AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 7600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 2.47
Theta: -6.40
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 733.8 | 53.25 | 40.62 | 6 | -6 | 125 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 7936.00 | 427.5 | 7.5 | 28.96 | 11 | -3 | 168 | |||||||||
| 17 Aug | 6895.00 | 270 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7600 expiring on 30SEP2025
Delta for 7600 CE is 0.90
Historical price for 7600 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 733.8, which was 53.25 higher than the previous day. The implied volatity was 40.62, the open interest changed by -6 which decreased total open position to 125
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 427.5, which was 7.5 higher than the previous day. The implied volatity was 28.96, the open interest changed by -3 which decreased total open position to 168
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| AMBER 30SEP2025 7600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 1.93
Theta: -2.96
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 16.25 | -6.2 | 35.55 | 264 | 45 | 425 |
| 14 Sept | 7936.00 | 74.15 | -20.6 | 29.82 | 165 | 16 | 442 |
| 17 Aug | 6895.00 | 1253.4 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 7600 expiring on 30SEP2025
Delta for 7600 PE is -0.07
Historical price for 7600 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 16.25, which was -6.2 lower than the previous day. The implied volatity was 35.55, the open interest changed by 45 which increased total open position to 425
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 74.15, which was -20.6 lower than the previous day. The implied volatity was 29.82, the open interest changed by 16 which increased total open position to 442
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 1253.4, 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
