Historical option data for SAMMAANCAP
22 Jun 2026 01:11 PM IST
| SAMMAANCAP 30-Jun-2026 (8d) 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0
Theta: -0.27
Gamma: 0.03281
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 178.23 | 6.51 | 1.51 (30.20%) | 42.3 | 477 | -22 | 1,600 | |||||||||
| 19 Jun | 174.60 | 5.37 | 0.37 (7.40%) | 41.48 | 883 | 225 | 1,635 | |||||||||
| 18 Jun | 174.40 | 5.18 | -1.82 (-26.00%) | 41.94 | 270 | 82 | 1,410 | |||||||||
| 17 Jun | 176.10 | 6.7 | -2.3 (-25.56%) | 47.11 | 42 | 6 | 1,328 | |||||||||
| 16 Jun | 180.00 | 9.4 | 0.4 (4.44%) | 45.8 | 90 | -11 | 1,323 | |||||||||
| 15 Jun | 180.75 | 8.98 | 1.98 (28.29%) | 39.3 | 629 | -485 | 1,335 | |||||||||
| 12 Jun | 174.42 | 6.72 | 2.72 (68.00%) | 42.47 | 1,102 | 300 | 1,822 | |||||||||
| 11 Jun | 167.97 | 3.8 | -3.2 (-45.71%) | 41.61 | 780 | 142 | 1,519 | |||||||||
| 10 Jun | 174.02 | 7.4 | -3.6 (-32.73%) | 46.84 | 767 | 75 | 1,376 | |||||||||
| 9 Jun | 180.65 | 11.05 | 2.05 (22.78%) | 43.17 | 160 | 23 | 1,303 | |||||||||
| 8 Jun | 176.73 | 8.87 | -5.13 (-36.64%) | 46.37 | 85 | 26 | 1,278 | |||||||||
| 5 Jun | 184.28 | 13.7 | 0.7 (5.38%) | 41.18 | 239 | -161 | 1,253 | |||||||||
| 4 Jun | 183.12 | 13.6 | 3.6 (36.00%) | 41.41 | 175 | -59 | 1,415 | |||||||||
| 3 Jun | 177.92 | 8.74 | -2.26 (-20.55%) | 38.85 | 291 | 19 | 1,474 | |||||||||
| 2 Jun | 178.91 | 10.75 | 1.75 (19.44%) | 41.94 | 141 | -78 | 1,457 | |||||||||
| 1 Jun | 177.35 | 9.3 | -0.7 (-7.00%) | 38.43 | 223 | 11 | 1,536 | |||||||||
| 29 May | 177.01 | 11.12 | 3.12 (39.00%) | 44.11 | 649 | -73 | 1,524 | |||||||||
| 27 May | 173.32 | 7.7 | 2.7 (54.00%) | 38.24 | 3,388 | 1,047 | 1,599 | |||||||||
| 26 May | 167.71 | 4.74 | -0.26 (-5.20%) | 34.77 | 639 | 74 | 556 | |||||||||
| 25 May | 168.56 | 5.47 | 1.47 (36.75%) | 36.82 | 1,385 | 249 | 481 | |||||||||
| 22 May | 161.46 | 3.86 | 1.86 (93.00%) | 38.88 | 391 | 217 | 233 | |||||||||
| 21 May | 154.26 | 2.36 | -5.64 (-70.50%) | 40.59 | 29 | 15 | 15 | |||||||||
| 21 Apr | 148.84 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 155.12 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 153.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 152.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sammaan Capital Limited - strike price 175 expiring on 30JUN2026
Delta for 175 CE is 0.63
Historical price for 175 CE is as follows
On 22 Jun SAMMAANCAP was trading at 178.23. The strike last trading price was 6.51, which was 1.51 higher than the previous day. The implied volatity was 42.3, the open interest changed by -22 which decreased total open position to 1600
On 19 Jun SAMMAANCAP was trading at 174.60. The strike last trading price was 5.37, which was 0.37 higher than the previous day. The implied volatity was 41.48, the open interest changed by 225 which increased total open position to 1635
On 18 Jun SAMMAANCAP was trading at 174.40. The strike last trading price was 5.18, which was -1.82 lower than the previous day. The implied volatity was 41.94, the open interest changed by 82 which increased total open position to 1410
On 17 Jun SAMMAANCAP was trading at 176.10. The strike last trading price was 6.7, which was -2.3 lower than the previous day. The implied volatity was 47.11, the open interest changed by 6 which increased total open position to 1328
On 16 Jun SAMMAANCAP was trading at 180.00. The strike last trading price was 9.4, which was 0.4 higher than the previous day. The implied volatity was 45.8, the open interest changed by -11 which decreased total open position to 1323
On 15 Jun SAMMAANCAP was trading at 180.75. The strike last trading price was 8.98, which was 1.98 higher than the previous day. The implied volatity was 39.3, the open interest changed by -485 which decreased total open position to 1335
