[--[65.84.65.76]--]

SAMMAANCAP

Sammaan Capital Limited
147.77 -1.92 (-1.28%)
L: 147.21 H: 150.7

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Historical option data for SAMMAANCAP

05 Dec 2025 02:48 PM IST
SAMMAANCAP 30-DEC-2025 170 CE
Delta: 0.06
Vega: 0.05
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 147.77 0.33 -0.28 32.33 16 -13 1,167
4 Dec 149.69 0.62 -0.07 34.37 18 -6 1,180
3 Dec 153.47 0.63 0.01 28.02 16 -4 1,186
2 Dec 150.00 0.59 -0.17 32.21 17 -4 1,194
1 Dec 152.53 0.81 -0.63 31.20 46 -34 1,199
28 Nov 153.76 1.47 -0.28 32.17 648 152 1,233
27 Nov 155.49 1.75 -0.84 32.67 488 68 1,079
26 Nov 156.79 2.38 0.88 33.47 2,272 441 1,004
25 Nov 151.74 1.5 -0.5 32.70 45 27 562
24 Nov 152.29 2 -2.3 37.28 15 4 535
21 Nov 158.91 4.3 0.57 38.10 14 -2 532
20 Nov 157.02 3.6 -1.92 37.80 49 -9 533
19 Nov 159.55 5.4 -13.1 43.44 1,188 535 541
18 Nov 182.76 18.5 2 - 0 -1 0
17 Nov 183.66 18.5 2 35.19 1 0 7
14 Nov 176.14 16.5 -1.4 - 0 1 0
13 Nov 178.33 16.5 -1.4 43.34 1 0 6
12 Nov 176.97 17.9 -3.6 - 0 0 0
11 Nov 176.36 17.9 -3.6 - 0 1 0
10 Nov 179.24 17.9 -3.6 40.22 2 0 5
7 Nov 185.41 21.5 -2.4 38.65 3 2 4
6 Nov 185.30 23.9 8.1 47.71 2 0 0
4 Nov 186.22 15.8 0 - 0 0 0
3 Nov 189.93 15.8 0 - 0 0 0
31 Oct 188.59 15.8 0 - 0 0 0
29 Oct 184.04 15.8 0 - 0 0 0
28 Oct 187.26 15.8 0 - 0 0 0
27 Oct 188.63 15.8 0 - 0 0 0
23 Oct 174.40 15.8 0 - 0 0 0
21 Oct 175.12 15.8 0 - 0 0 0
20 Oct 171.99 15.8 0 - 0 0 0
17 Oct 166.76 15.8 0 - 0 0 0
16 Oct 166.89 15.8 0 - 0 0 0
15 Oct 164.98 15.8 0 - 0 0 0
14 Oct 164.77 15.8 0 - 0 0 0
13 Oct 162.41 15.8 0 - 0 0 0
10 Oct 162.22 15.8 0 1.82 0 0 0
9 Oct 161.06 15.8 0 - 0 0 0
8 Oct 159.08 15.8 0 3.04 0 0 0
7 Oct 163.09 15.8 0 - 0 0 0
6 Oct 159.94 15.8 0 - 0 0 0
3 Oct 165.03 15.8 0 1.80 0 0 0


For Sammaan Capital Limited - strike price 170 expiring on 30DEC2025

Delta for 170 CE is 0.06

Historical price for 170 CE is as follows

On 5 Dec SAMMAANCAP was trading at 147.77. The strike last trading price was 0.33, which was -0.28 lower than the previous day. The implied volatity was 32.33, the open interest changed by -13 which decreased total open position to 1167


On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 0.62, which was -0.07 lower than the previous day. The implied volatity was 34.37, the open interest changed by -6 which decreased total open position to 1180


On 3 Dec SAMMAANCAP was trading at 153.47. The strike last trading price was 0.63, which was 0.01 higher than the previous day. The implied volatity was 28.02, the open interest changed by -4 which decreased total open position to 1186


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 0.59, which was -0.17 lower than the previous day. The implied volatity was 32.21, the open interest changed by -4 which decreased total open position to 1194


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 0.81, which was -0.63 lower than the previous day. The implied volatity was 31.20, the open interest changed by -34 which decreased total open position to 1199


On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 1.47, which was -0.28 lower than the previous day. The implied volatity was 32.17, the open interest changed by 152 which increased total open position to 1233


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 1.75, which was -0.84 lower than the previous day. The implied volatity was 32.67, the open interest changed by 68 which increased total open position to 1079


On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 2.38, which was 0.88 higher than the previous day. The implied volatity was 33.47, the open interest changed by 441 which increased total open position to 1004


On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 32.70, the open interest changed by 27 which increased total open position to 562


On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 2, which was -2.3 lower than the previous day. The implied volatity was 37.28, the open interest changed by 4 which increased total open position to 535


On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 4.3, which was 0.57 higher than the previous day. The implied volatity was 38.10, the open interest changed by -2 which decreased total open position to 532


