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
$14.15
7-Day Straddle
$6.38
Avg IV
1.0%
IV Rank
78%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $11.65 | $6.28 | 0.9% | 54% |
| 20260608 | $12.40 | $5.12 | 0.8% | 38% |
| 20260605 | $9.40 | $6.20 | 0.9% | 53% |
| 20260604 | $10.90 | $5.88 | 0.8% | 40% |
| 20260603 | $12.05 | $7.25 | 0.8% | 45% |
| 20260602 | $13.05 | $7.58 | 0.8% | 44% |
| 20260601 | $13.90 | $5.55 | 0.8% | 44% |
| 20260529 | $11.00 | $6.05 | 0.8% | 43% |
| 20260528 | $21.30 | $16.65 | 1.1% | 97% |
| 20260527 | $21.60 | $15.75 | 1.1% | 94% |
| 20260526 | $20.75 | $16.80 | 1.0% | 91% |
| 20260522 | $19.00 | $13.30 | 1.0% | 85% |
| 20260521 | $18.10 | $13.25 | 1.1% | 95% |
| 20260520 | $18.40 | $13.40 | 1.1% | 95% |
| 20260519 | $17.00 | $13.10 | 1.0% | 91% |
| 20260518 | $17.25 | $5.33 | 1.0% | 91% |
| 20260515 | $18.60 | $6.72 | 1.1% | 98% |
| 20260514 | $18.45 | $8.40 | 1.1% | 100% |
| 20260513 | $18.65 | $8.95 | 1.1% | 100% |
| 20260512 | $17.45 | $8.30 | 1.0% | 100% |
| 20260511 | $17.55 | $6.00 | 1.0% | 95% |
| 20260510 | $16.35 | $5.47 | 0.9% | 74% |
| 20260508 | $15.55 | $5.47 | 1.0% | 100% |
| 20260507 | $14.75 | $6.78 | 1.0% | 94% |
| 20260506 | $16.10 | $7.10 | 0.9% | 79% |
| 20260505 | $13.40 | $6.00 | 0.9% | 70% |
| 20260504 | $12.85 | $4.03 | 0.9% | 76% |
| 20260502 | $12.10 | $4.60 | 0.8% | 63% |
| 20260501 | $12.10 | $4.60 | 0.8% | 56% |