SAMMAANCAP Sammaan Capital Limited
OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30
Sammaan Capital Limited — on this desk since 28 Nov 2014.
implied move
—
futures
no read
price or open interest did not move enough to say
basis
—
option prices
—
not enough history yet
Option chain
as of Tue 30 Jun 15:30
No option rows on this session.
No move could be read from the options for this session.
Open interest
as of Tue 30 Jun 15:30
No read: price or open interest did not move enough to say.
This stock has no settled cases of this class yet.
Basis, rollover and the ban
as of Tue 30 Jun 15:30
No basis on this session.
Not in the F&O ban this session.
Implied volatility
as of Tue 30 Jun 15:30
No move could be read from the options for this session; over the sessions the desk holds it ranged 1.5–10.6%.
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Implied and realised around results
as of Tue 30 Jun 15:30
No results meeting with an option chain on its eve yet.
The futures, session by session
as of Tue 30 Jun 15:30
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Tue 30 Jun | no read | — | — | |
| Mon 29 Jun | no read | — | — | |
| Thu 25 Jun | long unwind | 2.8% | -0.16% | |
| Wed 24 Jun | long unwind | 4.2% | 0.13% | |
| Tue 23 Jun | long unwind | 4.3% | -0.06% | |
| Mon 22 Jun | short cover | 5.0% | 0.01% | |
| Fri 19 Jun | long unwind | 5.7% | 0.06% | |
| Thu 18 Jun | long unwind | 5.8% | 0.44% | |
| Wed 17 Jun | long unwind | 6.9% | 0.51% | |
| Tue 16 Jun | long unwind | 6.8% | 0.43% | |
| Mon 15 Jun | short cover | 7.1% | 0.28% | |
| Fri 12 Jun | long build | 7.2% | 0.67% | |
| Thu 11 Jun | short build | 7.1% | 0.46% | |
| Wed 10 Jun | long unwind | 8.4% | 0.38% | |
| Tue 9 Jun | long build | 7.8% | 0.71% | |
| Mon 8 Jun | short build | 8.3% | 0.46% | |
| Fri 5 Jun | short cover | 8.7% | 0.62% | |
| Thu 4 Jun | short cover | 8.2% | 0.91% | |
| Wed 3 Jun | long unwind | 8.7% | 0.47% | |
| Tue 2 Jun | short cover | 8.3% | 0.91% |
After a name entered or left the ban
as of Tue 30 Jun 15:30
- This stock, on entering the ban: 27 of 64 times the close 5 sessions later was higher.
- This stock, on leaving it: 30 of 65 times the close 5 sessions later was higher.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
as of Tue 30 Jun 15:30
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.