Historical option data for SAMMAANCAP
12 Jun 2026 04:10 PM IST
| SAMMAANCAP 30-Jun-2026 (16d) 170 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0
Theta: -0.17
Gamma: 0.02293
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 174.42 | 9.3 | 3.3 (55.00%) | 41.51 | 1,371 | -74 | 834 | |||||||||
| 11 Jun | 167.97 | 5.89 | -4.11 (-41.10%) | 42.31 | 875 | 210 | 888 | |||||||||
| 10 Jun | 174.02 | 10 | -5 (-33.33%) | 46.95 | 65 | -13 | 678 | |||||||||
| 9 Jun | 180.65 | 15 | 3 (25.00%) | 44.97 | 36 | 8 | 691 | |||||||||
| 8 Jun | 176.73 | 10.83 | -7.17 (-39.83%) | 41 | 122 | -5 | 683 | |||||||||
| 5 Jun | 184.28 | 17.97 | 0.97 (5.71%) | 45.96 | 217 | -37 | 690 | |||||||||
| 4 Jun | 183.12 | 17.45 | 4.45 (34.23%) | 43.9 | 163 | -26 | 728 | |||||||||
| 3 Jun | 177.92 | 11.24 | -2.76 (-19.71%) | 36.46 | 215 | -10 | 754 | |||||||||
| 2 Jun | 178.91 | 13.59 | 1.59 (13.25%) | 40.68 | 228 | -33 | 767 | |||||||||
| 1 Jun | 177.35 | 12.61 | -0.39 (-3.00%) | 38.57 | 225 | -23 | 800 | |||||||||
| 29 May | 177.01 | 13.59 | 3.59 (35.90%) | 41.95 | 570 | -53 | 823 | |||||||||
| 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 0.64
Historical price for 170 CE is as follows
On 12 Jun SAMMAANCAP was trading at 174.42. The strike last trading price was 9.3, which was 3.3 higher than the previous day. The implied volatity was 41.51, the open interest changed by -74 which decreased total open position to 834
On 11 Jun SAMMAANCAP was trading at 167.97. The strike last trading price was 5.89, which was -4.11 lower than the previous day. The implied volatity was 42.31, the open interest changed by 210 which increased total open position to 888
On 10 Jun SAMMAANCAP was trading at 174.02. The strike last trading price was 10, which was -5 lower than the previous day. The implied volatity was 46.95, the open interest changed by -13 which decreased total open position to 678
On 9 Jun SAMMAANCAP was trading at 180.65. The strike last trading price was 15, which was 3 higher than the previous day. The implied volatity was 44.97, the open interest changed by 8 which increased total open position to 691
On 8 Jun SAMMAANCAP was trading at 176.73. The strike last trading price was 10.83, which was -7.17 lower than the previous day. The implied volatity was 41, the open interest changed by -5 which decreased total open position to 683
On 5 Jun SAMMAANCAP was trading at 184.28. The strike last trading price was 17.97, which was 0.97 higher than the previous day. The implied volatity was 45.96, the open interest changed by -37 which decreased total open position to 690
On 4 Jun SAMMAANCAP was trading at 183.12. The strike last trading price was 17.45, which was 4.45 higher than the previous day. The implied volatity was 43.9, the open interest changed by -26 which decreased total open position to 728
On 3 Jun SAMMAANCAP was trading at 177.92. The strike last trading price was 11.24, which was -2.76 lower than the previous day. The implied volatity was 36.46, the open interest changed by -10 which decreased total open position to 754
On 2 Jun SAMMAANCAP was trading at 178.91. The strike last trading price was 13.59, which was 1.59 higher than the previous day. The implied volatity was 40.68, the open interest changed by -33 which decreased total open position to 767
On 1 Jun SAMMAANCAP was trading at 177.35. The strike last trading price was 12.61, which was -0.39 lower than the previous day. The implied volatity was 38.57, the open interest changed by -23 which decreased total open position to 800
On 29 May SAMMAANCAP was trading at 177.01. The strike last trading price was 13.59, which was 3.59 higher than the previous day. The implied volatity was 41.95, the open interest changed by -53 which decreased total open position to 823
