AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 7300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 2.81
Theta: -10.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 1060 | 86.6 | 65.41 | 50 | -30 | 165 | |||||||||
| 14 Sept | 7936.00 | 685 | 17.65 | 32.64 | 6 | 0 | 180 | |||||||||
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| 17 Aug | 6895.00 | 1140.3 | 0 | 3.00 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7300 expiring on 30SEP2025
Delta for 7300 CE is 0.88
Historical price for 7300 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 1060, which was 86.6 higher than the previous day. The implied volatity was 65.41, the open interest changed by -30 which decreased total open position to 165
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 685, which was 17.65 higher than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 180
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 1140.3, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
| AMBER 30SEP2025 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.95
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 6.6 | -2.45 | 40.01 | 154 | -45 | 376 |
| 14 Sept | 7936.00 | 31.95 | -10.8 | 32.75 | 138 | -14 | 336 |
| 17 Aug | 6895.00 | 402.75 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 7300 expiring on 30SEP2025
Delta for 7300 PE is -0.03
Historical price for 7300 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 6.6, which was -2.45 lower than the previous day. The implied volatity was 40.01, the open interest changed by -45 which decreased total open position to 376
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 31.95, which was -10.8 lower than the previous day. The implied volatity was 32.75, the open interest changed by -14 which decreased total open position to 336
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 402.75, 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
