SAMMAANCAP
Sammaan Capital Limited
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































































































































































































































