Ambac Financial Group Inc... (AMBC)
8.27
0.02 (0.24%)
At close: Apr 02, 2025, 3:59 PM
8.74
5.70%
After-hours: Apr 02, 2025, 08:00 PM EDT
Volatility Exposure
Ambac Financial has experienced an average implied
volatility of 0.50 and an average realized volatility of 0.38.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 04/01/25 | -5.06% | 0.05 | 101.56K | +1.70% | 0.82 | n/a | n/a |
| 03/31/25 | +1.51% | 0 | 99.86K | +1.91% | 0.79 | n/a | n/a |
| 03/28/25 | -2.15% | 0 | 97.98K | +2.41% | 0.75 | n/a | n/a |
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