Ambac Financial Group Inc... (AMBC)
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, 2025IV High
171.38% on Aug 14, 2025Open Interest (OI)
Today's Open Interest
196,542Put-Call Ratio
0.05Put Open Interest
9,750Call Open Interest
186,792Open Interest Avg (30-day)
188,935Today vs Open Interest Avg (30-day)
104.03%Option Volume
Today's Volume
3,543Put-Call Ratio
0.38Put Volume
983Call Volume
2,560Volume Avg (30-day)
9,293Today 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 |