AMBA (Ambarella, Inc. Ordinary Shares)
Expected Move & Straddle Price History
The expected move for AMBA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current AMBA Expected Move
30-Day Straddle
$14.80
7-Day Straddle
$9.62
Avg IV
1.0%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to AMBA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
AMBA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $14.80 | $9.62 | 1.0% | 72% |
| 20260903 | $12.80 | $10.60 | 0.9% | 41% |
| 20260902 | $14.55 | $10.18 | 0.9% | 43% |
| 20260901 | $14.25 | $9.28 | 0.9% | 43% |
| 20260831 | $12.80 | $9.38 | 0.9% | 44% |
| 20260828 | $12.90 | $9.77 | 0.9% | 48% |
| 20260827 | $12.80 | $10.12 | 0.9% | 50% |
| 20260826 | $12.40 | $9.90 | 0.9% | 52% |
| 20260825 | $12.85 | $10.35 | 0.9% | 48% |
| 20260824 | $13.20 | $5.30 | 0.8% | 40% |
| 20260821 | $12.47 | $5.03 | 1.0% | 79% |
| 20260820 | $13.55 | $6.33 | 1.0% | 73% |
| 20260819 | $11.70 | $5.80 | 1.0% | 65% |
| 20260818 | $12.30 | $5.67 | 1.0% | 70% |
| 20260817 | $14.70 | $4.25 | 1.0% | 69% |
| 20260814 | $14.60 | $7.67 | 0.8% | 40% |
| 20260813 | $15.20 | $6.08 | 0.8% | 35% |
| 20260812 | $14.45 | $7.85 | 0.8% | 32% |
| 20260811 | $15.40 | $7.03 | 0.8% | 33% |
| 20260810 | $12.90 | $6.03 | 0.8% | 43% |
| 20260806 | $15.85 | $8.85 | 0.9% | 54% |
| 20260805 | $14.90 | $7.93 | 0.8% | 39% |
| 20260804 | $16.00 | $8.78 | 0.8% | 42% |
| 20260803 | $15.25 | $6.92 | 0.8% | 32% |
| 20260731 | $14.60 | $7.67 | 0.9% | 53% |
| 20260730 | $18.15 | $9.28 | 1.1% | 89% |
| 20260729 | $18.05 | $11.30 | 1.2% | 100% |
| 20260728 | $17.60 | $8.25 | 1.1% | 99% |
| 20260727 | $16.65 | $7.40 | 1.1% | 94% |
| 20260724 | $14.15 | $6.38 | 1.0% | 78% |
| 20260723 | $15.85 | $8.85 | 1.0% | 88% |
| 20260722 | $14.90 | $7.50 | 1.1% | 100% |
| 20260721 | $16.15 | $8.85 | 1.0% | 83% |
| 20260720 | $14.95 | $6.12 | 1.0% | 82% |
| 20260716 | $11.95 | $6.72 | 0.9% | 62% |
| 20260715 | $13.65 | $7.60 | 0.9% | 63% |
| 20260714 | $14.50 | $10.15 | 0.9% | 63% |
| 20260713 | $14.75 | $6.22 | 0.9% | 59% |
| 20260710 | $15.10 | $6.90 | 0.9% | 65% |
| 20260709 | $15.85 | $8.90 | 1.0% | 73% |
| 20260708 | $14.35 | $8.30 | 0.9% | 68% |
| 20260707 | $14.80 | $9.85 | 1.0% | 75% |
| 20260706 | $16.70 | $8.55 | 1.0% | 81% |
| 20260702 | $14.40 | $7.92 | 0.9% | 64% |
| 20260701 | $18.05 | $9.95 | 1.1% | 95% |
| 20260630 | $18.45 | $11.65 | 1.1% | 93% |
| 20260629 | $11.20 | $2.95 | 0.8% | 35% |
| 20260626 | $10.05 | $4.40 | 0.8% | 39% |
| 20260625 | $10.60 | $5.32 | 0.8% | 40% |
| 20260624 | $10.85 | $5.92 | 0.8% | 40% |
| 20260623 | $11.15 | $5.45 | 0.8% | 40% |
| 20260622 | $12.90 | $5.20 | 0.8% | 40% |
| 20260618 | $10.55 | $6.38 | 0.9% | 55% |
| 20260617 | $11.15 | $6.33 | 0.9% | 62% |
| 20260616 | $11.15 | $6.47 | 0.9% | 56% |
| 20260615 | $12.30 | $4.15 | 0.9% | 56% |
| 20260613 | $11.70 | $5.35 | 0.8% | 48% |
| 20260612 | $11.30 | $5.22 | 0.8% | 46% |
| 20260611 | $11.35 | $5.60 | 0.8% | 50% |
| 20260610 | $11.25 | $6.18 | 0.9% | 56% |