AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8000 CE | ||||||||||||||||
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Delta: 0.75
Vega: 4.54
Theta: -8.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 380 | 1.55 | 33.30 | 288 | -56 | 420 | |||||||||
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| 14 Sept | 7936.00 | 192 | 3.4 | 30.27 | 2,006 | 26 | 719 | |||||||||
| 17 Aug | 6895.00 | 65 | -25 | 35.10 | 13 | 10 | 17 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8000 expiring on 30SEP2025
Delta for 8000 CE is 0.75
Historical price for 8000 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 380, which was 1.55 higher than the previous day. The implied volatity was 33.30, the open interest changed by -56 which decreased total open position to 420
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 192, which was 3.4 higher than the previous day. The implied volatity was 30.27, the open interest changed by 26 which increased total open position to 719
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 65, which was -25 lower than the previous day. The implied volatity was 35.10, the open interest changed by 10 which increased total open position to 17
| AMBER 30SEP2025 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 4.42
Theta: -5.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 64.05 | -15.1 | 31.43 | 530 | 25 | 526 |
| 14 Sept | 7936.00 | 240.7 | -30.25 | 31.07 | 195 | 24 | 124 |
| 17 Aug | 6895.00 | 1533.05 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 8000 expiring on 30SEP2025
Delta for 8000 PE is -0.24
Historical price for 8000 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 64.05, which was -15.1 lower than the previous day. The implied volatity was 31.43, the open interest changed by 25 which increased total open position to 526
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 240.7, which was -30.25 lower than the previous day. The implied volatity was 31.07, the open interest changed by 24 which increased total open position to 124
On 17 Aug AMBER was trading at 6895.00. The strike last trading price was 1533.05, 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