On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 3.6, which was -1.92 lower than the previous day. The implied volatity was 37.80, the open interest changed by -9 which decreased total open position to 533


On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 5.4, which was -13.1 lower than the previous day. The implied volatity was 43.44, the open interest changed by 535 which increased total open position to 541


On 18 Nov SAMMAANCAP was trading at 182.76. The strike last trading price was 18.5, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 17 Nov SAMMAANCAP was trading at 183.66. The strike last trading price was 18.5, which was 2 higher than the previous day. The implied volatity was 35.19, the open interest changed by 0 which decreased total open position to 7


On 14 Nov SAMMAANCAP was trading at 176.14. The strike last trading price was 16.5, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov SAMMAANCAP was trading at 178.33. The strike last trading price was 16.5, which was -1.4 lower than the previous day. The implied volatity was 43.34, the open interest changed by 0 which decreased total open position to 6


On 12 Nov SAMMAANCAP was trading at 176.97. The strike last trading price was 17.9, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SAMMAANCAP was trading at 176.36. The strike last trading price was 17.9, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov SAMMAANCAP was trading at 179.24. The strike last trading price was 17.9, which was -3.6 lower than the previous day. The implied volatity was 40.22, the open interest changed by 0 which decreased total open position to 5


On 7 Nov SAMMAANCAP was trading at 185.41. The strike last trading price was 21.5, which was -2.4 lower than the previous day. The implied volatity was 38.65, the open interest changed by 2 which increased total open position to 4


On 6 Nov SAMMAANCAP was trading at 185.30. The strike last trading price was 23.9, which was 8.1 higher than the previous day. The implied volatity was 47.71, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SAMMAANCAP was trading at 186.22. The strike last trading price was 15.8, 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 Nov SAMMAANCAP was trading at 189.93. The strike last trading price was 15.8, 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 31 Oct SAMMAANCAP was trading at 188.59. The strike last trading price was 15.8, 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 Oct SAMMAANCAP was trading at 184.04. The strike last trading price was 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, which was 0 lower than the previous day. The implied volatity was 1.82, 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 15.8, 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 15.8, which was 0 lower than the previous day. The implied volatity was 3.04, 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 15.8, 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 15.8, 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 15.8, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


SAMMAANCAP 30DEC2025 170 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 147.77 21 4.15 - 1 0 412
4 Dec 149.69 16.56 0.56 - 0 0 0
3 Dec 153.47 16.56 0.56 34.20 3 0 412
2 Dec 150.00 16 -0.56 - 0 -1 0
1 Dec 152.53 16 -0.56 - 1 0 413
28 Nov 153.76 16.57 0.99 38.73 29 -2 413
27 Nov 155.49 15.58 1.16 35.27 20 2 416
26 Nov 156.79 14.31 -4.68 35.67 186 4 414
25 Nov 151.74 18.99 0.99 47.27 25 7 410
24 Nov 152.29 18 6 35.57 15 -7 406
21 Nov 158.91 12 -3.51 29.48 6 -1 413
20 Nov 157.02 15.03 1.67 37.16 21 -6 414
19 Nov 159.55 15 11.98 42.93 910 261 420
18 Nov 182.76 3 -0.31 34.65 15 4 158
17 Nov 183.66 3.27 -2.35 37.51 108 72 154
14 Nov 176.14 5.62 0.29 37.46 71 20 81
13 Nov 178.33 5.33 -0.44 38.58 12 2 61
12 Nov 176.97 5.77 -0.32 38.90 30 16 54
11 Nov 176.36 6.09 1.69 39.43 32 31 37
10 Nov 179.24 4.4 0.25 - 0 0 0
7 Nov 185.41 4.4 0.25 - 0 1 0
6 Nov 185.30 4.4 0.25 41.35 1 0 5
4 Nov 186.22 4.15 0.75 40.51 2 1 4
3 Nov 189.93 3.4 -2.1 40.16 1 0 2
31 Oct 188.59 5.5 -0.5 - 1 0 1
29 Oct 184.04 6 -16.4 - 0 0 1
28 Oct 187.26 6 -16.4 - 1 0 1
27 Oct 188.63 6 -16.4 - 1 0 1
23 Oct 174.40 22.4 0 - 0 0 0
21 Oct 175.12 22.4 0 - 0 0 0
20 Oct 171.99 22.4 0 - 0 0 0
17 Oct 166.76 22.4 0 - 0 0 0
16 Oct 166.89 22.4 0 - 0 0 0
15 Oct 164.98 22.4 0 - 0 0 0
14 Oct 164.77 22.4 0 - 0 0 0
13 Oct 162.41 22.4 0 - 0 0 0
10 Oct 162.22 22.4 0 - 0 0 0
9 Oct 161.06 22.4 0 - 0 0 0
8 Oct 159.08 22.4 0 - 0 0 0
7 Oct 163.09 22.4 0 - 0 0 0
6 Oct 159.94 0 0 - 0 0 0
3 Oct 165.03 0 0 - 0 0 0


