AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
29 Jan 2026 04:14 PM IST
| AMBER 24-FEB-2026 5500 CE | ||||||||||||||||
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Delta: 0.59
Vega: 5.78
Theta: -5.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 5547.00 | 275.85 | -54.05 | 38.51 | 248 | 90 | 146 | |||||||||
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| 28 Jan | 5614.00 | 322.4 | 17.1 | 38.19 | 99 | 1 | 57 | |||||||||
| 27 Jan | 5510.00 | 305 | -682 | 44.27 | 148 | 55 | 55 | |||||||||
| 23 Jan | 5565.50 | 987 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 5732.00 | 987 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 5784.00 | 987 | 0 | - | 0 | 0 | 0 | |||||||||
For Amber Enterprises (I) Ltd - strike price 5500 expiring on 24FEB2026
Delta for 5500 CE is 0.59
Historical price for 5500 CE is as follows
On 29 Jan AMBER was trading at 5547.00. The strike last trading price was 275.85, which was -54.05 lower than the previous day. The implied volatity was 38.51, the open interest changed by 90 which increased total open position to 146
On 28 Jan AMBER was trading at 5614.00. The strike last trading price was 322.4, which was 17.1 higher than the previous day. The implied volatity was 38.19, the open interest changed by 1 which increased total open position to 57
On 27 Jan AMBER was trading at 5510.00. The strike last trading price was 305, which was -682 lower than the previous day. The implied volatity was 44.27, the open interest changed by 55 which increased total open position to 55
On 23 Jan AMBER was trading at 5565.50. The strike last trading price was 987, 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
On 22 Jan AMBER was trading at 5732.00. The strike last trading price was 987, 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
On 21 Jan AMBER was trading at 5784.00. The strike last trading price was 987, 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
| AMBER 24FEB2026 5500 PE | |||||||
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Delta: -0.42
Vega: 5.78
Theta: -3.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 5547.00 | 196.15 | 25.85 | 40.99 | 138 | 6 | 112 |
| 28 Jan | 5614.00 | 165.15 | -81.05 | 39.8 | 171 | -21 | 94 |
| 27 Jan | 5510.00 | 201.15 | -27.8 | 38.66 | 239 | 34 | 117 |
| 23 Jan | 5565.50 | 229.3 | 84.3 | 42.5 | 173 | 61 | 83 |
| 22 Jan | 5732.00 | 140 | -30 | 38.69 | 22 | 14 | 21 |
| 21 Jan | 5784.00 | 170 | -1.7 | 45.54 | 7 | 6 | 6 |
For Amber Enterprises (I) Ltd - strike price 5500 expiring on 24FEB2026
Delta for 5500 PE is -0.42
Historical price for 5500 PE is as follows
On 29 Jan AMBER was trading at 5547.00. The strike last trading price was 196.15, which was 25.85 higher than the previous day. The implied volatity was 40.99, the open interest changed by 6 which increased total open position to 112
On 28 Jan AMBER was trading at 5614.00. The strike last trading price was 165.15, which was -81.05 lower than the previous day. The implied volatity was 39.8, the open interest changed by -21 which decreased total open position to 94
On 27 Jan AMBER was trading at 5510.00. The strike last trading price was 201.15, which was -27.8 lower than the previous day. The implied volatity was 38.66, the open interest changed by 34 which increased total open position to 117
On 23 Jan AMBER was trading at 5565.50. The strike last trading price was 229.3, which was 84.3 higher than the previous day. The implied volatity was 42.5, the open interest changed by 61 which increased total open position to 83
On 22 Jan AMBER was trading at 5732.00. The strike last trading price was 140, which was -30 lower than the previous day. The implied volatity was 38.69, the open interest changed by 14 which increased total open position to 21
On 21 Jan AMBER was trading at 5784.00. The strike last trading price was 170, which was -1.7 lower than the previous day. The implied volatity was 45.54, the open interest changed by 6 which increased total open position to 6






























































































































































































































