AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 7700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 3.34
Theta: -8.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 655.2 | 29.85 | 43.60 | 2 | -1 | 205 | |||||||||
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| 14 Sept | 7936.00 | 355 | 12.15 | 29.30 | 120 | -44 | 247 | |||||||||
| 17 Aug | 6895.00 | 914 | 0 | 6.46 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7700 expiring on 30SEP2025
Delta for 7700 CE is 0.85
Historical price for 7700 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 655.2, which was 29.85 higher than the previous day. The implied volatity was 43.60, the open interest changed by -1 which decreased total open position to 205
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 355, which was 12.15 higher than the previous day. The implied volatity was 29.30, the open interest changed by -44 which decreased total open position to 247
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 914, which was 0 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
| AMBER 30SEP2025 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 2.37
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 21.25 | -9.5 | 33.65 | 229 | -20 | 423 |
| 14 Sept | 7936.00 | 103.75 | -27.35 | 29.98 | 243 | 3 | 282 |
| 17 Aug | 6895.00 | 572.4 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 7700 expiring on 30SEP2025
Delta for 7700 PE is -0.09
Historical price for 7700 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 21.25, which was -9.5 lower than the previous day. The implied volatity was 33.65, the open interest changed by -20 which decreased total open position to 423
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 103.75, which was -27.35 lower than the previous day. The implied volatity was 29.98, the open interest changed by 3 which increased total open position to 282
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 572.4, 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
