Historical option data for SAMMAANCAP
26 May 2026 04:10 PM IST
| SAMMAANCAP 30-Jun-2026 (34d) 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.7
Vega: 0
Theta: -0.1
Gamma: 0.01808
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 167.71 | 12.61 | -0.39 (-3.00%) | 36.94 | 226 | -56 | 413 | |||||||||
| 25 May | 168.56 | 13 | 4 (44.44%) | 35.06 | 731 | -189 | 473 | |||||||||
| 22 May | 161.46 | 9.48 | 4.48 (89.60%) | 37.7 | 1,713 | 67 | 665 | |||||||||
| 21 May | 154.26 | 5.45 | 1.45 (36.25%) | 35.56 | 1,700 | 448 | 602 | |||||||||
| 20 May | 141.80 | 4 | 1 (33.33%) | 48.56 | 210 | 82 | 148 | |||||||||
| 19 May | 138.25 | 2.5 | 0.5 (25.00%) | 47.16 | 104 | -31 | 66 | |||||||||
| 18 May | 139.64 | 2.28 | -0.72 (-24.00%) | 43.24 | 13 | 8 | 97 | |||||||||
| 15 May | 142.67 | 3.25 | -0.01 (-0.31%) | 42.15 | 88 | 52 | 88 | |||||||||
| 14 May | 143.13 | 3.13 | 0.06 (1.95%) | 41.4 | 33 | -4 | 35 | |||||||||
| 13 May | 139.99 | 3.14 | 0.72 (29.75%) | 46.28 | 33 | 3 | 39 | |||||||||
| 12 May | 139.41 | 2.5 | -2.34 (-48.35%) | 0 | 25 | 9 | 34 | |||||||||
| 11 May | 145.05 | 4.73 | -0.96 (-16.87%) | 0 | 11 | 4 | 25 | |||||||||
| 8 May | 148.78 | 5.69 | -1.5 (-20.86%) | 41.81 | 7 | 4 | 21 | |||||||||
| 7 May | 151.78 | 7.13 | 2.18 (44.04%) | 42.58 | 21 | 13 | 17 | |||||||||
| 6 May | 149.78 | 4.95 | -1.05 (-17.50%) | 38 | 4 | 2 | 3 | |||||||||
| 5 May | 144.39 | 6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 29 Apr | 141.09 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 143.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 143.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 143.53 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 146.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 146.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 148.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 155.12 | 0 | 0 (0.00%) | 0.67 | 0 | 0 | 0 | |||||||||
| 9 Apr | 153.55 | 0 | 0 (0.00%) | 1.21 | 0 | 0 | 0 | |||||||||
| 8 Apr | 152.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 145.18 | 0 | 0 (0.00%) | 4.61 | 0 | 0 | 0 | |||||||||
| 6 Apr | 147.40 | 0 | 0 (0.00%) | 3.46 | 0 | 0 | 0 | |||||||||
| 2 Apr | 146.95 | 0 | 0 (0.00%) | 3.7 | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 160 expiring on 30JUN2026
Delta for 160 CE is 0.7
Historical price for 160 CE is as follows
On 26 May SAMMAANCAP was trading at 167.71. The strike last trading price was 12.61, which was -0.39 lower than the previous day. The implied volatity was 36.94, the open interest changed by -56 which decreased total open position to 413
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 13, which was 4 higher than the previous day. The implied volatity was 35.06, the open interest changed by -189 which decreased total open position to 473
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 9.48, which was 4.48 higher than the previous day. The implied volatity was 37.7, the open interest changed by 67 which increased total open position to 665
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 5.45, which was 1.45 higher than the previous day. The implied volatity was 35.56, the open interest changed by 448 which increased total open position to 602
On 20 May SAMMAANCAP was trading at 141.80. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 48.56, the open interest changed by 82 which increased total open position to 148
On 19 May SAMMAANCAP was trading at 138.25. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was 47.16, the open interest changed by -31 which decreased total open position to 66
On 18 May SAMMAANCAP was trading at 139.64. The strike last trading price was 2.28, which was -0.72 lower than the previous day. The implied volatity was 43.24, the open interest changed by 8 which increased total open position to 97
On 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 3.25, which was -0.01 lower than the previous day. The implied volatity was 42.15, the open interest changed by 52 which increased total open position to 88
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 3.13, which was 0.06 higher than the previous day. The implied volatity was 41.4, the open interest changed by -4 which decreased total open position to 35
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 3.14, which was 0.72 higher than the previous day. The implied volatity was 46.28, the open interest changed by 3 which increased total open position to 39
On 12 May SAMMAANCAP was trading at 139.41. The strike last trading price was 2.5, which was -2.34 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 34
On 11 May SAMMAANCAP was trading at 145.05. The strike last trading price was 4.73, which was -0.96 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 25
On 8 May SAMMAANCAP was trading at 148.78. The strike last trading price was 5.69, which was -1.5 lower than the previous day. The implied volatity was 41.81, the open interest changed by 4 which increased total open position to 21
On 7 May SAMMAANCAP was trading at 151.78. The strike last trading price was 7.13, which was 2.18 higher than the previous day. The implied volatity was 42.58, the open interest changed by 13 which increased total open position to 17
On 6 May SAMMAANCAP was trading at 149.78. The strike last trading price was 4.95, which was -1.05 lower than the previous day. The implied volatity was 38, the open interest changed by 2 which increased total open position to 3
On 5 May SAMMAANCAP was trading at 144.39. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Apr SAMMAANCAP was trading at 141.09. 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 Apr SAMMAANCAP was trading at 143.36. 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 27 Apr SAMMAANCAP was trading at 143.40. 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 24 Apr SAMMAANCAP was trading at 143.53. 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 23 Apr SAMMAANCAP was trading at 146.70. 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 22 Apr SAMMAANCAP was trading at 146.75. 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 21 Apr SAMMAANCAP was trading at 148.84. 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 10 Apr SAMMAANCAP was trading at 155.12. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.67, 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 0, which was 0 lower than the previous day. The implied volatity was 1.21, 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 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 7 Apr SAMMAANCAP was trading at 145.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.61, 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 0, which was 0 lower than the previous day. The implied volatity was 3.46, 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 0, which was 0 lower than the previous day. The implied volatity was 3.7, the open interest changed by 0 which decreased total open position to 0
