AMBA
Ambarella, Inc.Close $83.00EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 40.00 | 39.90 | 40.90 | 44.60 | 0.69 | 1 | 2 | 638.3% | 0.963 | 0.0021 | -0.804 | 0.005 | 0.002 |
| 41.00 | 18.00 | 40.40 | 43.20 | 0.00 | 1 | 1 | 574.2% | 0.969 | 0.0020 | -0.614 | 0.004 | 0.002 |
| 42.00 | 17.01 | 39.40 | 42.20 | 0.00 | 1 | 1 | 557.6% | 0.968 | 0.0021 | -0.614 | 0.004 | 0.002 |
| 43.00 | 15.80 | 38.40 | 41.10 | 0.00 | 2 | 6 | 529.5% | 0.970 | 0.0021 | -0.565 | 0.004 | 0.002 |
| 44.00 | 14.90 | 37.40 | 40.20 | 0.00 | 2 | 6 | 525.6% | 0.966 | 0.0023 | -0.612 | 0.005 | 0.002 |
| 47.00 | 30.07 | 34.40 | 37.20 | 0.00 | 1 | 15 | 480.1% | 0.962 | 0.0028 | -0.610 | 0.005 | 0.002 |
| 48.00 | 29.19 | 33.40 | 36.10 | 0.00 | 1 | 15 | 454.9% | 0.964 | 0.0028 | -0.561 | 0.005 | 0.002 |
| 49.00 | 28.05 | 32.40 | 35.10 | 0.00 | 1 | 1 | 440.8% | 0.962 | 0.0030 | -0.560 | 0.005 | 0.002 |
| 50.00 | 27.15 | 31.40 | 34.20 | 0.00 | 1 | 6 | 437.1% | 0.958 | 0.0033 | -0.606 | 0.005 | 0.003 |
| 51.00 | 31.22 | 30.40 | 33.30 | 22.52 | 1 | 5 | 433.0% | 0.954 | 0.0037 | -0.652 | 0.006 | 0.003 |
| 52.00 | 30.29 | 29.40 | 32.20 | 22.44 | 1 | 8 | 410.0% | 0.955 | 0.0038 | -0.605 | 0.006 | 0.003 |
| 53.00 | 29.00 | 28.40 | 31.30 | 22.00 | 1 | 9 | 405.7% | 0.950 | 0.0041 | -0.649 | 0.006 | 0.003 |
| 54.00 | 28.07 | 27.40 | 30.30 | 21.57 | 1 | 1 | 392.4% | 0.948 | 0.0044 | -0.647 | 0.007 | 0.003 |
| 55.00 | 25.99 | 26.40 | 29.30 | 1.71 | 1 | 2 | 379.3% | 0.946 | 0.0047 | -0.645 | 0.007 | 0.003 |
| 57.00 | 20.04 | 24.40 | 27.30 | 0.00 | 3 | 3 | 353.7% | 0.941 | 0.0054 | -0.641 | 0.007 | 0.003 |
| 58.00 | 18.00 | 23.40 | 26.30 | 0.00 | 1 | 5 | 341.2% | 0.939 | 0.0058 | -0.639 | 0.007 | 0.003 |
| 60.00 | 19.33 | 21.40 | 24.20 | 0.00 | 4 | 11 | 309.0% | 0.938 | 0.0065 | -0.590 | 0.008 | 0.003 |
| 61.00 | 2.82 | 20.40 | 23.20 | 0.00 | 1 | 1 | 297.2% | 0.935 | 0.0070 | -0.588 | 0.008 | 0.003 |
| 62.00 | 13.52 | 19.40 | 22.30 | 0.00 | 1 | 1 | 292.7% | 0.927 | 0.0077 | -0.628 | 0.008 | 0.003 |
| 65.00 | 12.04 | 16.50 | 19.40 | 0.00 | 2 | 12 | 264.1% | 0.911 | 0.0099 | -0.658 | 0.010 | 0.003 |
