 0 3.58 0 0 0


For Sammaan Capital Limited - strike price 160 expiring on 30DEC2025

Delta for 160 PE is -0.82

Historical price for 160 PE is as follows

On 5 Dec SAMMAANCAP was trading at 148.49. The strike last trading price was 11.41, which was 3.41 higher than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 764


On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 8, which was 0.31 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, which was 0.31 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 8, which was 0.31 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 764


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 8.5, which was 0.17 higher than the previous day. The implied volatity was 24.71, the open interest changed by -3 which decreased total open position to 766


On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 8.3, which was 0.88 higher than the previous day. The implied volatity was 31.91, the open interest changed by 27 which increased total open position to 770


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 7.62, which was 0.24 higher than the previous day. The implied volatity was 30.12, the open interest changed by -12 which decreased total open position to 744


On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 6.94, which was -3.59 lower than the previous day. The implied volatity was 31.60, the open interest changed by -21 which decreased total open position to 755


On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 10.5, which was 0.5 higher than the previous day. The implied volatity was 34.43, the open interest changed by 80 which increased total open position to 777


On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 10, which was 4.95 higher than the previous day. The implied volatity was 32.60, the open interest changed by -1 which decreased total open position to 697


On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 5.05, which was -3.52 lower than the previous day. The implied volatity was 25.83, the open interest changed by -14 which decreased total open position to 698


On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 8.6, which was 0.1 higher than the previous day. The implied volatity was 37.27, the open interest changed by -22 which decreased total open position to 713


On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 8.99, which was -7.76 lower than the previous day. The implied volatity was 42.95, the open interest changed by 692 which increased total open position to 692


On 29 Oct SAMMAANCAP was trading at 184.04. The strike last trading price was 16.75, 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 28 Oct SAMMAANCAP was trading at 187.26. The strike last trading price was 16.75, 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 Oct SAMMAANCAP was trading at 188.63. The strike last trading price was 16.75, 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 16.75, 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 16.75, 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 16.75, 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 16.75, 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 16.75, 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 16.75, 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 16.75, 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 16.75, 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 16.75, which was 0 lower than the previous day. The implied volatity was 2.53, 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 16.75, 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 16.75, which was 0 lower than the previous day. The implied volatity was 1.25, 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 16.75, 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 3.58, the open interest changed by 0 which decreased total open position to 0