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Ambarella Inc AMBA

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-15T20:32:45.680Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:42.751042664Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:32:44.628437+00:00

Share price$63.34
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$2.17$4.10$6.03$7.96$57.56$60.12$62.68$65.24$67.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $63.34OPTION PRICELive AMBA spot · $63.34AMBA PRICE$0.50$0.67$0.65$0.83$1.10$1.37$1.27$1.16$1.82$2.00$2.11$2.21$2.32$0.45$0.60$0.87$1.17$1.45$1.50$1.98$2.45$2.79$3.16$3.67$5.34$7.41
PutsExpensive2.06×
CallsFair1.00×
SkewBearish+40.24 pp
Implied moveBearish±$3.25
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.47139.9%7.3%60.29115.9%5.5%
25Δ66.97144.3%6.8%60.89116.8%4.8%
30Δ65.50109.8%4.4%61.35127.6%4.5%
35Δ64.75105.1%3.5%61.78140.5%4.3%
40Δ64.38115.6%3.4%62.31146.5%3.9%
45Δ64.01126.2%3.2%62.95128.4%3.0%
50Δ63.58103.1%2.4%63.56140.2%2.8%
55Δ63.1479.0%1.5%64.17150.2%2.5%
60Δ62.55105.4%1.6%64.79147.5%2.1%
65Δ62.17101.0%1.3%65.41144.6%1.7%
70Δ61.8191.8%0.9%66.13145.7%1.4%
75Δ61.4582.6%0.5%67.83181.3%1.3%
80Δ61.0973.5%0.1%70.01215.3%1.2%

20Δ

Calls
Pseudo strike
67.47
IV
139.9%
B/E move
7.3%
Puts
Pseudo strike
60.29
IV
115.9%
B/E move
5.5%

25Δ

Calls
Pseudo strike
66.97
IV
144.3%
B/E move
6.8%
Puts
Pseudo strike
60.89
IV
116.8%
B/E move
4.8%

30Δ

Calls
Pseudo strike
65.50
IV
109.8%
B/E move
4.4%
Puts
Pseudo strike
61.35
IV
127.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
64.75
IV
105.1%
B/E move
3.5%
Puts
Pseudo strike
61.78
IV
140.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
64.38
IV
115.6%
B/E move
3.4%
Puts
Pseudo strike
62.31
IV
146.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
64.01
IV
126.2%
B/E move
3.2%
Puts
Pseudo strike
62.95
IV
128.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
63.58
IV
103.1%
B/E move
2.4%
Puts
Pseudo strike
63.56
IV
140.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
63.14
IV
79.0%
B/E move
1.5%
Puts
Pseudo strike
64.17
IV
150.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
62.55
IV
105.4%
B/E move
1.6%
Puts
Pseudo strike
64.79
IV
147.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
62.17
IV
101.0%
B/E move
1.3%
Puts
Pseudo strike
65.41
IV
144.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
61.81
IV
91.8%
B/E move
0.9%
Puts
Pseudo strike
66.13
IV
145.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
61.45
IV
82.6%
B/E move
0.5%
Puts
Pseudo strike
67.83
IV
181.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
61.09
IV
73.5%
B/E move
0.1%
Puts
Pseudo strike
70.01
IV
215.3%
B/E move
1.2%