AMBA
Ambarella, Inc.Close $74.82EOD onlyThis page reflects AMBA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
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
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 27.50 | 52.92 | 44.80 | 51.30 | 0.00 | 402 | 402 | 615.6% | 0.981 | 0.0011 | -0.327 | 0.003 | 0.002 |
| 30.00 | 50.50 | 41.30 | 48.80 | 0.00 | 402 | 402 | 453.9% | 0.992 | 0.0007 | -0.111 | 0.001 | 0.002 |
| 32.50 | 47.00 | 38.30 | 46.90 | 0.00 | 2 | 2 | 432.0% | 0.990 | 0.0009 | -0.134 | 0.002 | 0.003 |
| 37.50 | 41.00 | 33.30 | 42.00 | 0.00 | 1 | 4 | 376.6% | 0.986 | 0.0014 | -0.157 | 0.002 | 0.003 |
| 40.00 | 33.50 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.005 | 0.000 | 0.003 |
| 42.50 | 30.20 | 28.30 | 37.00 | 0.00 | 45 | 45 | 316.0% | 0.983 | 0.0020 | -0.156 | 0.003 | 0.003 |
| 47.50 | 22.20 | 24.10 | 31.30 | 0.00 | 0 | 13 | 269.7% | 0.976 | 0.0031 | -0.176 | 0.004 | 0.004 |
| 50.00 | 24.10 | 21.50 | 28.70 | -6.53 | 11 | 680 | 229.3% | 0.980 | 0.0032 | -0.134 | 0.003 | 0.004 |
| 51.00 | 24.51 | 20.00 | 28.30 | -5.20 | 5 | 667 | 227.0% | 0.975 | 0.0037 | -0.154 | 0.004 | 0.004 |
| 55.00 | 25.55 | 16.00 | 24.10 | 0.00 | 196 | 201 | 175.8% | 0.978 | 0.0044 | -0.111 | 0.004 | 0.004 |
| 56.00 | 19.52 | 14.80 | 23.20 | -5.46 | 1 | 198 | 159.4% | 0.981 | 0.0042 | -0.089 | 0.003 | 0.004 |
| 57.50 | 26.45 | 16.40 | 19.20 | 0.00 | 2 | 2 | 182.4% | 0.953 | 0.0079 | -0.208 | 0.007 | 0.004 |
| 60.00 | 16.01 | 11.50 | 18.70 | -3.79 | 7 | 173 | 139.6% | 0.965 | 0.0082 | -0.129 | 0.005 | 0.005 |
| 62.50 | 12.85 | 9.00 | 14.70 | -8.85 | 4 | 166 | 240.1% | 0.826 | 0.0158 | -0.704 | 0.017 | 0.004 |
| 65.00 | 11.06 | 6.90 | 12.00 | -8.39 | 22 | 79 | 200.0% | 0.808 | 0.0202 | -0.624 | 0.019 | 0.004 |
| 66.00 | 7.80 | 6.00 | 11.80 | 0.00 | 5 | 10 | 68.4% | 0.980 | 0.0103 | -0.044 | 0.003 | 0.005 |
| 67.00 | 7.30 | 4.40 | 11.90 | 0.00 | 1 | 11 | 85.4% | 0.929 | 0.0234 | -0.138 | 0.009 | 0.005 |
| 67.50 | 11.21 | 4.90 | 11.40 | 0.00 | 9 | 656 | 110.0% | 0.861 | 0.0297 | -0.282 | 0.015 | 0.005 |
| 68.00 | 15.31 | 4.00 | 9.90 | 0.00 | 1 | 24 | 60.5% | 0.962 | 0.0201 | -0.064 | 0.006 | 0.005 |
| 69.00 | 8.20 | 2.70 | 8.90 | 0.00 | 0 | 64 | 183.8% | 0.716 | 0.0272 | -0.709 | 0.023 | 0.004 |
| 70.00 | 4.90 | 3.00 | 8.80 | -4.87 | 11 | 305 | 94.9% | 0.794 | 0.0442 | -0.312 | 0.019 | 0.004 |
