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Ambarella AMBA 55.17 -5.75 -9.44%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
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

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-84.9
84.9
View values by strike
AMBA · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 17.4 -853
22.50 38.1 -258
25.00 36.6 -590
27.50 896 -4.73 K
30.00 1.26 K -1.11 K
32.50 5.72 K -1.18 K
35.00 2.81 K -5.26 K
37.50 8.68 K -4.48 K
40.00 8.21 K -13.5 K
42.50 850 -7.43 K
45.00 12.6 K -60.2 K
47.00 70 0
47.50 2.59 K -20.5 K
48.00 0 -6.56 K
48.50 579 0
49.00 537 -12.1 K
49.50 858 0
50.00 16.2 K -108 K
51.00 1.5 K -2.45 K
52.00 1.18 K -503
52.50 753 -14.8 K
53.00 1.13 K -6.28 K
54.00 1.22 K -7.79 K
55.00 8.07 K -137 K
56.00 2.82 K -7.96 K
57.00 1.07 K -43.2 K
57.50 8.29 K -42.2 K
58.00 4.75 K -206 K
59.00 6.3 K -6.27 K
60.00 56.3 K -473 K
61.00 7.31 K -6.1 K
62.00 20.5 K -8.78 K
62.50 32 K -33.9 K
63.00 21.5 K -7.49 K
64.00 38.7 K -854
65.00 150 K -72.4 K
66.00 6.38 K -890
67.00 43 K -751
67.50 26.4 K -19.7 K
68.00 38.2 K -131
69.00 4.98 K -2.56 K
70.00 233 K -323 K
71.00 9.24 K -50.4
72.00 27.4 K 0
72.50 36.7 K -4.87 K
73.00 1.08 K 0
74.00 9.5 K 0
75.00 64.6 K -12.4 K
76.00 1.37 K 0
77.00 1.61 K -37.8
77.50 17.2 K -1.29 K
78.00 1.1 K 0
79.00 276 0
80.00 169 K -4.48 K
81.00 392 0
82.00 247 0
82.50 43.1 K -445
85.00 54.4 K -22 K
87.50 52.6 K -1.76 K
90.00 219 K -2.51 K
92.50 23.8 K 0
95.00 21 K -20.7 K
97.50 36.9 K -40
100.00 52.7 K -279
105.00 6.86 K -40.5
110.00 11.8 K -38.3
115.00 11.4 K -34.5
120.00 21.2 K 0
125.00 3.37 K 0
130.00 10.8 K 0
135.00 24.7 K 0
140.00 5.77 K 0