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
Ambac Financial Greeks
Delta, Gamma, Theta, and Vega Greek Charts for AMBC options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 1.00 | 0.9968 | 0.0011 | -0.0031 | 0.0002 |
| 2.00 | 0.9783 | 0.0059 | -0.0164 | 0.0009 |
| 3.00 | 0.9459 | 0.0125 | -0.0346 | 0.0019 |
| 4.00 | 0.9202 | 0.0207 | -0.0383 | 0.0026 |
| 5.00 | 0.8877 | 0.0384 | -0.039 | 0.0035 |
| 6.00 | 0.8545 | 0.0584 | -0.0357 | 0.0041 |
| 7.00 | 0.8707 | 0.1587 | -0.0147 | 0.0044 |
| 8.00 | 0.6749 | 0.4510 | -0.0197 | 0.0086 |
| 9.00 | 0.0465 | 0.5577 | -0.0461 | 0.0139 |
| 10.00 | -0.411 | 0.4204 | -0.0421 | 0.0117 |
| 11.00 | -0.7978 | 0.1444 | -0.0186 | 0.0049 |
| 12.00 | -0.8271 | 0.1054 | -0.021 | 0.0045 |
| 13.00 | -0.7689 | 0.0854 | -0.0376 | 0.0053 |
| 14.00 | -0.7843 | 0.0739 | -0.0401 | 0.0051 |
| 15.00 | -0.796 | 0.0656 | -0.0422 | 0.0050 |
| 16.00 | -0.7952 | 0.0779 | -0.0457 | 0.0055 |
| 17.00 | -0.8022 | 0.0715 | -0.0476 | 0.0054 |