thetaOwl

AMBA

Ambarella, Inc.Close $78.36EOD only
Max Pain
$75.00
Next expiry Jul 10, 2026
Expected Move
±$3.62
4.6% from close
Price Gap
-3.36
Distance to max pain
IV Rank
63
High premium
P/C OI
0.45
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects AMBA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
AMBA Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 8)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
50.0023.3226.4029.100.001010217.5%0.9500.0044-0.1790.0110.009
55.0018.7721.4024.100.001010179.7%0.9390.0062-0.1730.0130.010
60.004.0216.9019.000.001010138.8%0.9320.0087-0.1480.0140.010
61.0031.2216.0018.400.00510152.1%0.9030.0104-0.2090.0190.010
63.003.9514.0016.000.0023119.0%0.9210.0114-0.1430.0160.011
64.0029.4112.9015.600.00118138.7%0.8760.0136-0.2270.0220.010
65.0016.9711.7015.10-11.497359.8%0.9900.0043-0.0200.0030.012
66.0010.6011.2013.900.003573.4%0.9600.0109-0.0570.0090.012
67.0014.6110.5012.701.0611371.9%0.9490.0135-0.0660.0110.012
68.0011.719.1012.509.462777.7%0.9160.0183-0.1000.0170.012
69.001.258.8011.400.001484.5%0.8760.0224-0.1410.0220.011
70.0016.907.4011.00-1.50212381.5%0.8560.0256-0.1500.0250.011
71.0017.467.3010.000.00111689.0%0.8080.0283-0.1950.0300.011
72.0019.106.509.300.00615188.6%0.7760.0311-0.2120.0320.010
73.007.855.108.80-11.502782.0%0.7540.0354-0.2060.0340.010
74.008.655.208.100.951591.4%0.6990.0351-0.2520.0380.009
75.007.954.906.10-3.5541078.9%0.6780.0419-0.2250.0390.009
76.0015.194.706.504.2712394.8%0.6200.0370-0.2850.0410.008
77.004.363.405.10-12.551519877.0%0.5890.0466-0.2370.0420.008
78.0012.902.854.400.0022074.6%0.5410.0490-0.2340.0430.007
80.003.503.003.70-9.35312888.1%0.4590.0415-0.2750.0430.006
81.0010.202.053.100.0016879.7%0.4060.0449-0.2430.0420.006
83.002.401.004.00-2.90112393.3%0.3540.0367-0.2720.0400.005
84.001.770.553.50-2.331589.1%0.3100.0365-0.2460.0380.004
85.001.701.102.25-10.00466186.8%0.2710.0352-0.2250.0360.004
86.001.501.001.50-5.8030681.4%0.2230.0338-0.1900.0320.003
87.001.980.151.40-7.59111172.5%0.1630.0313-0.1400.0270.002
88.001.400.451.50-3.9013884.0%0.1760.0283-0.1700.0280.002
89.000.940.201.15-4.2111378.6%0.1340.0253-0.1330.0230.002
90.000.800.451.30-4.4512622990.4%0.1500.0238-0.1650.0250.002
94.000.800.001.15-4.9652095.9%0.0970.0165-0.1290.0190.001
95.000.600.050.80-2.35128092.4%0.0760.0142-0.1030.0150.001
100.000.730.001.90-1.8817132135.1%0.1140.0132-0.2030.0210.002
115.000.900.002.100.0012189.8%0.0930.0081-0.2450.0180.001
120.001.100.002.150.0013205.7%0.0880.0072-0.2560.0170.001

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
45.000.500.001.200.0023246.5%-0.0360.0030-0.1510.009-0.001
49.500.070.002.150.0011243.9%-0.0630.0047-0.2330.013-0.001
50.000.220.002.150.00348239.7%-0.0640.0048-0.2320.014-0.001
52.000.980.002.100.0012221.6%-0.0680.0054-0.2240.014-0.001
53.000.350.002.150.0033214.9%-0.0710.0058-0.2260.015-0.001
54.000.830.002.150.00237206.9%-0.0740.0063-0.2240.015-0.001
55.000.310.001.400.002725177.1%-0.0580.0061-0.1590.013-0.001
56.000.250.002.150.0022191.3%-0.0800.0072-0.2200.016-0.001
57.001.130.002.150.0014183.6%-0.0830.0077-0.2180.017-0.001
58.000.250.002.150.001013176.0%-0.0870.0083-0.2150.017-0.001
60.000.140.001.10-0.0635117133.4%-0.0620.0084-0.1250.013-0.001
61.000.250.002.200.0013154.9%-0.1010.0105-0.2100.019-0.002
62.000.100.001.10-0.4517120.5%-0.0680.0100-0.1220.014-0.001
63.000.350.001.85-1.67512132.7%-0.1000.0122-0.1790.019-0.002
65.000.490.252.000.04315126.9%-0.1240.0148-0.2000.022-0.002
66.000.500.050.900.003591.5%-0.0770.0146-0.1020.016-0.001
68.000.590.002.05-3.9532101.9%-0.1400.0201-0.1740.024-0.002
69.000.800.202.800.2736110.4%-0.1800.0219-0.2230.029-0.003
70.001.410.502.050.752215695.9%-0.1780.0251-0.1920.028-0.003
71.001.600.501.550.9733780.8%-0.1720.0291-0.1580.028-0.003
72.002.170.703.600.00810105.0%-0.2550.0281-0.2590.035-0.004
73.001.401.352.55-0.1241591.5%-0.2650.0330-0.2290.036-0.004
75.002.641.104.201.593720190.9%-0.3380.0371-0.2540.040-0.006
76.003.741.753.402.742310979.8%-0.3670.0435-0.2290.041-0.006
80.005.633.506.203.73167185.1%-0.5440.0429-0.2560.043-0.009
83.006.856.308.303.553396.9%-0.6390.0356-0.2750.041-0.011
84.008.026.209.004.52131387.5%-0.6940.0370-0.2310.038-0.012
85.008.407.0010.305.40213395.2%-0.7070.0333-0.2460.037-0.012
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.