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Ambarella Inc AMBA

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-16T00:14:23.951Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:54:17.131519873Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:13:03.418175+00:00

Share price$63.25
1D+5.9%
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$1.12$6.18$11.23$16.29$21.34$44.23$53.53$62.83$72.14$81.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMBA spot · $63.25AMBA PRICE$1.67$1.97$2.43$3.16$4.00$4.22$5.06$5.69$6.46$7.36$8.22$10.25$11.86$2.07$2.55$3.47$3.68$4.60$5.82$7.34$8.95$10.41$11.59$13.92$16.10$19.88
PutsExpensive1.21×
CallsExpensive1.06×
SkewBearish+4.20 pp
Implied moveBearish±$12.40
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.3885.0%32.9%52.8182.1%19.8%
25Δ76.3974.2%23.9%55.7275.0%16.0%
30Δ73.3872.0%19.9%57.4579.9%14.7%
35Δ71.4375.2%17.9%59.7569.5%11.3%
40Δ69.9881.2%17.0%61.5570.5%10.0%
45Δ66.9370.9%12.5%63.4174.0%9.0%
50Δ65.1973.1%11.1%65.4778.4%8.1%
55Δ63.3370.7%9.1%67.7381.1%7.1%
60Δ61.5369.3%7.5%69.9580.9%5.9%
65Δ59.8069.1%6.2%71.8977.9%4.7%
70Δ58.1367.2%4.9%74.7980.1%3.8%
75Δ55.6974.3%4.3%77.5679.6%2.8%
80Δ53.4975.3%3.3%81.8282.9%2.1%

20Δ

Calls
Pseudo strike
82.38
IV
85.0%
B/E move
32.9%
Puts
Pseudo strike
52.81
IV
82.1%
B/E move
19.8%

25Δ

Calls
Pseudo strike
76.39
IV
74.2%
B/E move
23.9%
Puts
Pseudo strike
55.72
IV
75.0%
B/E move
16.0%

30Δ

Calls
Pseudo strike
73.38
IV
72.0%
B/E move
19.9%
Puts
Pseudo strike
57.45
IV
79.9%
B/E move
14.7%

35Δ

Calls
Pseudo strike
71.43
IV
75.2%
B/E move
17.9%
Puts
Pseudo strike
59.75
IV
69.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
69.98
IV
81.2%
B/E move
17.0%
Puts
Pseudo strike
61.55
IV
70.5%
B/E move
10.0%

45Δ

Calls
Pseudo strike
66.93
IV
70.9%
B/E move
12.5%
Puts
Pseudo strike
63.41
IV
74.0%
B/E move
9.0%

50Δ

Calls
Pseudo strike
65.19
IV
73.1%
B/E move
11.1%
Puts
Pseudo strike
65.47
IV
78.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
63.33
IV
70.7%
B/E move
9.1%
Puts
Pseudo strike
67.73
IV
81.1%
B/E move
7.1%

60Δ

Calls
Pseudo strike
61.53
IV
69.3%
B/E move
7.5%
Puts
Pseudo strike
69.95
IV
80.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
59.80
IV
69.1%
B/E move
6.2%
Puts
Pseudo strike
71.89
IV
77.9%
B/E move
4.7%

70Δ

Calls
Pseudo strike
58.13
IV
67.2%
B/E move
4.9%
Puts
Pseudo strike
74.79
IV
80.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
55.69
IV
74.3%
B/E move
4.3%
Puts
Pseudo strike
77.56
IV
79.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
53.49
IV
75.3%
B/E move
3.3%
Puts
Pseudo strike
81.82
IV
82.9%
B/E move
2.1%