AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 3.23
Theta: -10.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 867.65 | 59 | 57.68 | 8 | 2 | 641 | |||||||||
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| 14 Sept | 7936.00 | 519.35 | 30.6 | 32.60 | 39 | -26 | 837 | |||||||||
| 17 Aug | 6895.00 | 135 | -35 | 32.47 | 8 | 1 | 33 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7500 expiring on 30SEP2025
Delta for 7500 CE is 0.86
Historical price for 7500 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 867.65, which was 59 higher than the previous day. The implied volatity was 57.68, the open interest changed by 2 which increased total open position to 641
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 519.35, which was 30.6 higher than the previous day. The implied volatity was 32.60, the open interest changed by -26 which decreased total open position to 837
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 135, which was -35 lower than the previous day. The implied volatity was 32.47, the open interest changed by 1 which increased total open position to 33
| AMBER 30SEP2025 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 1.47
Theta: -2.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 11 | -5 | 36.34 | 308 | -41 | 775 |
| 14 Sept | 7936.00 | 53.3 | -18.85 | 30.14 | 277 | 0 | 965 |
| 17 Aug | 6895.00 | 483.2 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 7500 expiring on 30SEP2025
Delta for 7500 PE is -0.05
Historical price for 7500 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 11, which was -5 lower than the previous day. The implied volatity was 36.34, the open interest changed by -41 which decreased total open position to 775
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 53.3, which was -18.85 lower than the previous day. The implied volatity was 30.14, the open interest changed by 0 which decreased total open position to 965
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 483.2, 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
