AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 3.57
Theta: -5.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 8286.50 | 40.5 | -6.9 | 33.02 | 603 | -94 | 804 | |||||||||
| 14 Sept | 7936.00 | 18.6 | -2.3 | 31.14 | 261 | 20 | 230 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8800 expiring on 30SEP2025
Delta for 8800 CE is 0.17
Historical price for 8800 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 40.5, which was -6.9 lower than the previous day. The implied volatity was 33.02, the open interest changed by -94 which decreased total open position to 804
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 18.6, which was -2.3 lower than the previous day. The implied volatity was 31.14, the open interest changed by 20 which increased total open position to 230
| AMBER 30SEP2025 8800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 2.52
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 506.9 | -85.1 | 25.36 | 14 | -3 | 9 |
| 14 Sept | 7936.00 | 2152.95 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 8800 expiring on 30SEP2025
Delta for 8800 PE is -0.90
Historical price for 8800 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 506.9, which was -85.1 lower than the previous day. The implied volatity was 25.36, the open interest changed by -3 which decreased total open position to 9
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 2152.95, 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