| 71.00 | 5.00 | 1.60 | 7.40 | 0.00 | 1 | 4 | 67.3% | 0.815 | 0.0585 | -0.210 | 0.018 | 0.005 |
| 72.00 | 11.85 | 2.50 | 7.00 | 0.00 | 5 | 13 | 102.5% | 0.679 | 0.0515 | -0.421 | 0.024 | 0.004 |
| 72.50 | 3.85 | 1.10 | 6.70 | -6.82 | 4 | 163 | 83.7% | 0.676 | 0.0633 | -0.346 | 0.024 | 0.004 |
| 73.00 | 11.78 | 0.20 | 5.40 | 0.00 | 3 | 12 | 56.4% | 0.696 | 0.0914 | -0.229 | 0.024 | 0.004 |
| 74.00 | 9.41 | 0.00 | 6.30 | 0.00 | 2 | 11 | 87.6% | 0.573 | 0.0660 | -0.393 | 0.027 | 0.003 |
| 75.00 | 1.75 | 0.90 | 5.40 | -4.19 | 77 | 283 | 103.6% | 0.510 | 0.0567 | -0.471 | 0.027 | 0.003 |
| 76.00 | 4.75 | 0.00 | 4.60 | 0.00 | 7 | 31 | 90.6% | 0.442 | 0.0643 | -0.408 | 0.027 | 0.003 |
| 77.00 | 1.20 | 0.00 | 4.60 | -11.80 | 16 | 3 | 103.4% | 0.399 | 0.0551 | -0.454 | 0.026 | 0.002 |
| 77.50 | 1.10 | 0.30 | 5.60 | -2.40 | 29 | 136 | 130.7% | 0.407 | 0.0438 | -0.577 | 0.026 | 0.002 |
| 78.00 | 0.80 | 0.00 | 1.00 | -2.20 | 47 | 31 | 50.7% | 0.191 | 0.0791 | -0.158 | 0.018 | 0.001 |
| 79.00 | 1.90 | 0.00 | 1.95 | 0.00 | 153 | 164 | 79.0% | 0.236 | 0.0575 | -0.277 | 0.021 | 0.001 |
| 80.00 | 0.53 | 0.35 | 0.70 | -1.02 | 143 | 720 | 68.6% | 0.149 | 0.0499 | -0.181 | 0.016 | 0.001 |
| 81.00 | 0.43 | 0.00 | 1.20 | -1.51 | 3 | 21 | 80.1% | 0.146 | 0.0422 | -0.209 | 0.016 | 0.001 |
| 82.00 | 0.05 | 0.00 | 1.40 | -2.50 | 1 | 25 | 92.6% | 0.148 | 0.0368 | -0.243 | 0.016 | 0.001 |
| 82.50 | 0.51 | 0.00 | 1.15 | -0.24 | 1 | 593 | 90.0% | 0.125 | 0.0336 | -0.210 | 0.014 | 0.001 |
| 83.00 | 0.20 | 0.10 | 0.50 | -2.30 | 6 | 350 | 77.1% | 0.074 | 0.0269 | -0.123 | 0.010 | 0.000 |
| 84.00 | 1.15 | 0.00 | 5.60 | 0.00 | 1 | 6 | 192.5% | 0.283 | 0.0259 | -0.739 | 0.023 | 0.002 |
| 85.00 | 0.15 | 0.05 | 0.35 | -0.31 | 30 | 1,402 | 81.4% | 0.046 | 0.0174 | -0.089 | 0.007 | 0.000 |
| 86.00 | 0.78 | 0.00 | 0.70 | 0.00 | 1 | 1 | 99.4% | 0.067 | 0.0193 | -0.147 | 0.009 | 0.000 |
| 87.00 | 0.89 | 0.00 | 5.50 | 0.00 | 0 | 1 | 216.2% | 0.251 | 0.0217 | -0.781 | 0.022 | 0.001 |
| 87.50 | 0.82 | 0.00 | 5.30 | 0.00 | 7 | 478 | 216.4% | 0.243 | 0.0213 | -0.767 | 0.021 | 0.001 |
| 88.00 | 0.71 | 0.00 | 2.00 | 0.00 | 0 | 14 | 150.3% | 0.131 | 0.0209 | -0.363 | 0.014 | 0.001 |
| 89.00 | 0.65 | 0.00 | 5.50 | 0.00 | 0 | 1 | 231.9% | 0.236 | 0.0196 | -0.810 | 0.021 | 0.001 |
| 90.00 | 0.07 | 0.00 | 0.15 | -0.08 | 27 | 1,106 | 90.2% | 0.013 | 0.0056 | -0.035 | 0.002 | 0.000 |
