Ambac Financial Group Inc. (AMBC) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Ambac Financial Group Inc...

NYSE: AMBC · Real-Time Price · USD
8.93
0.13 (1.48%)
At close: Oct 03, 2025, 3:59 PM
9.08
1.68%
After-hours: Oct 03, 2025, 07:19 PM EDT

AMBC Option Overview

Overview for all option chains of AMBC. As of October 05, 2025, AMBC options have an IV of 114.12% and an IV rank of 43.42%. The volume is 879 contracts, which is 31.07% of average daily volume of 2,829 contracts. The volume put-call ratio is 0.13, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
114.12%
IV Rank
43.42%
Historical Volatility
55.1%
IV Low
83.17% on Apr 09, 2025
IV High
154.46% on Sep 29, 2025

Open Interest (OI)

Today's Open Interest
131,698
Put-Call Ratio
0.07
Put Open Interest
8,268
Call Open Interest
123,430
Open Interest Avg (30-day)
123,684
Today vs Open Interest Avg (30-day)
106.48%

Option Volume

Today's Volume
879
Put-Call Ratio
0.13
Put Volume
99
Call Volume
780
Volume Avg (30-day)
2,829
Today vs Volume Avg (30-day)
31.07%

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
Oct 17, 2025 444 0 0 16,298 2,529 0.16 114.12% 8
Nov 21, 2025 261 99 0.38 9,923 3,191 0.32 68.12% 7
Dec 19, 2025 0 0 0 0 0 0 20.16% 95
Jan 16, 2026 8 0 0 94,594 1,941 0.02 65.61% 7
Feb 20, 2026 67 0 0 1,249 43 0.03 60.59% 8
May 15, 2026 0 0 0 12 14 1.17 60.2% 7
Dec 18, 2026 0 0 0 69 0 0 21.14% 320
Jan 15, 2027 0 0 0 1,281 547 0.43 59.37% 10
Jan 21, 2028 0 0 0 4 3 0.75 59.7% 5