AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
28 Sep 2025 10:10 PM IST
| AMBER 28-OCT-2025 8400 CE | ||||||||||||||||
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Delta: 0.41
Vega: 9.40
Theta: -5.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 8162.50 | 200 | -140.95 | 29.00 | 437 | 67 | 289 | |||||||||
| 21 Sept | 8286.50 | 337 | 10.05 | 32.47 | 99 | -7 | 100 | |||||||||
| 14 Sept | 7936.00 | 770.65 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8400 expiring on 28OCT2025
Delta for 8400 CE is 0.41
Historical price for 8400 CE is as follows
On 28 Sept AMBER was trading at 8162.50. The strike last trading price was 200, which was -140.95 lower than the previous day. The implied volatity was 29.00, the open interest changed by 67 which increased total open position to 289
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 337, which was 10.05 higher than the previous day. The implied volatity was 32.47, the open interest changed by -7 which decreased total open position to 100
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 770.65, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
| AMBER 28OCT2025 8400 PE | |||||||
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Delta: -0.55
Vega: 9.56
Theta: -4.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 8162.50 | 508.45 | 196.5 | 42.24 | 298 | 8 | 141 |
| 21 Sept | 8286.50 | 380.5 | -8.65 | 33.84 | 16 | 14 | 33 |
| 14 Sept | 7936.00 | 1083.15 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 8400 expiring on 28OCT2025
Delta for 8400 PE is -0.55
Historical price for 8400 PE is as follows
On 28 Sept AMBER was trading at 8162.50. The strike last trading price was 508.45, which was 196.5 higher than the previous day. The implied volatity was 42.24, the open interest changed by 8 which increased total open position to 141
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 380.5, which was -8.65 lower than the previous day. The implied volatity was 33.84, the open interest changed by 14 which increased total open position to 33
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 1083.15, 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