| 92.50 | 0.05 | 0.00 | 0.65 | 0.00 | 9 | 112 | 133.4% | 0.045 | 0.0106 | -0.145 | 0.006 | 0.000 |
| 95.00 | 0.05 | 0.00 | 0.20 | 0.00 | 4 | 299 | 116.8% | 0.014 | 0.0045 | -0.047 | 0.002 | 0.000 |
| 96.00 | 0.89 | - | 5.40 | 0.00 | 0 | 32 | 380.5% | 0.291 | 0.0133 | -1.478 | 0.023 | 0.001 |
| 97.00 | 0.80 | - | 5.10 | 0.00 | 0 | 40 | 377.0% | 0.278 | 0.0131 | -1.432 | 0.023 | 0.001 |
| 97.50 | 1.85 | 0.00 | 5.10 | 0.00 | 4 | 182 | 282.8% | 0.183 | 0.0138 | -0.850 | 0.018 | 0.001 |
| 100.00 | 0.05 | 0.00 | 0.15 | -0.05 | 6 | 3,904 | 131.3% | 0.009 | 0.0027 | -0.035 | 0.002 | 0.000 |
| 105.00 | 0.34 | 0.00 | 1.90 | 0.00 | 14 | 178 | 242.8% | 0.077 | 0.0087 | -0.396 | 0.010 | 0.000 |
| 110.00 | 0.05 | 0.00 | 5.10 | 0.00 | 375 | 426 | 353.3% | 0.149 | 0.0097 | -0.927 | 0.016 | 0.001 |
| 115.00 | 0.05 | 0.00 | 0.05 | 0.00 | 4 | 29 | 159.4% | 0.002 | 0.0006 | -0.011 | 0.000 | 0.000 |
| 120.00 | 0.05 | 0.00 | 5.50 | 0.00 | 1 | 366 | 410.3% | 0.139 | 0.0080 | -1.030 | 0.015 | 0.001 |
| 125.00 | 0.05 | 0.00 | 1.30 | 0.00 | 525 | 1,558 | 300.4% | 0.040 | 0.0043 | -0.295 | 0.006 | 0.000 |
| 130.00 | 1.43 | 0.00 | 8.50 | 0.00 | 1 | 88 | 520.1% | 0.175 | 0.0073 | -1.516 | 0.017 | 0.001 |
| 135.00 | 0.25 | 0.00 | 0.30 | 0.00 | 95 | 702 | 261.3% | 0.009 | 0.0014 | -0.071 | 0.002 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 27.50 | 0.82 | 0.00 | 0.25 | 0.00 | 7 | 56 | 449.2% | -0.004 | 0.0004 | -0.059 | 0.001 | -0.000 |
| 30.00 | 0.13 | 0.00 | 0.25 | -0.72 | 1 | 30 | 412.5% | -0.004 | 0.0004 | -0.058 | 0.001 | -0.000 |
| 32.50 | 0.17 | 0.00 | 0.35 | -0.40 | 1 | 30 | 399.2% | -0.006 | 0.0007 | -0.082 | 0.001 | -0.000 |
| 35.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 364 | 307.8% | -0.002 | 0.0003 | -0.023 | 0.000 | -0.000 |
| 37.50 | 0.10 | 0.00 | 0.65 | -0.32 | 1 | 19 | 375.4% | -0.014 | 0.0014 | -0.150 | 0.002 | -0.000 |
| 40.00 | 0.05 | 0.00 | 0.65 | 0.00 | 2 | 15 | 344.1% | -0.015 | 0.0016 | -0.149 | 0.003 | -0.000 |
| 42.50 | 0.70 | 0.00 | 0.05 | 0.00 | 1 | 52 | 215.6% | -0.001 | 0.0003 | -0.011 | 0.000 | -0.000 |
| 45.00 | 2.24 | 0.00 | 0.10 | 0.00 | 2 | 143 | 212.5% | -0.003 | 0.0007 | -0.023 | 0.001 | -0.000 |
| 47.50 | 2.27 | 0.00 | 5.30 | 0.00 | 2 | 112 | 462.4% | -0.098 | 0.0055 | -0.901 | 0.012 | -0.001 |
| 50.00 | 0.03 | 0.00 | 0.05 | 0.00 | 8 | 172 | 157.8% | -0.002 | 0.0006 | -0.011 | 0.000 | -0.000 |
| 51.00 | 1.72 | 0.00 | 6.00 | 0.00 | 1 | 1 | 429.8% | -0.119 | 0.0068 | -0.966 | 0.013 | -0.001 |
