Ambac Financial Group Inc...

NYSE: AMBC · Real-Time Price · USD
8.50
0.28 (3.41%)
At close: Aug 20, 2025, 3:59 PM
8.49
-0.12%
After-hours: Aug 20, 2025, 04:04 PM EDT

AMBC Option Overview

Overview for all option chains of AMBC. As of August 20, 2025, AMBC options have an IV of 96.17% and an IV rank of 35.83%. The volume is 258 contracts, which is 4.99% of average daily volume of 5,175 contracts. The volume put-call ratio is 1.13, indicating a neutral sentiment in the market.

Implied Volatility

Implied Volatility (30d)
96.17%
IV Rank
35.83%
Historical Volatility
82.39%
IV Low
83.17% on Apr 09, 2025
IV High
119.46% on Aug 08, 2025

Open Interest (OI)

Today's Open Interest
119,699
Put-Call Ratio
0.06
Put Open Interest
6,930
Call Open Interest
112,769
Open Interest Avg (30-day)
107,353
Today vs Open Interest Avg (30-day)
111.5%

Option Volume

Today's Volume
258
Put-Call Ratio
1.13
Put Volume
137
Call Volume
121
Volume Avg (30-day)
5,175
Today vs Volume Avg (30-day)
4.99%

Option Chain Statistics

This table provides a comprehensive overview of all AMBC options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 10 75 7.5 3,681 2,481 0.67 96.17% 7
Oct 17, 2025 40 0 0 903 394 0.44 75.22% 7
Nov 21, 2025 25 0 0 11,631 3,043 0.26 71.53% 7
Dec 19, 2025 0 0 0 0 0 0 20.16% 95
Jan 16, 2026 46 62 1.35 94,921 556 0.01 64.56% 7
Feb 20, 2026 0 0 0 448 10 0.02 62.05% 8
Dec 18, 2026 0 0 0 69 0 0 21.14% 320
Jan 15, 2027 0 0 0 1,116 446 0.4 58.67% 10