AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 7900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 3.70
Theta: -7.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 450 | 4 | 31.87 | 12 | -9 | 149 | |||||||||
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| 14 Sept | 7936.00 | 237.05 | 3.6 | 29.72 | 1,818 | -46 | 449 | |||||||||
| 17 Aug | 6895.00 | 813.9 | 0 | 7.99 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7900 expiring on 30SEP2025
Delta for 7900 CE is 0.83
Historical price for 7900 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 450, which was 4 higher than the previous day. The implied volatity was 31.87, the open interest changed by -9 which decreased total open position to 149
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 237.05, which was 3.6 higher than the previous day. The implied volatity was 29.72, the open interest changed by -46 which decreased total open position to 449
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 813.9, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
| AMBER 30SEP2025 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 3.72
Theta: -5.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 45 | -14.1 | 32.08 | 324 | 25 | 376 |
| 14 Sept | 7936.00 | 188.3 | -28.25 | 30.81 | 347 | 60 | 175 |
| 17 Aug | 6895.00 | 670.3 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 7900 expiring on 30SEP2025
Delta for 7900 PE is -0.18
Historical price for 7900 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 45, which was -14.1 lower than the previous day. The implied volatity was 32.08, the open interest changed by 25 which increased total open position to 376
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 188.3, which was -28.25 lower than the previous day. The implied volatity was 30.81, the open interest changed by 60 which increased total open position to 175
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 670.3, 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
