AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8500 CE | ||||||||||||||||
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Delta: 0.35
Vega: 5.33
Theta: -8.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 106.25 | -11 | 32.22 | 1,805 | -7 | 1,068 | |||||||||
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| 14 Sept | 7936.00 | 51.5 | -2.1 | 31.19 | 398 | 33 | 330 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8500 expiring on 30SEP2025
Delta for 8500 CE is 0.35
Historical price for 8500 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 106.25, which was -11 lower than the previous day. The implied volatity was 32.22, the open interest changed by -7 which decreased total open position to 1068
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 51.5, which was -2.1 lower than the previous day. The implied volatity was 31.19, the open interest changed by 33 which increased total open position to 330
| AMBER 30SEP2025 8500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 5.30
Theta: -5.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 293 | -32 | 31.15 | 27 | -2 | 290 |
| 14 Sept | 7936.00 | 594.2 | -250.85 | 32.31 | 5 | 3 | 4 |
For Amber Enterprises (I) Ltd - strike price 8500 expiring on 30SEP2025
Delta for 8500 PE is -0.65
Historical price for 8500 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 293, which was -32 lower than the previous day. The implied volatity was 31.15, the open interest changed by -2 which decreased total open position to 290
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 594.2, which was -250.85 lower than the previous day. The implied volatity was 32.31, the open interest changed by 3 which increased total open position to 4
