Historical option data for SAMMAANCAP
27 May 2026 04:10 PM IST
| SAMMAANCAP 30-Jun-2026 (33d) 170 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0
Theta: -0.12
Gamma: 0.01934
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 173.32 | 10.02 | 4.02 (67.00%) | 37.56 | 1,832 | -93 | 876 | |||||||||
| 26 May | 167.71 | 6.65 | -0.35 (-5.00%) | 34 | 1,100 | 86 | 969 | |||||||||
| 25 May | 168.56 | 7.14 | 2.14 (42.80%) | 34.93 | 2,248 | 146 | 882 | |||||||||
| 22 May | 161.46 | 5.2 | 2.2 (73.33%) | 38 | 2,041 | 261 | 733 | |||||||||
| 21 May | 154.26 | 2.83 | 0.83 (41.50%) | 37.37 | 1,490 | 316 | 470 | |||||||||
| 20 May | 141.80 | 2.3 | 0.3 (15.00%) | 49.82 | 160 | 50 | 155 | |||||||||
| 19 May | 138.25 | 1.7 | -0.3 (-15.00%) | 51.76 | 144 | 66 | 104 | |||||||||
| 18 May | 139.64 | 1.55 | -0.45 (-22.50%) | 47.4 | 23 | 15 | 38 | |||||||||
| 15 May | 142.67 | 2.11 | -0.04 (-1.86%) | 46.97 | 27 | 7 | 23 | |||||||||
| 14 May | 143.13 | 2.21 | 0.84 (61.31%) | 47.02 | 17 | 12 | 15 | |||||||||
| 13 May | 139.99 | 1.4 | -1.75 (-55.56%) | 0 | 4 | -1 | 1 | |||||||||
| 12 May | 139.41 | 3.15 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 145.05 | 3.15 | 0.75 (31.25%) | 0 | 1 | 0 | 1 | |||||||||
| 29 Apr | 141.09 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 143.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 143.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 143.53 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 146.70 | - | - | - | 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%) | 4.38 | 0 | 0 | 0 | |||||||||
| 9 Apr | 153.55 | 0 | 0 (0.00%) | 4.87 | 0 | 0 | 0 | |||||||||
| 8 Apr | 152.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 145.18 | 0 | 0 (0.00%) | 8 | 0 | 0 | 0 | |||||||||
| 6 Apr | 147.40 | 0 | 0 (0.00%) | 6.95 | 0 | 0 | 0 | |||||||||
| 2 Apr | 146.95 | 0 | 0 (0.00%) | 7.09 | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 170 expiring on 30JUN2026
Delta for 170 CE is 0.6
Historical price for 170 CE is as follows
On 27 May SAMMAANCAP was trading at 173.32. The strike last trading price was 10.02, which was 4.02 higher than the previous day. The implied volatity was 37.56, the open interest changed by -93 which decreased total open position to 876
On 26 May SAMMAANCAP was trading at 167.71. The strike last trading price was 6.65, which was -0.35 lower than the previous day. The implied volatity was 34, the open interest changed by 86 which increased total open position to 969
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 7.14, which was 2.14 higher than the previous day. The implied volatity was 34.93, the open interest changed by 146 which increased total open position to 882
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 5.2, which was 2.2 higher than the previous day. The implied volatity was 38, the open interest changed by 261 which increased total open position to 733
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 2.83, which was 0.83 higher than the previous day. The implied volatity was 37.37, the open interest changed by 316 which increased total open position to 470
On 20 May SAMMAANCAP was trading at 141.80. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 49.82, the open interest changed by 50 which increased total open position to 155
On 19 May SAMMAANCAP was trading at 138.25. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 51.76, the open interest changed by 66 which increased total open position to 104
On 18 May SAMMAANCAP was trading at 139.64. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 47.4, the open interest changed by 15 which increased total open position to 38
On 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 2.11, which was -0.04 lower than the previous day. The implied volatity was 46.97, the open interest changed by 7 which increased total open position to 23
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 2.21, which was 0.84 higher than the previous day. The implied volatity was 47.02, the open interest changed by 12 which increased total open position to 15
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 1.4, which was -1.75 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 1
On 12 May SAMMAANCAP was trading at 139.41. The strike last trading price was 3.15, 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 2
On 11 May SAMMAANCAP was trading at 145.05. The strike last trading price was 3.15, which was 0.75 higher than the previous day. The implied volatity was 0, 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 -, 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 27 Apr SAMMAANCAP was trading at 143.40. 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 24 Apr SAMMAANCAP was trading at 143.53. 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 23 Apr SAMMAANCAP was trading at 146.70. 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 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 4.38, 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 4.87, 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 8, 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 6.95, 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 7.09, the open interest changed by 0 which decreased total open position to 0
| SAMMAANCAP 30-Jun-2026 (33d) 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0
Theta: -0.08
Gamma: 0.02186
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 173.32 | 5.05 | -1.65 (-24.63%) | 32.97 | 987 | 312 | 814 |
| 26 May | 167.71 | 6.58 | -0.63 (-8.74%) | 29.13 | 569 | 351 | 502 |
| 25 May | 168.56 | 6.93 | -20.11 (-74.37%) | 31.29 | 282 | 152 | 152 |
| 22 May | 161.46 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 154.26 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 141.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 138.25 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 139.64 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 142.67 | 0 | -27.04 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 143.13 | 0 | -27.04 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 139.99 | 0 | -27.04 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 139.41 | 0 | -27.04 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 145.05 | 0 | -27.04 (-100.00%) | 0 | 0 | 0 | 0 |
| 29 Apr | 141.09 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 143.36 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 143.40 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 143.53 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 146.70 | - | - | - | 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 | 27.04 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 153.55 | 27.04 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 152.70 | 27.04 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 145.18 | 27.04 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 147.40 | 27.04 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 146.95 | 27.04 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 170 expiring on 30JUN2026
Delta for 170 PE is -0.39
Historical price for 170 PE is as follows
On 27 May SAMMAANCAP was trading at 173.32. The strike last trading price was 5.05, which was -1.65 lower than the previous day. The implied volatity was 32.97, the open interest changed by 312 which increased total open position to 814
On 26 May SAMMAANCAP was trading at 167.71. The strike last trading price was 6.58, which was -0.63 lower than the previous day. The implied volatity was 29.13, the open interest changed by 351 which increased total open position to 502
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 6.93, which was -20.11 lower than the previous day. The implied volatity was 31.29, the open interest changed by 152 which increased total open position to 152
On 22 May SAMMAANCAP was trading at 161.46. 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 May SAMMAANCAP was trading at 154.26. 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 20 May SAMMAANCAP was trading at 141.80. 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 19 May SAMMAANCAP was trading at 138.25. 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 18 May SAMMAANCAP was trading at 139.64. 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 15 May SAMMAANCAP was trading at 142.67. The strike last trading price was 0, which was -27.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SAMMAANCAP was trading at 143.13. The strike last trading price was 0, which was -27.04 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SAMMAANCAP was trading at 139.99. The strike last trading price was 0, which was -27.04 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 -27.04 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 -27.04 lower than the previous day. The implied volatity was 0, 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 -, 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 27 Apr SAMMAANCAP was trading at 143.40. 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 24 Apr SAMMAANCAP was trading at 143.53. 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 23 Apr SAMMAANCAP was trading at 146.70. 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 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 27.04, 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 27.04, 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 27.04, 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 27.04, 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 27.04, 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 27.04, 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