| 52.00 | 0.12 | 0.00 | 2.20 | 0.00 | 1 | 0 | 293.4% | -0.067 | 0.0065 | -0.427 | 0.009 | -0.000 |
| 52.50 | 0.05 | 0.00 | 2.90 | 0.00 | 10 | 76 | 313.1% | -0.082 | 0.0071 | -0.536 | 0.010 | -0.001 |
| 54.00 | 1.10 | 0.00 | 5.90 | 0.00 | 2 | 4 | 382.6% | -0.133 | 0.0083 | -0.926 | 0.015 | -0.001 |
| 55.00 | 0.01 | 0.00 | 1.55 | 0.00 | 40 | 818 | 233.6% | -0.059 | 0.0074 | -0.311 | 0.008 | -0.000 |
| 56.00 | 2.10 | 0.00 | 0.50 | 0.00 | 23 | 39 | 169.9% | -0.025 | 0.0051 | -0.112 | 0.004 | -0.000 |
| 57.00 | 2.25 | 0.00 | 5.30 | 0.00 | 4 | 25 | 325.0% | -0.142 | 0.0102 | -0.824 | 0.015 | -0.001 |
| 57.50 | 0.10 | 0.00 | 2.55 | 0.00 | 1 | 161 | 241.9% | -0.095 | 0.0103 | -0.460 | 0.011 | -0.001 |
| 58.00 | 0.10 | 0.00 | 0.10 | -2.50 | 1 | 11 | 115.6% | -0.006 | 0.0023 | -0.024 | 0.001 | -0.000 |
| 59.00 | 0.77 | 0.00 | 5.20 | 0.00 | 1 | 57 | 295.7% | -0.154 | 0.0118 | -0.790 | 0.016 | -0.001 |
| 60.00 | 0.10 | 0.00 | 0.10 | 0.05 | 1 | 333 | 101.6% | -0.007 | 0.0029 | -0.023 | 0.001 | -0.000 |
| 61.00 | 2.35 | 0.00 | 1.80 | 0.00 | 15 | 58 | 180.1% | -0.091 | 0.0134 | -0.332 | 0.011 | -0.001 |
| 62.00 | 0.05 | 0.00 | 1.70 | 0.00 | 10 | 21 | 166.6% | -0.093 | 0.0147 | -0.313 | 0.011 | -0.001 |
| 62.50 | 0.23 | 0.00 | 1.40 | 0.00 | 1 | 96 | 152.0% | -0.084 | 0.0150 | -0.265 | 0.010 | -0.001 |
| 63.00 | 2.85 | 0.00 | 2.10 | 0.00 | 10 | 301 | 168.2% | -0.114 | 0.0169 | -0.365 | 0.013 | -0.001 |
| 64.00 | 0.75 | 0.00 | 1.70 | 0.00 | 1 | 37 | 146.4% | -0.106 | 0.0185 | -0.303 | 0.012 | -0.001 |
| 65.00 | 0.05 | 0.00 | 0.35 | -0.05 | 1 | 272 | 87.9% | -0.035 | 0.0130 | -0.077 | 0.005 | -0.000 |
| 66.00 | 0.35 | 0.00 | 1.90 | 0.00 | 40 | 58 | 131.4% | -0.132 | 0.0240 | -0.317 | 0.015 | -0.001 |
| 67.00 | 0.40 | 0.00 | 1.50 | 0.00 | 11 | 18 | 110.8% | -0.125 | 0.0273 | -0.256 | 0.014 | -0.001 |
| 67.50 | 3.43 | 0.00 | 1.70 | 0.00 | 2 | 205 | 111.0% | -0.141 | 0.0297 | -0.279 | 0.015 | -0.001 |
| 68.00 | 0.95 | 0.00 | 1.90 | 0.00 | 4 | 14 | 110.7% | -0.157 | 0.0320 | -0.300 | 0.016 | -0.001 |
| 69.00 | 1.05 | 0.00 | 1.70 | 0.00 | 3 | 6 | 95.6% | -0.163 | 0.0380 | -0.265 | 0.017 | -0.001 |
| 70.00 | 0.10 | 0.05 | 1.00 | 0.00 | 32 | 233 | 70.0% | -0.139 | 0.0466 | -0.174 | 0.015 | -0.001 |
| 71.00 | 0.50 | 0.00 | 0.85 | -0.42 | 12 | 81 | 55.6% | -0.142 | 0.0596 | -0.140 | 0.015 | -0.001 |
