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Ambarella Inc AMBA

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-15T20:02:24.838Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.231987617Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:02:24.338917+00:00

Share price$63.35
1D+6.5%
AH$59$60$61$62$645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMBA
Sold putSold callAH

Ambarella Inc options

Live interpolated AMBA call and put midpoint premiums by absolute delta.Ambarella Inc$0.24$2.18$4.11$6.05$7.99$57.50$60.09$62.67$65.26$67.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $63.34OPTION PRICELive AMBA spot · $63.34AMBA PRICE$0.50$0.67$0.66$0.83$1.10$1.36$1.27$1.16$1.80$2.00$2.10$2.21$2.32$0.45$0.60$0.87$1.17$1.45$1.50$1.98$2.45$2.79$3.16$3.71$5.31$7.43
PutsExpensive1.78×
CallsFair1.01×
SkewBearish+40.55 pp
Implied moveBearish±$3.25
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.47138.2%7.3%60.29116.0%5.5%
25Δ66.97144.3%6.8%60.90117.0%4.8%
30Δ65.51109.9%4.4%61.36127.8%4.5%
35Δ64.76104.9%3.5%61.78140.7%4.3%
40Δ64.39115.4%3.4%62.31146.6%3.9%
45Δ64.01125.9%3.2%62.96128.4%3.0%
50Δ63.58103.2%2.4%63.57140.6%2.8%
55Δ63.1579.2%1.5%64.18150.4%2.5%
60Δ62.56104.5%1.6%64.80147.7%2.1%
65Δ62.18100.9%1.3%65.42144.8%1.7%
70Δ61.8291.7%0.9%66.17147.1%1.4%
75Δ61.4682.5%0.5%67.81180.5%1.3%
80Δ61.1073.4%0.1%70.04213.6%1.2%

20Δ

Calls
Pseudo strike
67.47
IV
138.2%
B/E move
7.3%
Puts
Pseudo strike
60.29
IV
116.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
66.97
IV
144.3%
B/E move
6.8%
Puts
Pseudo strike
60.90
IV
117.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
65.51
IV
109.9%
B/E move
4.4%
Puts
Pseudo strike
61.36
IV
127.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
64.76
IV
104.9%
B/E move
3.5%
Puts
Pseudo strike
61.78
IV
140.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
64.39
IV
115.4%
B/E move
3.4%
Puts
Pseudo strike
62.31
IV
146.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
64.01
IV
125.9%
B/E move
3.2%
Puts
Pseudo strike
62.96
IV
128.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
63.58
IV
103.2%
B/E move
2.4%
Puts
Pseudo strike
63.57
IV
140.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
63.15
IV
79.2%
B/E move
1.5%
Puts
Pseudo strike
64.18
IV
150.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
62.56
IV
104.5%
B/E move
1.6%
Puts
Pseudo strike
64.80
IV
147.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
62.18
IV
100.9%
B/E move
1.3%
Puts
Pseudo strike
65.42
IV
144.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
61.82
IV
91.7%
B/E move
0.9%
Puts
Pseudo strike
66.17
IV
147.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
61.46
IV
82.5%
B/E move
0.5%
Puts
Pseudo strike
67.81
IV
180.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
61.10
IV
73.4%
B/E move
0.1%
Puts
Pseudo strike
70.04
IV
213.6%
B/E move
1.2%