On 12 Jun SAMMAANCAP was trading at 174.42. The strike last trading price was 6.72, which was 2.72 higher than the previous day. The implied volatity was 42.47, the open interest changed by 300 which increased total open position to 1822
On 11 Jun SAMMAANCAP was trading at 167.97. The strike last trading price was 3.8, which was -3.2 lower than the previous day. The implied volatity was 41.61, the open interest changed by 142 which increased total open position to 1519
On 10 Jun SAMMAANCAP was trading at 174.02. The strike last trading price was 7.4, which was -3.6 lower than the previous day. The implied volatity was 46.84, the open interest changed by 75 which increased total open position to 1376
On 9 Jun SAMMAANCAP was trading at 180.65. The strike last trading price was 11.05, which was 2.05 higher than the previous day. The implied volatity was 43.17, the open interest changed by 23 which increased total open position to 1303
On 8 Jun SAMMAANCAP was trading at 176.73. The strike last trading price was 8.87, which was -5.13 lower than the previous day. The implied volatity was 46.37, the open interest changed by 26 which increased total open position to 1278
On 5 Jun SAMMAANCAP was trading at 184.28. The strike last trading price was 13.7, which was 0.7 higher than the previous day. The implied volatity was 41.18, the open interest changed by -161 which decreased total open position to 1253
On 4 Jun SAMMAANCAP was trading at 183.12. The strike last trading price was 13.6, which was 3.6 higher than the previous day. The implied volatity was 41.41, the open interest changed by -59 which decreased total open position to 1415
On 3 Jun SAMMAANCAP was trading at 177.92. The strike last trading price was 8.74, which was -2.26 lower than the previous day. The implied volatity was 38.85, the open interest changed by 19 which increased total open position to 1474
On 2 Jun SAMMAANCAP was trading at 178.91. The strike last trading price was 10.75, which was 1.75 higher than the previous day. The implied volatity was 41.94, the open interest changed by -78 which decreased total open position to 1457
On 1 Jun SAMMAANCAP was trading at 177.35. The strike last trading price was 9.3, which was -0.7 lower than the previous day. The implied volatity was 38.43, the open interest changed by 11 which increased total open position to 1536
On 29 May SAMMAANCAP was trading at 177.01. The strike last trading price was 11.12, which was 3.12 higher than the previous day. The implied volatity was 44.11, the open interest changed by -73 which decreased total open position to 1524
On 27 May SAMMAANCAP was trading at 173.32. The strike last trading price was 7.7, which was 2.7 higher than the previous day. The implied volatity was 38.24, the open interest changed by 1047 which increased total open position to 1599
On 26 May SAMMAANCAP was trading at 167.71. The strike last trading price was 4.74, which was -0.26 lower than the previous day. The implied volatity was 34.77, the open interest changed by 74 which increased total open position to 556
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 5.47, which was 1.47 higher than the previous day. The implied volatity was 36.82, the open interest changed by 249 which increased total open position to 481
On 22 May SAMMAANCAP was trading at 161.46. The strike last trading price was 3.86, which was 1.86 higher than the previous day. The implied volatity was 38.88, the open interest changed by 217 which increased total open position to 233
On 21 May SAMMAANCAP was trading at 154.26. The strike last trading price was 2.36, which was -5.64 lower than the previous day. The implied volatity was 40.59, the open interest changed by 15 which increased total open position to 15
