Historical option data for AMBER
23 Jun 2026 12:10 PM IST
| AMBER 28-Jul-2026 (35d) 7900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.1
Theta: -6.09
Gamma: 0.0004
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 7806.00 | 380 | -64 (-14.41%) | 41.04 | 49 | -33 | 20 | |||||||||
| 22 Jun | 7906.50 | 440 | -10 (-2.22%) | 42.52 | 44 | 3 | 53 | |||||||||
| 19 Jun | 7889.00 | 440 | -39 (-8.14%) | 40.43 | 74 | 47 | 49 | |||||||||
| 18 Jun | 7965.50 | 478.65 | 68.65 (16.74%) | 39.5 | 2 | -1 | 1 | |||||||||
| 17 Jun | 7864.00 | 410 | -10 (-2.38%) | 42.64 | 1 | 0 | 2 | |||||||||
| 16 Jun | 7810.50 | 420 | -76 (-15.32%) | 42.08 | 3 | 1 | 1 | |||||||||
For Amber Enterprises (I) Ltd - strike price 7900 expiring on 28JUL2026
Delta for 7900 CE is 0.51
Historical price for 7900 CE is as follows
On 23 Jun AMBER was trading at 7806.00. The strike last trading price was 380, which was -64 lower than the previous day. The implied volatity was 41.04, the open interest changed by -33 which decreased total open position to 20
On 22 Jun AMBER was trading at 7906.50. The strike last trading price was 440, which was -10 lower than the previous day. The implied volatity was 42.52, the open interest changed by 3 which increased total open position to 53
On 19 Jun AMBER was trading at 7889.00. The strike last trading price was 440, which was -39 lower than the previous day. The implied volatity was 40.43, the open interest changed by 47 which increased total open position to 49
On 18 Jun AMBER was trading at 7965.50. The strike last trading price was 478.65, which was 68.65 higher than the previous day. The implied volatity was 39.5, the open interest changed by -1 which decreased total open position to 1
On 17 Jun AMBER was trading at 7864.00. The strike last trading price was 410, which was -10 lower than the previous day. The implied volatity was 42.64, the open interest changed by 0 which decreased total open position to 2
On 16 Jun AMBER was trading at 7810.50. The strike last trading price was 420, which was -76 lower than the previous day. The implied volatity was 42.08, the open interest changed by 1 which increased total open position to 1
| AMBER 28-Jul-2026 (35d) 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.1
Theta: -4.79
Gamma: 0.00039
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 7806.00 | 375 | 375 (-3.94%) | 40.54 | 2 | 0 | 3 |
| 22 Jun | 7906.50 | 375 | -15.4 (-3.94%) | 40.54 | 2 | 0 | 3 |
| 19 Jun | 7889.00 | 390.4 | -613.05 (-61.09%) | 38.75 | 3 | 2 | 2 |
| 18 Jun | 7965.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 7864.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 7810.50 | 0 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 7900 expiring on 28JUL2026
Delta for 7900 PE is -0.45
Historical price for 7900 PE is as follows
On 23 Jun AMBER was trading at 7806.00. The strike last trading price was 375, which was 375 higher than the previous day. The implied volatity was 40.54, the open interest changed by 0 which decreased total open position to 3
On 22 Jun AMBER was trading at 7906.50. The strike last trading price was 375, which was -15.4 lower than the previous day. The implied volatity was 40.54, the open interest changed by 0 which decreased total open position to 3
On 19 Jun AMBER was trading at 7889.00. The strike last trading price was 390.4, which was -613.05 lower than the previous day. The implied volatity was 38.75, the open interest changed by 2 which increased total open position to 2
On 18 Jun AMBER was trading at 7965.50. The strike last trading price was 0, 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 17 Jun AMBER was trading at 7864.00. The strike last trading price was 0, 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 16 Jun AMBER was trading at 7810.50. The strike last trading price was 0, 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