| 72.00 | 0.21 | 0.00 | 3.20 | 0.00 | 46 | 70 | 90.9% | -0.304 | 0.0568 | -0.357 | 0.024 | -0.002 |
| 72.50 | 0.90 | 0.00 | 1.25 | 0.65 | 3 | 36 | 72.2% | -0.302 | 0.0712 | -0.282 | 0.024 | -0.002 |
| 73.00 | 0.90 | 0.00 | 1.20 | 0.64 | 12 | 25 | 64.1% | -0.323 | 0.0826 | -0.257 | 0.024 | -0.002 |
| 74.00 | 1.25 | 0.00 | 2.85 | 0.82 | 95 | 182 | 58.1% | -0.404 | 0.0983 | -0.251 | 0.026 | -0.003 |
| 75.00 | 1.75 | 0.05 | 3.00 | 0.98 | 48 | 311 | 93.0% | -0.493 | 0.0632 | -0.415 | 0.027 | -0.003 |
| 76.00 | 1.90 | 0.05 | 5.50 | 0.75 | 11 | 44 | 67.8% | -0.586 | 0.0847 | -0.293 | 0.026 | -0.004 |
| 77.00 | 1.20 | 0.80 | 5.80 | 0.00 | 108 | 118 | 63.9% | -0.677 | 0.0828 | -0.253 | 0.024 | -0.004 |
| 77.50 | 1.65 | 1.20 | 4.00 | 0.00 | 14 | 50 | 76.4% | -0.680 | 0.0690 | -0.302 | 0.024 | -0.004 |
| 78.00 | 1.91 | 1.35 | 4.40 | 0.00 | 9 | 30 | 78.2% | -0.708 | 0.0648 | -0.297 | 0.023 | -0.005 |
| 79.00 | 4.00 | 2.95 | 6.00 | 1.40 | 1 | 29 | 109.8% | -0.689 | 0.0474 | -0.432 | 0.024 | -0.005 |
| 80.00 | 6.00 | 4.10 | 7.90 | 2.82 | 380 | 778 | 81.7% | -0.806 | 0.0496 | -0.247 | 0.019 | -0.005 |
| 81.00 | 2.27 | 2.50 | 10.00 | 0.00 | 0 | 5 | 198.5% | -0.636 | 0.0279 | -0.836 | 0.025 | -0.005 |
| 82.50 | 7.68 | 5.10 | 8.60 | 4.93 | 5 | 111 | 106.6% | -0.831 | 0.0348 | -0.295 | 0.017 | -0.006 |
| 83.00 | 7.40 | 4.10 | 12.40 | 4.30 | 1 | 6 | 55.9% | -0.978 | 0.0138 | -0.023 | 0.004 | -0.007 |
| 85.00 | 10.00 | 7.60 | 11.80 | 2.70 | 1 | 661 | 156.2% | -0.796 | 0.0267 | -0.492 | 0.019 | -0.006 |
| 87.50 | 11.45 | 8.40 | 15.80 | 3.45 | 1 | 32 | 233.9% | -0.736 | 0.0206 | -0.856 | 0.022 | -0.006 |
| 90.00 | 10.55 | 10.90 | 19.10 | 0.00 | 2 | 81 | 282.9% | -0.723 | 0.0175 | -1.063 | 0.023 | -0.006 |
| 92.50 | 11.88 | 14.80 | 20.10 | 0.00 | 18 | 15 | 244.5% | -0.801 | 0.0168 | -0.763 | 0.019 | -0.007 |
| 95.00 | 17.37 | 16.40 | 24.20 | 0.00 | 12 | 43 | 120.7% | -0.983 | 0.0051 | -0.046 | 0.003 | -0.008 |
| 97.50 | 15.90 | 19.80 | 25.10 | 0.00 | 4 | 3 | 277.3% | -0.823 | 0.0138 | -0.805 | 0.018 | -0.007 |
| 100.00 | 25.20 | 20.70 | 29.10 | 5.00 | 1 | 98 | 353.5% | -0.771 | 0.0126 | -1.199 | 0.021 | -0.007 |
| 105.00 | 40.00 | 26.80 | 33.40 | 0.00 | 5 | 0 | 355.8% | -0.813 | 0.0111 | -1.070 | 0.018 | -0.008 |
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.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
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.