Ambarella (AMBA) option implied volatility elevated into EPS and outlook

Ambarella (NASDAQ: AMBA) November weekly call option implied volatility is at 199, December is at 77, January is at 60; compared to its 52-week range of 33 to 78 into the expected release of EPS after the market close on November 29. November weekly 33.50 straddle priced for a move of 19%.

You May Also Be Interested In

• On Holding AG (ONON) call put ratio 4.5 calls to 1 put with a focus on September 28 and 29 calls
• Db X-trackers Harvest Csi 300 China A - Shares Fund (ASHR) call put ratio 3.2 calls to 1 put with a focus on September 33 calls
• Boeing (BA) call put ratio 1.8 calls to 1 put into events