AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
11 Mar 2026 04:13 PM IST
| AMBER 30-MAR-2026 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 6.53
Theta: -8.37
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 7308.00 | 218 | -100 | 44.07 | 1,946 | 51 | 596 | |||||||||
| 10 Mar | 7507.50 | 321 | 42.65 | 40.61 | 3,158 | 128 | 547 | |||||||||
| 9 Mar | 7310.50 | 292.05 | -249.85 | 46.73 | 2,822 | 175 | 442 | |||||||||
| 6 Mar | 7872.50 | 544.5 | 35.85 | 36.17 | 19 | -7 | 266 | |||||||||
| 5 Mar | 7825.50 | 542.55 | 108.9 | 37.1 | 469 | 159 | 273 | |||||||||
| 4 Mar | 7657.00 | 435.4 | -117.1 | 40.49 | 188 | 61 | 122 | |||||||||
| 2 Mar | 7884.50 | 559.9 | -90.45 | 30.4 | 42 | 5 | 61 | |||||||||
| 27 Feb | 7974.00 | 650 | 2.4 | 35.06 | 10 | -1 | 56 | |||||||||
| 26 Feb | 7942.50 | 647.6 | -62.4 | 38.3 | 6 | -1 | 57 | |||||||||
| 25 Feb | 8044.50 | 710 | 85.8 | 36.94 | 27 | 0 | 59 | |||||||||
| 24 Feb | 7929.50 | 620 | 78.15 | 27.41 | 36 | 2 | 60 | |||||||||
| 23 Feb | 7770.00 | 541.05 | 65.2 | 38.16 | 28 | 14 | 57 | |||||||||
| 20 Feb | 7650.50 | 475.85 | 14.6 | 34.78 | 14 | -2 | 42 | |||||||||
| 19 Feb | 7705.50 | 461.2 | -128.8 | 30.68 | 6 | 0 | 42 | |||||||||
| 18 Feb | 7894.00 | 590 | 40 | 29.92 | 3 | -1 | 42 | |||||||||
| 17 Feb | 7818.00 | 550 | 40 | 30.22 | 8 | -2 | 40 | |||||||||
| 16 Feb | 7771.00 | 510 | -17.9 | 30.1 | 4 | -1 | 43 | |||||||||
| 13 Feb | 7734.50 | 527.9 | 37.9 | 33.39 | 12 | 5 | 45 | |||||||||
| 12 Feb | 7784.50 | 490 | 88.4 | 23.69 | 30 | -13 | 41 | |||||||||
|
|
||||||||||||||||
| 11 Feb | 7696.00 | 401.6 | 61.1 | 22.36 | 56 | 13 | 54 | |||||||||
| 10 Feb | 7510.50 | 339.4 | 293.3 | 27.43 | 82 | 40 | 40 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7500 expiring on 30MAR2026
Delta for 7500 CE is 0.43
Historical price for 7500 CE is as follows
On 11 Mar AMBER was trading at 7308.00. The strike last trading price was 218, which was -100 lower than the previous day. The implied volatity was 44.07, the open interest changed by 51 which increased total open position to 596
On 10 Mar AMBER was trading at 7507.50. The strike last trading price was 321, which was 42.65 higher than the previous day. The implied volatity was 40.61, the open interest changed by 128 which increased total open position to 547
On 9 Mar AMBER was trading at 7310.50. The strike last trading price was 292.05, which was -249.85 lower than the previous day. The implied volatity was 46.73, the open interest changed by 175 which increased total open position to 442
On 6 Mar AMBER was trading at 7872.50. The strike last trading price was 544.5, which was 35.85 higher than the previous day. The implied volatity was 36.17, the open interest changed by -7 which decreased total open position to 266
On 5 Mar AMBER was trading at 7825.50. The strike last trading price was 542.55, which was 108.9 higher than the previous day. The implied volatity was 37.1, the open interest changed by 159 which increased total open position to 273
On 4 Mar AMBER was trading at 7657.00. The strike last trading price was 435.4, which was -117.1 lower than the previous day. The implied volatity was 40.49, the open interest changed by 61 which increased total open position to 122
On 2 Mar AMBER was trading at 7884.50. The strike last trading price was 559.9, which was -90.45 lower than the previous day. The implied volatity was 30.4, the open interest changed by 5 which increased total open position to 61
On 27 Feb AMBER was trading at 7974.00. The strike last trading price was 650, which was 2.4 higher than the previous day. The implied volatity was 35.06, the open interest changed by -1 which decreased total open position to 56
On 26 Feb AMBER was trading at 7942.50. The strike last trading price was 647.6, which was -62.4 lower than the previous day. The implied volatity was 38.3, the open interest changed by -1 which decreased total open position to 57
On 25 Feb AMBER was trading at 8044.50. The strike last trading price was 710, which was 85.8 higher than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 59
On 24 Feb AMBER was trading at 7929.50. The strike last trading price was 620, which was 78.15 higher than the previous day. The implied volatity was 27.41, the open interest changed by 2 which increased total open position to 60
