Step 1: Understand ambidentate ligand.
An ambidentate ligand is a ligand that has two different donor atoms.
It can coordinate through either of the two donor atoms, but not both at the same time.
Step 2: Analyze thiocyanate ion.
Thiocyanate ion is:
\[
\ce{SCN^-}.
\]
It can coordinate through sulphur:
\[
\ce{-SCN}
\]
or through nitrogen:
\[
\ce{-NCS}.
\]
Therefore, it is an ambidentate ligand.
Step 3: Check other options.
Oxalate is a bidentate ligand.
Ethylenediamine or ethane-1,2-diamine is also bidentate.
They coordinate through two donor atoms simultaneously.
So they are not ambidentate.
Hence, the correct answer is:
\[
\text{Thiocyanate ion}.
\]