For Sammaan Capital Limited - strike price 170 expiring on 30DEC2025

Delta for 170 PE is -

Historical price for 170 PE is as follows

On 5 Dec SAMMAANCAP was trading at 147.77. The strike last trading price was 21, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 412


On 4 Dec SAMMAANCAP was trading at 149.69. The strike last trading price was 16.56, which was 0.56 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 16.56, which was 0.56 higher than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 412


On 2 Dec SAMMAANCAP was trading at 150.00. The strike last trading price was 16, which was -0.56 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 1 Dec SAMMAANCAP was trading at 152.53. The strike last trading price was 16, which was -0.56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 413


On 28 Nov SAMMAANCAP was trading at 153.76. The strike last trading price was 16.57, which was 0.99 higher than the previous day. The implied volatity was 38.73, the open interest changed by -2 which decreased total open position to 413


On 27 Nov SAMMAANCAP was trading at 155.49. The strike last trading price was 15.58, which was 1.16 higher than the previous day. The implied volatity was 35.27, the open interest changed by 2 which increased total open position to 416


On 26 Nov SAMMAANCAP was trading at 156.79. The strike last trading price was 14.31, which was -4.68 lower than the previous day. The implied volatity was 35.67, the open interest changed by 4 which increased total open position to 414


On 25 Nov SAMMAANCAP was trading at 151.74. The strike last trading price was 18.99, which was 0.99 higher than the previous day. The implied volatity was 47.27, the open interest changed by 7 which increased total open position to 410


On 24 Nov SAMMAANCAP was trading at 152.29. The strike last trading price was 18, which was 6 higher than the previous day. The implied volatity was 35.57, the open interest changed by -7 which decreased total open position to 406


On 21 Nov SAMMAANCAP was trading at 158.91. The strike last trading price was 12, which was -3.51 lower than the previous day. The implied volatity was 29.48, the open interest changed by -1 which decreased total open position to 413


On 20 Nov SAMMAANCAP was trading at 157.02. The strike last trading price was 15.03, which was 1.67 higher than the previous day. The implied volatity was 37.16, the open interest changed by -6 which decreased total open position to 414


On 19 Nov SAMMAANCAP was trading at 159.55. The strike last trading price was 15, which was 11.98 higher than the previous day. The implied volatity was 42.93, the open interest changed by 261 which increased total open position to 420


On 18 Nov SAMMAANCAP was trading at 182.76. The strike last trading price was 3, which was -0.31 lower than the previous day. The implied volatity was 34.65, the open interest changed by 4 which increased total open position to 158


On 17 Nov SAMMAANCAP was trading at 183.66. The strike last trading price was 3.27, which was -2.35 lower than the previous day. The implied volatity was 37.51, the open interest changed by 72 which increased total open position to 154


On 14 Nov SAMMAANCAP was trading at 176.14. The strike last trading price was 5.62, which was 0.29 higher than the previous day. The implied volatity was 37.46, the open interest changed by 20 which increased total open position to 81


On 13 Nov SAMMAANCAP was trading at 178.33. The strike last trading price was 5.33, which was -0.44 lower than the previous day. The implied volatity was 38.58, the open interest changed by 2 which increased total open position to 61


On 12 Nov SAMMAANCAP was trading at 176.97. The strike last trading price was 5.77, which was -0.32 lower than the previous day. The implied volatity was 38.90, the open interest changed by 16 which increased total open position to 54


On 11 Nov SAMMAANCAP was trading at 176.36. The strike last trading price was 6.09, which was 1.69 higher than the previous day. The implied volatity was 39.43, the open interest changed by 31 which increased total open position to 37


On 10 Nov SAMMAANCAP was trading at 179.24. The strike last trading price was 4.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SAMMAANCAP was trading at 185.41. The strike last trading price was 4.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov SAMMAANCAP was trading at 185.30. The strike last trading price was 4.4, which was 0.25 higher than the previous day. The implied volatity was 41.35, the open interest changed by 0 which decreased total open position to 5


On 4 Nov SAMMAANCAP was trading at 186.22. The strike last trading price was 4.15, which was 0.75 higher than the previous day. The implied volatity was 40.51, the open interest changed by 1 which increased total open position to 4


On 3 Nov SAMMAANCAP was trading at 189.93. The strike last trading price was 3.4, which was -2.1 lower than the previous day. The implied volatity was 40.16, the open interest changed by 0 which decreased total open position to 2


On 31 Oct SAMMAANCAP was trading at 188.59. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Oct SAMMAANCAP was trading at 184.04. The strike last trading price was 6, which was -16.4 lower 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 6, which was -16.4 lower 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 6, which was -16.4 lower 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 22.4, 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 -, the open interest changed by 0 which decreased total open position to 0