On 23 Feb AMBER was trading at 7770.00. The strike last trading price was 541.05, which was 65.2 higher than the previous day. The implied volatity was 38.16, the open interest changed by 14 which increased total open position to 57
On 20 Feb AMBER was trading at 7650.50. The strike last trading price was 475.85, which was 14.6 higher than the previous day. The implied volatity was 34.78, the open interest changed by -2 which decreased total open position to 42
On 19 Feb AMBER was trading at 7705.50. The strike last trading price was 461.2, which was -128.8 lower than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 42
On 18 Feb AMBER was trading at 7894.00. The strike last trading price was 590, which was 40 higher than the previous day. The implied volatity was 29.92, the open interest changed by -1 which decreased total open position to 42
On 17 Feb AMBER was trading at 7818.00. The strike last trading price was 550, which was 40 higher than the previous day. The implied volatity was 30.22, the open interest changed by -2 which decreased total open position to 40
On 16 Feb AMBER was trading at 7771.00. The strike last trading price was 510, which was -17.9 lower than the previous day. The implied volatity was 30.1, the open interest changed by -1 which decreased total open position to 43
On 13 Feb AMBER was trading at 7734.50. The strike last trading price was 527.9, which was 37.9 higher than the previous day. The implied volatity was 33.39, the open interest changed by 5 which increased total open position to 45
On 12 Feb AMBER was trading at 7784.50. The strike last trading price was 490, which was 88.4 higher than the previous day. The implied volatity was 23.69, the open interest changed by -13 which decreased total open position to 41
On 11 Feb AMBER was trading at 7696.00. The strike last trading price was 401.6, which was 61.1 higher than the previous day. The implied volatity was 22.36, the open interest changed by 13 which increased total open position to 54
On 10 Feb AMBER was trading at 7510.50. The strike last trading price was 339.4, which was 293.3 higher than the previous day. The implied volatity was 27.43, the open interest changed by 40 which increased total open position to 40
| AMBER 30MAR2026 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 6.56
Theta: -7.12
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 7308.00 | 417.65 | 101.65 | 48.44 | 289 | 11 | 890 |
| 10 Mar | 7507.50 | 310 | -171.85 | 49.23 | 708 | -59 | 881 |
| 9 Mar | 7310.50 | 467.1 | 312.4 | 59.92 | 2,115 | 184 | 942 |
| 6 Mar | 7872.50 | 146.55 | 1.2 | 40.1 | 461 | 11 | 758 |
| 5 Mar | 7825.50 | 148.5 | -90.15 | 38.85 | 1,695 | 351 | 747 |
| 4 Mar | 7657.00 | 239.2 | 80.1 | 41.08 | 1,334 | -41 | 397 |
| 2 Mar | 7884.50 | 150.95 | 0.75 | 39.58 | 1,564 | 80 | 439 |
| 27 Feb | 7974.00 | 149.05 | 10.25 | 39.52 | 530 | 61 | 358 |
| 26 Feb | 7942.50 | 135.45 | 12.15 | 35.72 | 261 | 21 | 297 |
| 25 Feb | 8044.50 | 129.1 | -58 | 37.29 | 306 | 50 | 275 |
| 24 Feb | 7929.50 | 180 | -68.9 | 42.2 | 132 | 26 | 223 |
| 23 Feb | 7770.00 | 258.65 | -28.55 | 42.59 | 204 | 8 | 197 |
| 20 Feb | 7650.50 | 283 | 46.8 | 40.65 | 109 | 52 | 192 |
| 19 Feb | 7705.50 | 232 | 40.95 | 35.9 | 87 | 49 | 141 |
| 18 Feb | 7894.00 | 191.05 | -20.95 | 37.56 | 34 | 8 | 92 |
| 17 Feb | 7818.00 | 212 | -63 | 37.33 | 63 | 20 | 83 |
| 16 Feb | 7771.00 | 275 | -70 | 41.4 | 18 | 8 | 63 |
| 13 Feb | 7734.50 | 345 | -17 | 45.66 | 50 | 13 | 53 |
| 12 Feb | 7784.50 | 362 | -33.05 | 49.45 | 37 | 10 | 40 |
| 11 Feb | 7696.00 | 395.05 | -154.95 | 48.23 | 44 | 26 | 29 |
| 10 Feb | 7510.50 | 550 | -170 | 54.99 | 1 | 0 | 2 |
For Amber Enterprises (I) Ltd - strike price 7500 expiring on 30MAR2026
Delta for 7500 PE is -0.56
Historical price for 7500 PE is as follows
On 11 Mar AMBER was trading at 7308.00. The strike last trading price was 417.65, which was 101.65 higher than the previous day. The implied volatity was 48.44, the open interest changed by 11 which increased total open position to 890
On 10 Mar AMBER was trading at 7507.50. The strike last trading price was 310, which was -171.85 lower than the previous day. The implied volatity was 49.23, the open interest changed by -59 which decreased total open position to 881
