thetaOwl

AMBA

Ambarella, Inc.Close $68.65EOD only
Max Pain
$70.00
Next expiry Oct 9, 2026
Expected Move
±$4.50
6.5% from close
Price Gap
+1.35
Distance to max pain
IV Rank
16
Low premium
P/C OI
0.65
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 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
Oct 2, 2026 close
AMBA Options Chain
Data as of market close Oct 2, 2026

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

Control Row
Next expiry (DTE 7)

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
55.0016.3013.0015.104.9511110.2%0.9380.0117-0.0980.0120.010
57.0012.8511.2013.200.371010105.1%0.9130.0159-0.1190.0150.010
59.008.708.4011.100.0002259.8%0.9700.0120-0.0340.0060.011
60.009.307.5010.300.000166.6%0.9350.0200-0.0640.0120.011
61.0013.906.609.300.001463.3%0.9190.0248-0.0710.0140.011
63.007.404.808.100.0021270.8%0.8250.0383-0.1300.0250.010
64.007.674.007.200.004567.7%0.7890.0449-0.1390.0270.009
65.006.073.806.100.00113269.7%0.7330.0496-0.1610.0310.009
66.005.302.606.000.0091969.9%0.6790.0539-0.1750.0340.008
67.004.841.954.100.0022352.4%0.6490.0744-0.1370.0350.008
68.002.801.904.30-1.0043968.5%0.5620.0605-0.1880.0370.007
69.002.551.102.95-1.554018654.0%0.4920.0777-0.1500.0380.006
70.002.151.502.45-1.102410863.4%0.4330.0653-0.1730.0370.005
71.001.700.203.10-1.15855464.6%0.3730.0617-0.1690.0360.005
72.001.830.252.00-0.5995158.8%0.2970.0618-0.1410.0330.004
73.001.510.002.85-0.35131874.9%0.2970.0486-0.1780.0330.004
74.001.410.052.30-0.2233675.0%0.2540.0449-0.1650.0300.003
75.000.900.052.00-0.6238528477.0%0.2210.0406-0.1570.0280.003
76.001.450.000.850.0097861.0%0.1250.0354-0.0860.0200.002
77.000.400.201.55-0.7511684.2%0.1790.0327-0.1510.0250.002
78.000.550.002.20-0.4961297.9%0.1930.0294-0.1830.0260.002
79.001.180.001.150.262183.2%0.1240.0259-0.1170.0190.002
80.000.400.300.80-0.312275187.1%0.1150.0234-0.1160.0180.001
81.000.620.001.650.00240103.9%0.1420.0227-0.1600.0210.002
82.000.230.000.95-0.494992.8%0.0950.0191-0.1070.0160.001
83.000.250.000.35-0.1831477.3%0.0440.0126-0.0490.0090.001
85.000.180.000.25-0.33651779.7%0.0310.0091-0.0380.0070.000
90.000.200.001.700.005051145.9%0.1080.0134-0.1850.0180.001
95.000.080.000.20-0.02286107.8%0.0180.0043-0.0330.0040.000
100.000.100.000.550.002030144.1%0.0380.0060-0.0800.0080.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
45.002.610.000.050.00115118.0%-0.0040.0010-0.0090.001-0.000
50.000.030.000.05-2.6221791.4%-0.0050.0017-0.0090.001-0.000
52.000.150.001.000.00021138.9%-0.0610.0092-0.1140.011-0.001
55.000.080.000.100.00154773.4%-0.0130.0047-0.0160.003-0.000
56.000.100.000.950.008147107.9%-0.0740.0137-0.1030.013-0.001
57.001.000.000.550.0018887.5%-0.0550.0133-0.0650.011-0.001
58.000.160.000.500.0247879.3%-0.0550.0148-0.0590.011-0.001
59.000.410.000.700.001579.5%-0.0750.0188-0.0760.013-0.001
60.000.160.000.50-0.19243166.6%-0.0650.0200-0.0570.012-0.001
61.000.200.001.450.0062583.6%-0.1390.0278-0.1240.021-0.002
62.000.380.001.500.0373576.9%-0.1540.0325-0.1230.023-0.002
63.000.400.000.60-0.17225050.2%-0.1000.0367-0.0590.017-0.001
64.000.430.000.90-0.361103966.1%-0.2060.0453-0.1260.027-0.003
65.001.020.251.15-0.333623351.3%-0.2070.0586-0.0980.027-0.003
66.001.450.001.400.35162163.0%-0.3070.0586-0.1480.033-0.004
67.001.600.253.200.20291161.5%-0.3680.0644-0.1540.036-0.005
68.002.400.703.50-0.9035359.8%-0.4340.0692-0.1560.037-0.006
69.002.370.754.20-0.28322356.5%-0.5060.0743-0.1490.038-0.007
70.003.401.854.700.30745262.2%-0.5690.0665-0.1610.037-0.008
71.003.082.555.30-0.8287062.6%-0.6310.0633-0.1550.036-0.009
72.004.153.306.00-0.052263.7%-0.6870.0585-0.1470.034-0.010
73.0013.204.106.800.000165.6%-0.7330.0527-0.1400.031-0.011
74.006.204.907.600.002523566.5%-0.7760.0473-0.1280.028-0.011
75.006.615.808.500.001269.6%-0.8050.0416-0.1230.026-0.012
80.0012.3310.4013.100.000279.7%-0.9070.0219-0.0810.016-0.014
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.