Ambac Financial Group Inc. (AMBC) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Ambac Financial Group Inc...

NYSE: AMBC · Real-Time Price · USD
9.54
0.22 (2.36%)
At close: Sep 26, 2025, 3:59 PM
9.54
-0.05%
After-hours: Sep 26, 2025, 04:04 PM EDT

AMBC Option Overview

Overview for all option chains of AMBC. As of September 28, 2025, AMBC options have an IV of 151.75% and an IV rank of 129.45%. The volume is 7,771 contracts, which is 434.62% of average daily volume of 1,788 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
151.75%
IV Rank
100%
Historical Volatility
21.08%
IV Low
83.17% on Apr 09, 2025
IV High
136.15% on Sep 26, 2025

Open Interest (OI)

Today's Open Interest
126,025
Put-Call Ratio
0.05
Put Open Interest
5,741
Call Open Interest
120,284
Open Interest Avg (30-day)
120,729
Today vs Open Interest Avg (30-day)
104.39%

Option Volume

Today's Volume
7,771
Put-Call Ratio
0
Put Volume
22
Call Volume
7,749
Volume Avg (30-day)
1,788
Today vs Volume Avg (30-day)
434.62%

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 890 5 0.01 18,368 1,426 0.08 151.75% 8
Nov 21, 2025 26 0 0 9,583 3,099 0.32 113.8% 8
Dec 19, 2025 0 0 0 0 0 0 20.16% 95
Jan 16, 2026 6,825 0 0 90,670 696 0.01 74.99% 7
Feb 20, 2026 0 0 0 427 42 0.1 61.57% 8
May 15, 2026 2 0 0 3 8 2.67 63.26% 10
Dec 18, 2026 0 0 0 69 0 0 21.14% 320
Jan 15, 2027 6 17 2.83 1,164 467 0.4 57.77% 10
Jan 21, 2028 0 0 0 0 3 0 54.67% 12