SAMMAANCAP
Sammaan Capital Limited
Historical option data for SAMMAANCAP
28 Sep 2025 10:10 PM IST
| SAMMAANCAP 30SEP2025 140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.05
Theta: -0.28
Gamma: 0.07
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 137.82 | 1.35 | 0.35 | 38.91 | 27 | -13 | 801 | |||||||||
For Sammaan Capital Limited - strike price 140 expiring on 30SEP2025
Delta for 140 CE is 0.36
Historical price for 140 CE is as follows
On 28 Sept SAMMAANCAP was trading at 137.82. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 38.91, the open interest changed by -13 which decreased total open position to 801
| SAMMAANCAP 30SEP2025 140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.05
Theta: -0.21
Gamma: 0.07
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 137.82 | 3.1 | -1.35 | 34.55 | 29 | -20 | 336 |
For Sammaan Capital Limited - strike price 140 expiring on 30SEP2025
Delta for 140 PE is -0.64
Historical price for 140 PE is as follows
On 28 Sept SAMMAANCAP was trading at 137.82. The strike last trading price was 3.1, which was -1.35 lower than the previous day. The implied volatity was 34.55, the open interest changed by -20 which decreased total open position to 336
