AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 5.10
Theta: -8.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 8286.50 | 301.75 | -6.8 | 31.79 | 69 | -22 | 140 | |||||||||
| 14 Sept | 7936.00 | 149.5 | -2.4 | 30.14 | 322 | 16 | 140 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8100 expiring on 30SEP2025
Delta for 8100 CE is 0.69
Historical price for 8100 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 301.75, which was -6.8 lower than the previous day. The implied volatity was 31.79, the open interest changed by -22 which decreased total open position to 140
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 149.5, which was -2.4 lower than the previous day. The implied volatity was 30.14, the open interest changed by 16 which increased total open position to 140
| AMBER 30SEP2025 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 5.09
Theta: -6.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 93.55 | -19.2 | 31.44 | 278 | 19 | 240 |
| 14 Sept | 7936.00 | 299 | -43.45 | 31.14 | 23 | 9 | 14 |
For Amber Enterprises (I) Ltd - strike price 8100 expiring on 30SEP2025
Delta for 8100 PE is -0.31
Historical price for 8100 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 93.55, which was -19.2 lower than the previous day. The implied volatity was 31.44, the open interest changed by 19 which increased total open position to 240
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 299, which was -43.45 lower than the previous day. The implied volatity was 31.14, the open interest changed by 9 which increased total open position to 14
