Ambac Financial Group Inc... (AMBC)
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, 2025IV High
154.46% on Sep 29, 2025Open Interest (OI)
Today's Open Interest
131,698Put-Call Ratio
0.07Put Open Interest
8,268Call Open Interest
123,430Open Interest Avg (30-day)
123,684Today vs Open Interest Avg (30-day)
106.48%Option Volume
Today's Volume
879Put-Call Ratio
0.13Put Volume
99Call Volume
780Volume Avg (30-day)
2,829Today 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 |