| 66.00 | 11.05 | 15.50 | 18.30 | 0.00 | 2 | 10 | 246.1% | 0.912 | 0.0106 | -0.613 | 0.010 | 0.003 |
| 67.00 | 13.13 | 14.50 | 17.40 | 0.00 | 3 | 3 | 240.7% | 0.902 | 0.0117 | -0.647 | 0.011 | 0.003 |
| 68.00 | 3.79 | 13.50 | 16.40 | 0.00 | 4 | 2 | 229.2% | 0.896 | 0.0128 | -0.641 | 0.011 | 0.003 |
| 69.00 | 13.75 | 12.60 | 15.50 | -1.11 | 6 | 26 | 99.2% | 0.995 | 0.0025 | -0.031 | 0.001 | 0.004 |
| 70.00 | 12.75 | 11.60 | 14.70 | 0.10 | 6 | 28 | 112.1% | 0.982 | 0.0064 | -0.084 | 0.003 | 0.004 |
| 71.00 | 7.21 | 10.60 | 13.60 | 0.00 | 1 | 3 | 96.5% | 0.987 | 0.0057 | -0.058 | 0.002 | 0.004 |
| 72.00 | 5.03 | 9.70 | 12.60 | 0.00 | 1 | 9 | 96.9% | 0.978 | 0.0087 | -0.085 | 0.003 | 0.004 |
| 73.00 | 10.25 | 8.70 | 11.90 | 1.35 | 8 | 26 | 104.7% | 0.955 | 0.0147 | -0.160 | 0.006 | 0.004 |
| 74.00 | 7.98 | 7.80 | 10.70 | 0.00 | 1 | 4 | 91.8% | 0.958 | 0.0159 | -0.135 | 0.006 | 0.004 |
| 75.00 | 7.70 | 6.80 | 9.90 | 0.00 | 4 | 39 | 91.4% | 0.938 | 0.0219 | -0.181 | 0.008 | 0.004 |
| 76.00 | 2.60 | 5.70 | 9.00 | 0.00 | 4 | 21 | 82.6% | 0.930 | 0.0265 | -0.179 | 0.008 | 0.004 |
| 77.00 | 5.70 | 5.00 | 8.10 | 3.30 | 1 | 302 | 85.5% | 0.889 | 0.0360 | -0.257 | 0.012 | 0.004 |
| 78.00 | 5.08 | 4.00 | 7.30 | 0.00 | 2 | 3 | 80.8% | 0.858 | 0.0452 | -0.286 | 0.014 | 0.004 |
| 79.00 | 4.75 | 3.60 | 6.20 | 0.00 | 1 | 1 | 81.4% | 0.803 | 0.0554 | -0.354 | 0.017 | 0.003 |
| 80.00 | 3.90 | 3.30 | 5.20 | 2.90 | 6 | 10 | 83.7% | 0.735 | 0.0637 | -0.428 | 0.020 | 0.003 |
| 81.00 | 3.00 | 2.25 | 4.60 | -0.24 | 2 | 7 | 77.1% | 0.677 | 0.0757 | -0.432 | 0.022 | 0.003 |
| 82.00 | 2.53 | 1.85 | 3.40 | 1.53 | 13 | 4 | 69.9% | 0.604 | 0.0897 | -0.419 | 0.024 | 0.003 |
| 83.00 | 2.75 | 1.45 | 2.75 | 1.75 | 5 | 15 | 70.0% | 0.512 | 0.0928 | -0.433 | 0.024 | 0.002 |
| 84.00 | 1.25 | 1.45 | 2.35 | 0.65 | 7 | 15 | 78.4% | 0.431 | 0.0816 | -0.477 | 0.024 | 0.002 |
| 85.00 | 1.30 | 1.05 | 1.95 | 0.80 | 36 | 60 | 77.9% | 0.352 | 0.0775 | -0.448 | 0.023 | 0.002 |
| 86.00 | 1.30 | 0.75 | 1.80 | 0.80 | 14 | 10 | 81.6% | 0.290 | 0.0683 | -0.432 | 0.021 | 0.001 |
| 88.00 | 0.65 | 0.15 | 1.20 | 0.15 | 4 | 16 | 77.2% | 0.161 | 0.0515 | -0.291 | 0.015 | 0.001 |
