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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

Expected move

November 05, 2026 close · $55.08
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$1.80 $53.28 – $56.88 $52.93 – $57.23 $51.23 – $58.93
2 sessions ±4.5% ±$2.50 $52.58 – $57.58 $52.06 – $58.10 $49.70 – $60.46
3 sessions ±5.7% ±$3.15 $51.93 – $58.23 $51.33 – $58.83 $48.39 – $61.77
1 week ±7.3% ±$3.99 $51.09 – $59.07 $50.19 – $59.97 $46.57 – $63.59
2 weeks ±10.2% ±$5.61 $49.47 – $60.69 $48.15 – $62.01 $43.12 – $67.04
3 weeks Earnings ±19.0% ±$10.48 $44.60 – $65.56 $42.10 – $68.06 $33.05 – $77.11
1 month Earnings ±20.7% ±$11.39 $43.69 – $66.47 $40.95 – $69.21 $31.13 – $79.03
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMBA reports in 14 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.75%
Average actual move
13.14%
Beyond the implied move
5 / 7
Median IV change
-47.54%
Reaction session Implied Actual Used ATM IV before → after
September 04, 2026 ±12.74% -0.77% 0.06× —
May 29, 2026 ±16.99% -21.41% 1.26× —
February 27, 2026 ±13.05% -14.89% 1.14× —
August 29, 2025 ±12.46% +16.78% 1.35× —
May 30, 2025 ±12.10% -15.10% 1.25× —
February 27, 2025 ±14.97% -17.12% 1.14× —
November 27, 2024 ±13.96% +5.89% 0.42× 95.1% → 49.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →