AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8400 CE | ||||||||||||||||
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Delta: 0.43
Vega: 5.66
Theta: -9.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 144.5 | -11.05 | 32.35 | 1,794 | -274 | 685 | |||||||||
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| 14 Sept | 7936.00 | 355.3 | 0 | 5.85 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8400 expiring on 30SEP2025
Delta for 8400 CE is 0.43
Historical price for 8400 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 144.5, which was -11.05 lower than the previous day. The implied volatity was 32.35, the open interest changed by -274 which decreased total open position to 685
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 355.3, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
| AMBER 30SEP2025 8400 PE | |||||||
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Delta: -0.57
Vega: 5.65
Theta: -6.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 232.9 | -28.7 | 31.85 | 125 | 14 | 70 |
| 14 Sept | 7936.00 | 1834.2 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 8400 expiring on 30SEP2025
Delta for 8400 PE is -0.57
Historical price for 8400 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 232.9, which was -28.7 lower than the previous day. The implied volatity was 31.85, the open interest changed by 14 which increased total open position to 70
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 1834.2, 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