| SAMMAANCAP 30-Jun-2026 (34d) 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0
Theta: -0.06
Gamma: 0.02068
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 167.71 | 2.65 | -0.3 (-10.17%) | 30.18 | 685 | 190 | 741 |
| 25 May | 168.56 | 2.95 | -3.48 (-54.12%) | 32.51 | 927 | 227 | 552 |
| 22 May | 161.46 | 6.25 | -3.17 (-33.65%) | 36.33 | 238 | 55 | 325 |
| 21 May | 154.26 | 9.5 | -12.5 (-56.82%) | 33.5 | 412 | 269 | 272 |
| 20 May | 141.80 | 22 | 22 | - | 0 | 0 | 3 |
| 19 May | 138.25 | 22 | 22 | - | 0 | 0 | 3 |
| 18 May | 139.64 | 22 | 22 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 142.67 | 22 | 0 (0.00%) | 58.25 | 0 | 0 | 3 |
| 14 May | 143.13 | 22 | 1.52 (7.42%) | 58.25 | 3 | 3 | 3 |
| 13 May | 139.99 | 0 | -20.48 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 139.41 | 0 | -20.48 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 145.05 | 0 | -20.48 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 148.78 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 151.78 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 149.78 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 144.39 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 141.09 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 143.36 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 143.40 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 143.53 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 146.70 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 146.75 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 148.84 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 155.12 | 20.48 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 153.55 | 20.48 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 152.70 | 20.48 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 145.18 | 20.48 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 147.40 | 20.48 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 146.95 | 20.48 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 160 expiring on 30JUN2026
Delta for 160 PE is -0.26
Historical price for 160 PE is as follows
On 26 May SAMMAANCAP was trading at 167.71. The strike last trading price was 2.65, which was -0.3 lower than the previous day. The implied volatity was 30.18, the open interest changed by 190 which increased total open position to 741
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 2.95, which was -3.48 lower than the previous day. The implied volatity was 32.51, the open interest changed by 227 which increased total open position to 552
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 6.25, which was -3.17 lower than the previous day. The implied volatity was 36.33, the open interest changed by 55 which increased total open position to 325
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 9.5, which was -12.5 lower than the previous day. The implied volatity was 33.5, the open interest changed by 269 which increased total open position to 272
On 20 May SAMMAANCAP was trading at 141.80. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May SAMMAANCAP was trading at 138.25. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May SAMMAANCAP was trading at 139.64. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 58.25, the open interest changed by 0 which decreased total open position to 3
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 22, which was 1.52 higher than the previous day. The implied volatity was 58.25, the open interest changed by 3 which increased total open position to 3
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 0, which was -20.48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SAMMAANCAP was trading at 139.41. The strike last trading price was 0, which was -20.48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SAMMAANCAP was trading at 145.05. The strike last trading price was 0, which was -20.48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SAMMAANCAP was trading at 148.78. 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 7 May SAMMAANCAP was trading at 151.78. 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 6 May SAMMAANCAP was trading at 149.78. 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 5 May SAMMAANCAP was trading at 144.39. 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 29 Apr SAMMAANCAP was trading at 141.09. 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 Apr SAMMAANCAP was trading at 143.36. 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 27 Apr SAMMAANCAP was trading at 143.40. 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 24 Apr SAMMAANCAP was trading at 143.53. 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 23 Apr SAMMAANCAP was trading at 146.70. 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 22 Apr SAMMAANCAP was trading at 146.75. 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 21 Apr SAMMAANCAP was trading at 148.84. 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 10 Apr SAMMAANCAP was trading at 155.12. The strike last trading price was 20.48, 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 20.48, 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 20.48, 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 Apr SAMMAANCAP was trading at 145.18. The strike last trading price was 20.48, 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 Apr SAMMAANCAP was trading at 147.40. The strike last trading price was 20.48, 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 Apr SAMMAANCAP was trading at 146.95. The strike last trading price was 20.48, 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