| 89.00 | 0.36 | 0.20 | 1.25 | 0.00 | 10 | 14 | 88.2% | 0.151 | 0.0432 | -0.318 | 0.014 | 0.001 |
| 90.00 | 1.85 | 0.00 | 1.50 | 0.00 | 0 | 3 | 97.8% | 0.140 | 0.0371 | -0.336 | 0.014 | 0.001 |
| 91.00 | 0.30 | 0.00 | 0.80 | -1.31 | 2 | 8 | 86.3% | 0.080 | 0.0281 | -0.198 | 0.009 | 0.000 |
| 92.00 | 0.12 | 0.05 | 2.35 | 0.00 | 1 | 12 | 135.3% | 0.165 | 0.0298 | -0.516 | 0.015 | 0.001 |
| 93.00 | 1.05 | 0.00 | 2.30 | 0.00 | 0 | 5 | 141.1% | 0.150 | 0.0269 | -0.508 | 0.014 | 0.001 |
| 94.00 | 1.00 | 0.00 | 2.30 | 0.00 | 0 | 1 | 148.9% | 0.142 | 0.0246 | -0.515 | 0.014 | 0.001 |
| 95.00 | 0.95 | 0.00 | 1.15 | 0.00 | 0 | 1 | 125.1% | 0.079 | 0.0192 | -0.285 | 0.009 | 0.000 |
| 102.00 | 0.35 | 0.00 | 1.00 | 0.00 | 1 | 2 | 162.7% | 0.050 | 0.0102 | -0.256 | 0.006 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 0.25 | 0.00 | 0.25 | 0.00 | 0 | 1 | 445.3% | -0.003 | 0.0003 | -0.056 | 0.001 | -0.000 |
| 40.00 | 0.25 | 0.00 | 2.15 | 0.00 | 1 | 1 | 575.0% | -0.027 | 0.0018 | -0.549 | 0.004 | -0.000 |
| 41.00 | 0.25 | 0.00 | 2.10 | 0.00 | 1 | 1 | 555.1% | -0.027 | 0.0018 | -0.536 | 0.004 | -0.000 |
| 43.00 | 0.25 | 0.00 | 2.10 | 0.00 | 1 | 1 | 523.2% | -0.029 | 0.0021 | -0.535 | 0.004 | -0.000 |
| 44.00 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 2 | 510.9% | -0.031 | 0.0022 | -0.547 | 0.004 | -0.000 |
| 46.00 | 1.07 | 0.00 | 2.15 | 0.00 | 1 | 0 | 480.9% | -0.033 | 0.0025 | -0.545 | 0.005 | -0.000 |
| 47.00 | 1.09 | 0.00 | 2.15 | 0.00 | 1 | 1 | 466.4% | -0.034 | 0.0027 | -0.545 | 0.005 | -0.000 |
| 48.00 | 1.02 | 0.00 | 2.10 | 0.00 | 1 | 1 | 449.4% | -0.035 | 0.0028 | -0.532 | 0.005 | -0.000 |
| 51.00 | 0.25 | 0.00 | 2.15 | 0.00 | 1 | 1 | 411.1% | -0.040 | 0.0034 | -0.541 | 0.005 | -0.000 |
| 52.00 | 2.10 | 0.00 | 2.15 | 0.00 | 2 | 1 | 397.9% | -0.041 | 0.0036 | -0.540 | 0.005 | -0.000 |
| 56.00 | 0.31 | 0.00 | 0.75 | 0.00 | 1 | 1 | 269.5% | -0.019 | 0.0028 | -0.192 | 0.003 | -0.000 |
| 57.00 | 2.31 | 0.00 | 0.75 | 0.00 | 0 | 1 | 259.4% | -0.020 | 0.0030 | -0.192 | 0.003 | -0.000 |
| 58.00 | 0.50 | 0.00 | 0.80 | 0.00 | 0 | 3 | 252.7% | -0.022 | 0.0034 | -0.205 | 0.003 | -0.000 |
