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
$11.15
7-Day Straddle
$6.58
Avg IV
0.9%
IV Rank
56%
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 |
|---|---|---|---|---|
| 20260609 | $11.15 | $6.58 | 0.9% | 56% |
| 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% |
| 20260430 | $12.80 | $5.05 | 0.8% | 49% |
| 20260429 | $11.85 | $5.08 | 0.8% | 65% |
| 20260428 | $10.90 | $5.92 | 0.8% | 59% |
| 20260427 | $11.60 | $3.77 | 0.8% | 63% |
| 20260424 | $8.65 | $4.38 | 0.7% | 33% |
| 20260423 | $7.85 | $4.20 | 0.6% | 14% |
| 20260422 | $8.35 | $4.47 | 0.6% | 14% |
| 20260421 | $7.85 | $5.68 | 0.6% | 16% |
| 20260420 | $8.18 | $3.20 | 0.6% | 18% |
| 20260417 | $7.03 | $3.77 | 0.9% | 69% |
| 20260416 | $6.75 | $3.65 | 0.9% | 79% |
| 20260415 | $8.10 | $4.03 | 0.9% | 80% |
| 20260414 | $7.15 | $4.03 | 0.8% | 48% |
| 20260413 | $7.20 | $3.02 | 0.9% | 82% |
| 20260410 | $6.12 | $2.62 | 0.6% | 21% |
| 20260409 | $6.20 | $3.50 | 0.6% | 22% |
| 20260408 | $6.85 | $3.68 | 0.6% | 19% |
| 20260407 | $6.68 | $3.97 | 0.6% | 22% |
| 20260406 | $6.60 | $2.70 | 0.6% | 20% |
| 20260402 | $7.33 | $2.85 | 0.7% | 32% |
| 20260401 | $6.70 | $3.58 | 0.7% | 23% |
| 20260331 | $6.58 | $4.28 | 0.6% | 12% |
| 20260330 | $6.33 | $2.23 | 0.6% | 20% |
| 20260327 | $6.47 | $3.00 | 0.7% | 28% |
| 20260326 | $6.90 | $3.38 | 0.6% | 21% |
| 20260325 | $6.95 | $3.80 | 0.7% | 14% |
| 20260324 | $6.67 | $4.28 | 0.6% | 12% |
| 20260323 | $7.60 | $2.65 | 0.6% | 12% |
| 20260320 | $6.78 | $3.48 | 0.8% | 34% |
| 20260319 | $7.28 | $3.95 | 0.8% | 30% |
| 20260318 | $7.20 | $4.10 | 0.8% | 34% |