On 21 Apr SAMMAANCAP was trading at 148.84. 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 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 -, 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 -, 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
| SAMMAANCAP 30-Jun-2026 (8d) 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0
Theta: -0.24
Gamma: 0.03292
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 178.23 | 3 | -1.95 (-39.39%) | 42.26 | 323 | 89 | 653 |
| 19 Jun | 174.60 | 5.1 | 0.21 (4.29%) | 42.67 | 351 | -16 | 573 |
| 18 Jun | 174.40 | 4.78 | -0.31 (-6.09%) | 35.88 | 135 | -17 | 590 |
| 17 Jun | 176.10 | 5.37 | 1.91 (55.20%) | 43.22 | 134 | 4 | 607 |
| 16 Jun | 180.00 | 3.35 | -0.19 (-5.37%) | 41.71 | 103 | 7 | 605 |
| 15 Jun | 180.75 | 3.47 | -2.34 (-40.28%) | 40.52 | 224 | -18 | 602 |
| 12 Jun | 174.42 | 5.5 | -4.23 (-43.47%) | 35.82 | 109 | 4 | 621 |
| 11 Jun | 167.97 | 9.68 | 2.46 (34.07%) | 37.82 | 141 | 34 | 619 |
| 10 Jun | 174.02 | 7.03 | 3.09 (78.43%) | 42.45 | 296 | 48 | 587 |
| 9 Jun | 180.65 | 3.96 | -1.89 (-32.31%) | 39.54 | 240 | 66 | 540 |
| 8 Jun | 176.73 | 6.4 | 2.89 (82.34%) | 41.64 | 321 | -6 | 475 |
| 5 Jun | 184.28 | 3.44 | -0.05 (-1.43%) | 39.08 | 318 | -5 | 483 |
| 4 Jun | 183.12 | 3.35 | -2.41 (-41.84%) | 37.05 | 303 | -21 | 487 |
| 3 Jun | 177.92 | 6.24 | 1.33 (27.09%) | 38.69 | 347 | 15 | 507 |
| 2 Jun | 178.91 | 4.93 | -0.61 (-11.01%) | 35.71 | 315 | 30 | 494 |
| 1 Jun | 177.35 | 5.22 | -0.61 (-10.46%) | 34.05 | 223 | 24 | 465 |
| 29 May | 177.01 | 5.5 | -2 (-26.67%) | 33.88 | 308 | 53 | 444 |
| 27 May | 173.32 | 7.77 | -2.63 (-25.29%) | 34.46 | 1,039 | 123 | 388 |
| 26 May | 167.71 | 10.4 | 0.2 (1.96%) | 30.62 | 48 | 21 | 265 |
| 25 May | 168.56 | 10.4 | -20.2 (-66.01%) | 33.89 | 404 | 245 | 245 |
| 22 May | 161.46 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 154.26 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 148.84 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 155.12 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 153.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 152.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sammaan Capital Limited - strike price 175 expiring on 30JUN2026
Delta for 175 PE is -0.37
Historical price for 175 PE is as follows
On 22 Jun SAMMAANCAP was trading at 178.23. The strike last trading price was 3, which was -1.95 lower than the previous day. The implied volatity was 42.26, the open interest changed by 89 which increased total open position to 653
On 19 Jun SAMMAANCAP was trading at 174.60. The strike last trading price was 5.1, which was 0.21 higher than the previous day. The implied volatity was 42.67, the open interest changed by -16 which decreased total open position to 573
On 18 Jun SAMMAANCAP was trading at 174.40. The strike last trading price was 4.78, which was -0.31 lower than the previous day. The implied volatity was 35.88, the open interest changed by -17 which decreased total open position to 590
On 17 Jun SAMMAANCAP was trading at 176.10. The strike last trading price was 5.37, which was 1.91 higher than the previous day. The implied volatity was 43.22, the open interest changed by 4 which increased total open position to 607
On 16 Jun SAMMAANCAP was trading at 180.00. The strike last trading price was 3.35, which was -0.19 lower than the previous day. The implied volatity was 41.71, the open interest changed by 7 which increased total open position to 605
On 15 Jun SAMMAANCAP was trading at 180.75. The strike last trading price was 3.47, which was -2.34 lower than the previous day. The implied volatity was 40.52, the open interest changed by -18 which decreased total open position to 602
