Price Alert

Ambac Financial Group Inc... (AMBC)

NYSE: AMBC · Real-Time Price · USD

9.18

0.08 (0.88%)

At close: Sep 08, 2025, 3:59 PM

9.18

0.00%

After-hours: Sep 08, 2025, 06:08 PM EDT

AMBC Option Overview

Overview for all option chains of AMBC. As of September 07, 2025, AMBC options have an IV of 118.75% and an IV rank of 82.06%. The volume is 1,645 contracts, which is 32.7% of average daily volume of 5,031 contracts. The volume put-call ratio is 1.64, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)

118.75%

IV Rank

82.06%

Historical Volatility

66.48%

IV Low

83.17% on Apr 09, 2025

IV High

126.53% on Sep 05, 2025

Open Interest (OI)

Today's Open Interest

130,324

Put-Call Ratio

0.07

Put Open Interest

9,025

Call Open Interest

121,299

Open Interest Avg (30-day)

121,760

Today vs Open Interest Avg (30-day)

107.03%

Option Volume

Today's Volume

1,645

Put-Call Ratio

1.64

Put Volume

1,022

Call Volume

623

Volume Avg (30-day)

5,031

Today vs Volume Avg (30-day)

32.7%

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	201	888	4.42	5,344	4,227	0.79	118.75%	8
Oct 17, 2025	395	6	0.02	11,744	663	0.06	90.34%	8
Nov 21, 2025	25	24	0.96	8,805	3,044	0.35	74.11%	7
Dec 19, 2025	0	0	0	0	0	0	20.16%	95
Jan 16, 2026	0	100	0	93,736	560	0.01	65.05%	7
Feb 20, 2026	2	4	2	464	22	0.05	56.81%	8
Dec 18, 2026	0	0	0	69	0	0	21.14%	320
Jan 15, 2027	0	0	0	1,137	509	0.45	54.56%	10