AMBA · Expected Move
Ambarella, Inc. Ordinary Shares
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).
AMBA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AMBA Expected Move
30-Day Straddle
$10.35
7-Day Straddle
$5.70
30-Day ATM IV
76.0%
IV Rank
25%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.35 | $5.70 | 76.0% | 25% |
| 20261021 | $11.10 | $6.53 | 74.0% | 21% |
| 20261020 | $10.30 | $5.42 | 69.4% | 12% |
| 20261019 | $9.80 | $4.45 | 68.4% | 10% |
| 20261016 | $10.50 | $6.50 | 76.2% | 25% |
| 20261015 | $10.10 | $5.65 | 71.6% | 16% |
| 20261014 | $10.18 | $6.03 | 72.4% | 18% |
| 20261013 | $10.80 | $6.32 | 72.5% | 18% |
| 20261012 | $11.55 | $4.55 | 74.4% | 22% |
| 20261009 | $10.30 | $5.97 | 70.3% | 14% |
| 20261008 | $9.38 | $5.05 | 66.8% | 7% |
| 20261007 | $9.30 | $4.68 | 63.1% | 0% |
| 20261006 | $10.55 | $5.75 | 66.8% | 6% |
| 20261005 | $11.25 | $3.42 | 68.8% | 10% |
| 20261002 | $10.10 | $4.53 | 67.5% | 7% |
| 20261001 | $11.15 | $6.12 | 70.3% | 13% |
| 20260930 | $10.75 | $6.30 | 67.6% | 7% |
| 20260929 | $11.30 | $6.35 | 71.6% | 15% |
| 20260928 | $12.00 | $4.38 | 72.8% | 18% |
| 20260925 | $11.40 | $6.97 | 71.8% | 16% |
| 20260924 | $10.90 | $6.35 | 70.1% | 12% |
| 20260923 | $11.20 | $6.57 | 72.1% | 16% |
| 20260922 | $10.35 | $5.85 | 66.8% | 6% |
| 20260921 | $12.20 | $5.22 | 75.7% | 23% |
| 20260918 | $11.75 | $6.12 | 73.8% | 20% |
| 20260917 | $10.85 | $6.40 | 71.5% | 15% |
| 20260916 | $9.85 | $4.65 | 67.6% | 7% |
| 20260915 | $9.52 | $6.33 | 63.7% | 0% |
| 20260914 | $11.15 | $4.25 | 70.8% | 5% |
| 20260911 | $12.65 | $9.50 | 82.8% | 31% |
| 20260910 | $14.40 | $9.45 | 92.7% | 52% |
| 20260909 | $15.50 | $11.95 | 96.8% | 61% |
| 20260908 | $14.55 | $10.60 | 97.7% | 63% |
| 20260904 | $14.80 | $9.62 | 103.8% | 75% |
| 20260903 | $12.80 | $10.60 | 86.3% | 38% |
| 20260902 | $14.55 | $10.18 | 93.8% | 58% |
| 20260901 | $14.25 | $9.28 | 89.1% | 54% |
| 20260831 | $12.80 | $9.38 | 78.6% | 35% |
| 20260828 | $12.90 | $9.77 | 81.5% | 43% |
| 20260827 | $12.80 | $10.12 | 79.5% | 39% |
| 20260826 | $12.40 | $9.90 | 78.6% | 40% |
| 20260825 | $12.85 | $10.35 | 79.3% | 42% |
| 20260824 | $13.20 | $5.30 | 79.5% | 42% |
| 20260821 | $12.47 | $5.03 | 76.9% | 38% |
| 20260820 | $13.55 | $6.33 | 82.6% | 47% |
| 20260819 | $11.70 | $5.80 | 68.9% | 26% |
| 20260818 | $12.30 | $5.67 | 73.0% | 33% |
| 20260817 | $14.70 | $4.25 | 80.6% | 45% |
| 20260814 | $14.60 | $7.67 | 81.4% | 46% |
| 20260813 | $15.20 | $6.08 | 81.1% | 45% |
| 20260812 | $14.45 | $7.85 | 72.1% | 31% |
| 20260811 | $15.40 | $7.03 | 79.1% | 42% |
| 20260810 | $12.90 | $6.03 | 75.2% | 36% |
| 20260807 | — | — | 69.9% | 28% |
| 20260806 | $15.85 | $8.85 | 82.3% | 47% |
| 20260805 | $14.90 | $7.93 | 80.3% | 44% |
| 20260804 | $16.00 | $8.78 | 85.2% | 52% |
| 20260803 | $15.25 | $6.92 | 79.4% | 43% |
| 20260731 | $14.60 | $7.67 | 77.5% | 40% |
| 20260730 | $18.15 | $9.28 | 109.0% | 90% |
More on AMBA
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.