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 (16d) 170 PE | |||||||
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Delta: -0.34
Vega: 0
Theta: -0.12
Gamma: 0.02601
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 174.42 | 3.33 | -3.1 (-48.21%) | 35.98 | 372 | 77 | 1,287 |
| 11 Jun | 167.97 | 6.49 | 1.64 (33.81%) | 37.28 | 513 | 165 | 1,210 |
| 10 Jun | 174.02 | 4.95 | 2.47 (99.60%) | 42.93 | 337 | 36 | 1,045 |
| 9 Jun | 180.65 | 2.4 | -1.46 (-37.82%) | 39.46 | 233 | 14 | 1,009 |
| 8 Jun | 176.73 | 4 | 1.8 (81.82%) | 39.98 | 418 | 4 | 995 |
| 5 Jun | 184.28 | 2.14 | -0.01 (-0.47%) | 39.21 | 686 | 13 | 991 |
| 4 Jun | 183.12 | 2.04 | -1.57 (-43.49%) | 37.33 | 549 | -22 | 978 |
| 3 Jun | 177.92 | 3.9 | 0.89 (29.57%) | 37.28 | 544 | 100 | 1,000 |
| 2 Jun | 178.91 | 3 | -0.58 (-16.20%) | 34.57 | 574 | -39 | 899 |
| 1 Jun | 177.35 | 3.27 | -0.56 (-14.62%) | 33.96 | 504 | 27 | 937 |
| 29 May | 177.01 | 3.55 | -1.48 (-29.42%) | 33.79 | 579 | 94 | 912 |
| 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 -0.34
Historical price for 170 PE is as follows
On 12 Jun SAMMAANCAP was trading at 174.42. The strike last trading price was 3.33, which was -3.1 lower than the previous day. The implied volatity was 35.98, the open interest changed by 77 which increased total open position to 1287
On 11 Jun SAMMAANCAP was trading at 167.97. The strike last trading price was 6.49, which was 1.64 higher than the previous day. The implied volatity was 37.28, the open interest changed by 165 which increased total open position to 1210
On 10 Jun SAMMAANCAP was trading at 174.02. The strike last trading price was 4.95, which was 2.47 higher than the previous day. The implied volatity was 42.93, the open interest changed by 36 which increased total open position to 1045
On 9 Jun SAMMAANCAP was trading at 180.65. The strike last trading price was 2.4, which was -1.46 lower than the previous day. The implied volatity was 39.46, the open interest changed by 14 which increased total open position to 1009
On 8 Jun SAMMAANCAP was trading at 176.73. The strike last trading price was 4, which was 1.8 higher than the previous day. The implied volatity was 39.98, the open interest changed by 4 which increased total open position to 995
On 5 Jun SAMMAANCAP was trading at 184.28. The strike last trading price was 2.14, which was -0.01 lower than the previous day. The implied volatity was 39.21, the open interest changed by 13 which increased total open position to 991
On 4 Jun SAMMAANCAP was trading at 183.12. The strike last trading price was 2.04, which was -1.57 lower than the previous day. The implied volatity was 37.33, the open interest changed by -22 which decreased total open position to 978
On 3 Jun SAMMAANCAP was trading at 177.92. The strike last trading price was 3.9, which was 0.89 higher than the previous day. The implied volatity was 37.28, the open interest changed by 100 which increased total open position to 1000
On 2 Jun SAMMAANCAP was trading at 178.91. The strike last trading price was 3, which was -0.58 lower than the previous day. The implied volatity was 34.57, the open interest changed by -39 which decreased total open position to 899
On 1 Jun SAMMAANCAP was trading at 177.35. The strike last trading price was 3.27, which was -0.56 lower than the previous day. The implied volatity was 33.96, the open interest changed by 27 which increased total open position to 937
On 29 May SAMMAANCAP was trading at 177.01. The strike last trading price was 3.55, which was -1.48 lower than the previous day. The implied volatity was 33.79, the open interest changed by 94 which increased total open position to 912
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
