AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 7800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 3.31
Theta: -7.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 8286.50 | 547 | 2 | 35.72 | 18 | 2 | 211 | |||||||||
| 14 Sept | 7936.00 | 291 | 6.15 | 28.94 | 514 | -78 | 316 | |||||||||
| 17 Aug | 6895.00 | 501.85 | 0 | 7.30 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7800 expiring on 30SEP2025
Delta for 7800 CE is 0.85
Historical price for 7800 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 547, which was 2 higher than the previous day. The implied volatity was 35.72, the open interest changed by 2 which increased total open position to 211
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 291, which was 6.15 higher than the previous day. The implied volatity was 28.94, the open interest changed by -78 which decreased total open position to 316
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 501.85, which was 0 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
| AMBER 30SEP2025 7800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 2.97
Theta: -4.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 30 | -11.1 | 32.54 | 359 | -27 | 582 |
| 14 Sept | 7936.00 | 139.05 | -30.2 | 29.92 | 398 | 13 | 293 |
| 17 Aug | 6895.00 | 1390.4 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 7800 expiring on 30SEP2025
Delta for 7800 PE is -0.13
Historical price for 7800 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 30, which was -11.1 lower than the previous day. The implied volatity was 32.54, the open interest changed by -27 which decreased total open position to 582
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 139.05, which was -30.2 lower than the previous day. The implied volatity was 29.92, the open interest changed by 13 which increased total open position to 293
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 1390.4, 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
