AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 4.85
Theta: -7.82
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 79.55 | -7 | 32.67 | 485 | 3 | 477 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 7936.00 | 315.8 | 0 | 8.54 | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8600 expiring on 30SEP2025
Delta for 8600 CE is 0.28
Historical price for 8600 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 79.55, which was -7 lower than the previous day. The implied volatity was 32.67, the open interest changed by 3 which increased total open position to 477
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 315.8, which was 0 lower than the previous day. The implied volatity was 8.54, the open interest changed by 0 which decreased total open position to 0
| AMBER 30SEP2025 8600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 4.79
Theta: -5.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 365 | -88.55 | 31.60 | 15 | 7 | 25 |
| 14 Sept | 7936.00 | 1991.55 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 8600 expiring on 30SEP2025
Delta for 8600 PE is -0.73
Historical price for 8600 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 365, which was -88.55 lower than the previous day. The implied volatity was 31.60, the open interest changed by 7 which increased total open position to 25
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 1991.55, 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