On 12 Jun SAMMAANCAP was trading at 174.42. The strike last trading price was 5.5, which was -4.23 lower than the previous day. The implied volatity was 35.82, the open interest changed by 4 which increased total open position to 621
On 11 Jun SAMMAANCAP was trading at 167.97. The strike last trading price was 9.68, which was 2.46 higher than the previous day. The implied volatity was 37.82, the open interest changed by 34 which increased total open position to 619
On 10 Jun SAMMAANCAP was trading at 174.02. The strike last trading price was 7.03, which was 3.09 higher than the previous day. The implied volatity was 42.45, the open interest changed by 48 which increased total open position to 587
On 9 Jun SAMMAANCAP was trading at 180.65. The strike last trading price was 3.96, which was -1.89 lower than the previous day. The implied volatity was 39.54, the open interest changed by 66 which increased total open position to 540
On 8 Jun SAMMAANCAP was trading at 176.73. The strike last trading price was 6.4, which was 2.89 higher than the previous day. The implied volatity was 41.64, the open interest changed by -6 which decreased total open position to 475
On 5 Jun SAMMAANCAP was trading at 184.28. The strike last trading price was 3.44, which was -0.05 lower than the previous day. The implied volatity was 39.08, the open interest changed by -5 which decreased total open position to 483
On 4 Jun SAMMAANCAP was trading at 183.12. The strike last trading price was 3.35, which was -2.41 lower than the previous day. The implied volatity was 37.05, the open interest changed by -21 which decreased total open position to 487
On 3 Jun SAMMAANCAP was trading at 177.92. The strike last trading price was 6.24, which was 1.33 higher than the previous day. The implied volatity was 38.69, the open interest changed by 15 which increased total open position to 507
On 2 Jun SAMMAANCAP was trading at 178.91. The strike last trading price was 4.93, which was -0.61 lower than the previous day. The implied volatity was 35.71, the open interest changed by 30 which increased total open position to 494
On 1 Jun SAMMAANCAP was trading at 177.35. The strike last trading price was 5.22, which was -0.61 lower than the previous day. The implied volatity was 34.05, the open interest changed by 24 which increased total open position to 465
On 29 May SAMMAANCAP was trading at 177.01. The strike last trading price was 5.5, which was -2 lower than the previous day. The implied volatity was 33.88, the open interest changed by 53 which increased total open position to 444
On 27 May SAMMAANCAP was trading at 173.32. The strike last trading price was 7.77, which was -2.63 lower than the previous day. The implied volatity was 34.46, the open interest changed by 123 which increased total open position to 388
On 26 May SAMMAANCAP was trading at 167.71. The strike last trading price was 10.4, which was 0.2 higher than the previous day. The implied volatity was 30.62, the open interest changed by 21 which increased total open position to 265
On 25 May SAMMAANCAP was trading at 168.56. The strike last trading price was 10.4, which was -20.2 lower than the previous day. The implied volatity was 33.89, the open interest changed by 245 which increased total open position to 245
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 21 Apr SAMMAANCAP was trading at 148.84. 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 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 -, 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 -, 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