On 9 Mar AMBER was trading at 7310.50. The strike last trading price was 467.1, which was 312.4 higher than the previous day. The implied volatity was 59.92, the open interest changed by 184 which increased total open position to 942
On 6 Mar AMBER was trading at 7872.50. The strike last trading price was 146.55, which was 1.2 higher than the previous day. The implied volatity was 40.1, the open interest changed by 11 which increased total open position to 758
On 5 Mar AMBER was trading at 7825.50. The strike last trading price was 148.5, which was -90.15 lower than the previous day. The implied volatity was 38.85, the open interest changed by 351 which increased total open position to 747
On 4 Mar AMBER was trading at 7657.00. The strike last trading price was 239.2, which was 80.1 higher than the previous day. The implied volatity was 41.08, the open interest changed by -41 which decreased total open position to 397
On 2 Mar AMBER was trading at 7884.50. The strike last trading price was 150.95, which was 0.75 higher than the previous day. The implied volatity was 39.58, the open interest changed by 80 which increased total open position to 439
On 27 Feb AMBER was trading at 7974.00. The strike last trading price was 149.05, which was 10.25 higher than the previous day. The implied volatity was 39.52, the open interest changed by 61 which increased total open position to 358
On 26 Feb AMBER was trading at 7942.50. The strike last trading price was 135.45, which was 12.15 higher than the previous day. The implied volatity was 35.72, the open interest changed by 21 which increased total open position to 297
On 25 Feb AMBER was trading at 8044.50. The strike last trading price was 129.1, which was -58 lower than the previous day. The implied volatity was 37.29, the open interest changed by 50 which increased total open position to 275
On 24 Feb AMBER was trading at 7929.50. The strike last trading price was 180, which was -68.9 lower than the previous day. The implied volatity was 42.2, the open interest changed by 26 which increased total open position to 223
On 23 Feb AMBER was trading at 7770.00. The strike last trading price was 258.65, which was -28.55 lower than the previous day. The implied volatity was 42.59, the open interest changed by 8 which increased total open position to 197
On 20 Feb AMBER was trading at 7650.50. The strike last trading price was 283, which was 46.8 higher than the previous day. The implied volatity was 40.65, the open interest changed by 52 which increased total open position to 192
On 19 Feb AMBER was trading at 7705.50. The strike last trading price was 232, which was 40.95 higher than the previous day. The implied volatity was 35.9, the open interest changed by 49 which increased total open position to 141
On 18 Feb AMBER was trading at 7894.00. The strike last trading price was 191.05, which was -20.95 lower than the previous day. The implied volatity was 37.56, the open interest changed by 8 which increased total open position to 92
On 17 Feb AMBER was trading at 7818.00. The strike last trading price was 212, which was -63 lower than the previous day. The implied volatity was 37.33, the open interest changed by 20 which increased total open position to 83
On 16 Feb AMBER was trading at 7771.00. The strike last trading price was 275, which was -70 lower than the previous day. The implied volatity was 41.4, the open interest changed by 8 which increased total open position to 63
On 13 Feb AMBER was trading at 7734.50. The strike last trading price was 345, which was -17 lower than the previous day. The implied volatity was 45.66, the open interest changed by 13 which increased total open position to 53
On 12 Feb AMBER was trading at 7784.50. The strike last trading price was 362, which was -33.05 lower than the previous day. The implied volatity was 49.45, the open interest changed by 10 which increased total open position to 40
On 11 Feb AMBER was trading at 7696.00. The strike last trading price was 395.05, which was -154.95 lower than the previous day. The implied volatity was 48.23, the open interest changed by 26 which increased total open position to 29
On 10 Feb AMBER was trading at 7510.50. The strike last trading price was 550, which was -170 lower than the previous day. The implied volatity was 54.99, the open interest changed by 0 which decreased total open position to 2
