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Ambarella AMBA 55.17 -5.75 -9.44%

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ATM IV
0.908
Put Call Ratio (OI)
0.542
Put Call Ratio (Vol)
0.418
IV Rank
41.7
IV Percentile
85.8
Max pain
65

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-84.9
84.9
View values by strike
AMBA · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 290 -557
22.50 479 -112
25.00 382 -234
27.50 7.15 K -1.92 K
30.00 8.37 K -464
32.50 28.9 K -607
35.00 12.1 K -2.04 K
37.50 28.3 K -1.94 K
40.00 22.5 K -5.57 K
42.50 2.7 K -3.07 K
45.00 24.7 K -17.2 K
47.00 91.8 0
47.50 6.16 K -8.83 K
48.00 0 -451
48.50 510 0
49.00 421 -1.3 K
49.50 628 0
50.00 18.6 K -33.5 K
51.00 753 -626
52.00 455 -214
52.50 1.19 K -7.63 K
53.00 343 -1.13 K
54.00 879 -1.55 K
55.00 5.14 K -70.1 K
56.00 1.06 K -2.52 K
57.00 482 -14.9 K
57.50 4.13 K -21.1 K
58.00 2.13 K -64.2 K
59.00 1.3 K -2.75 K
60.00 29.4 K -345 K
61.00 1.42 K -3.81 K
62.00 5.39 K -6.57 K
62.50 21.3 K -25.7 K
63.00 3.44 K -5.62 K
64.00 9.63 K -707
65.00 95.9 K -67.1 K
66.00 1.53 K -937
67.00 6.56 K -858
67.50 18.4 K -22.4 K
68.00 4.89 K -178
69.00 1.05 K -4.66 K
70.00 101 K -392 K
71.00 2.08 K -91.9
72.00 4.78 K 0
72.50 23.1 K -8.12 K
73.00 376 0
74.00 1.74 K 0
75.00 25.2 K -22.4 K
76.00 386 0
77.00 370 -92.9
77.50 6.72 K -2.16 K
78.00 277 0
79.00 57 0
80.00 57.8 K -7.58 K
81.00 83.5 0
82.00 81.4 0
82.50 60.3 K -883
85.00 22.3 K -36.9 K
87.50 61 K -3.95 K
90.00 75.2 K -6.97 K
92.50 25.9 K 0
95.00 11 K -39.8 K
97.50 36.7 K -79
100.00 31.5 K -527
105.00 2.8 K -87.3
110.00 4.69 K -87.6
115.00 5.08 K -91
120.00 12 K 0
125.00 2.07 K 0
130.00 8.01 K 0
135.00 16.3 K 0
140.00 2.18 K 0