Ambac Financial Group Inc... (AMBC)
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
Ambac Financial Greeks
Delta, Gamma, Theta, and Vega Greek Charts for AMBC options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 1.00 | 0.9772 | 0.0048 | -0.0133 | 0.0014 |
| 2.00 | 0.9314 | 0.0134 | -0.0312 | 0.0037 |
| 3.00 | 0.8976 | 0.0246 | -0.0324 | 0.0052 |
| 4.00 | 0.8695 | 0.0400 | -0.0294 | 0.0063 |
| 5.00 | 0.8542 | 0.0642 | -0.0217 | 0.0068 |
| 6.00 | 0.8573 | 0.0956 | -0.0142 | 0.0066 |
| 7.00 | 0.7733 | 0.1855 | -0.0147 | 0.0094 |
| 8.00 | 0.5445 | 0.3832 | -0.0178 | 0.0148 |
| 9.00 | 0.0471 | 0.5590 | -0.0208 | 0.0197 |
| 10.00 | -0.5191 | 0.4804 | -0.014 | 0.0151 |
| 11.00 | -0.8629 | 0.1417 | -0.005 | 0.0054 |
| 12.00 | -0.8267 | 0.1059 | -0.0099 | 0.0063 |
| 13.00 | -0.7685 | 0.0856 | -0.0181 | 0.0076 |
| 14.00 | -0.8469 | 0.0717 | -0.0125 | 0.0059 |
| 15.00 | -0.7958 | 0.0658 | -0.0204 | 0.0070 |
| 16.00 | -0.8126 | 0.0593 | -0.0202 | 0.0067 |
| 17.00 | -0.82 | 0.0544 | -0.0209 | 0.0065 |