AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 5.55
Theta: -9.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 245.2 | -7.75 | 32.66 | 2,089 | -306 | 660 | |||||||||
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| 14 Sept | 7936.00 | 118 | -1 | 30.62 | 405 | 21 | 443 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8200 expiring on 30SEP2025
Delta for 8200 CE is 0.60
Historical price for 8200 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 245.2, which was -7.75 lower than the previous day. The implied volatity was 32.66, the open interest changed by -306 which decreased total open position to 660
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 118, which was -1 lower than the previous day. The implied volatity was 30.62, the open interest changed by 21 which increased total open position to 443
| AMBER 30SEP2025 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 5.54
Theta: -7.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 134.8 | -15.35 | 32.26 | 969 | 85 | 607 |
| 14 Sept | 7936.00 | 362 | -38 | 30.91 | 23 | 4 | 23 |
For Amber Enterprises (I) Ltd - strike price 8200 expiring on 30SEP2025
Delta for 8200 PE is -0.40
Historical price for 8200 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 134.8, which was -15.35 lower than the previous day. The implied volatity was 32.26, the open interest changed by 85 which increased total open position to 607
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 362, which was -38 lower than the previous day. The implied volatity was 30.91, the open interest changed by 4 which increased total open position to 23