| 60.00 | 0.37 | 0.00 | 1.00 | 0.00 | 1 | 2 | 245.1% | -0.030 | 0.0045 | -0.256 | 0.004 | -0.000 |
| 61.00 | 1.27 | 0.00 | 1.15 | 0.00 | 0 | 2 | 243.0% | -0.036 | 0.0053 | -0.292 | 0.005 | -0.000 |
| 62.00 | 2.60 | 0.00 | 1.15 | 0.00 | 0 | 2 | 232.8% | -0.038 | 0.0057 | -0.292 | 0.005 | -0.000 |
| 65.00 | 0.60 | 0.00 | 1.75 | 0.00 | 2 | 15 | 227.7% | -0.062 | 0.0088 | -0.428 | 0.008 | -0.000 |
| 66.00 | 0.50 | 0.00 | 1.10 | 0.00 | 2 | 7 | 190.6% | -0.045 | 0.0081 | -0.277 | 0.006 | -0.000 |
| 67.00 | 0.32 | 0.00 | 1.10 | 0.00 | 2 | 2 | 181.1% | -0.048 | 0.0089 | -0.276 | 0.006 | -0.000 |
| 68.00 | 1.78 | 0.00 | 1.10 | 0.00 | 2 | 5 | 171.4% | -0.051 | 0.0099 | -0.275 | 0.006 | -0.000 |
| 69.00 | 0.35 | 0.00 | 2.25 | 0.00 | 1 | 2 | 201.6% | -0.094 | 0.0136 | -0.520 | 0.010 | -0.000 |
| 70.00 | 0.25 | 0.05 | 0.60 | -0.57 | 3 | 55 | 132.8% | -0.037 | 0.0100 | -0.165 | 0.005 | -0.000 |
| 71.00 | 0.20 | 0.00 | 1.20 | -1.09 | 5 | 3 | 146.5% | -0.067 | 0.0145 | -0.292 | 0.008 | -0.000 |
| 72.00 | 0.73 | 0.00 | 2.05 | 0.00 | 2 | 3 | 163.3% | -0.108 | 0.0185 | -0.463 | 0.011 | -0.001 |
| 74.00 | 1.40 | 0.00 | 1.55 | 0.00 | 1 | 2 | 128.1% | -0.104 | 0.0229 | -0.354 | 0.011 | -0.000 |
| 75.00 | 0.45 | 0.00 | 1.00 | -0.65 | 3 | 12 | 101.8% | -0.083 | 0.0244 | -0.238 | 0.009 | -0.000 |
| 76.00 | 0.35 | 0.00 | 1.30 | -1.90 | 12 | 4 | 101.0% | -0.111 | 0.0306 | -0.293 | 0.012 | -0.001 |
| 77.00 | 1.93 | 0.00 | 1.70 | 0.00 | 0 | 1 | 101.0% | -0.148 | 0.0373 | -0.357 | 0.014 | -0.001 |
| 78.00 | 0.93 | 0.00 | 1.50 | -2.81 | 10 | 6 | 85.6% | -0.155 | 0.0453 | -0.312 | 0.015 | -0.001 |
| 79.00 | 4.58 | 0.15 | 1.85 | 0.00 | 13 | 8 | 85.6% | -0.208 | 0.0544 | -0.375 | 0.018 | -0.001 |
| 80.00 | 2.70 | 0.00 | 2.45 | -0.11 | 10 | 14 | 82.7% | -0.262 | 0.0641 | -0.411 | 0.020 | -0.001 |
| 81.00 | 5.25 | 0.35 | 2.15 | 0.00 | 1 | 15 | 70.8% | -0.310 | 0.0811 | -0.380 | 0.022 | -0.001 |
| 82.00 | 4.00 | 1.45 | 2.95 | 0.00 | 0 | 342 | 89.5% | -0.413 | 0.0708 | -0.531 | 0.024 | -0.002 |
| 85.00 | 6.11 | 3.20 | 4.10 | -0.89 | 3 | 8 | 83.1% | -0.638 | 0.0734 | -0.472 | 0.023 | -0.003 |
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.