Ambac Financial Group Inc... (AMBC)
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, 2025IV High
119.46% on Aug 08, 2025Open Interest (OI)
Today's Open Interest
119,699Put-Call Ratio
0.06Put Open Interest
6,930Call Open Interest
112,769Open Interest Avg (30-day)
107,353Today vs Open Interest Avg (30-day)
111.5%Option Volume
Today's Volume
258Put-Call Ratio
1.13Put Volume
137Call Volume
121Volume Avg (30-day)
5,175Today 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 |