Ambac Financial Group Inc...

NYSE: AMBC · Real-Time Price · USD
8.09
0.07 (0.87%)
At close: Aug 15, 2025, 12:36 PM

AMBC Option Overview

Overview for all option chains of AMBC. As of August 15, 2025, AMBC options have an IV of 500% and an IV rank of 379.77%. The volume is 3,543 contracts, which is 38.13% of average daily volume of 9,293 contracts. The volume put-call ratio is 0.38, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
500%
IV Rank
379.77%
Historical Volatility
83.17%
IV Low
53.91% on Jan 16, 2025
IV High
171.38% on Aug 14, 2025

Open Interest (OI)

Today's Open Interest
196,542
Put-Call Ratio
0.05
Put Open Interest
9,750
Call Open Interest
186,792
Open Interest Avg (30-day)
188,935
Today vs Open Interest Avg (30-day)
104.03%

Option Volume

Today's Volume
3,543
Put-Call Ratio
0.38
Put Volume
983
Call Volume
2,560
Volume Avg (30-day)
9,293
Today vs Volume Avg (30-day)
38.13%

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
Aug 15, 2025 2,532 716 0.28 76,516 5,327 0.07 500% 7
Sep 19, 2025 10 237 23.7 3,210 1,963 0.61 130.52% 7
Oct 17, 2025 16 0 0 886 390 0.44 104.69% 7
Nov 21, 2025 0 0 0 9,617 1,058 0.11 92.36% 7
Dec 19, 2025 0 0 0 0 0 0 20.16% 95
Jan 16, 2026 2 0 0 94,971 556 0.01 72.14% 7
Feb 20, 2026 0 0 0 418 10 0.02 62.38% 8
Dec 18, 2026 0 0 0 69 0 0 21.14% 320
Jan 15, 2027 0 30 0 1,105 446 0.4 60.96% 10