Information Technology

Ambarella, Inc. (AMBA) options and signal

Figures as of 28 Sep 2026

AMBA is Ambarella, Inc., an Information Technology name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	93 of 100	28 Sep
At the money IV	74.4%	28 Sep
Priced move to 30 Oct	20.1% down, 22.3% up	28 Sep
Call wall and put wall	70 and 60	28 Sep
Signal and the desk's view	No signal, view bullish	25 Sep
Last close	68.68	28 Sep
Next report	1 Dec 2026	28 Sep

Options Snapshot

AMBA's IV rank is 93 of 100 on 28 Sep 2026.

Figure	Value
IV rank	93 of 100
At the money IV	74.4%, near month, 32 days
Put/call ratio, open interest	0.67
Call open interest, strikes captured near the price	37,300 contracts
Put open interest, strikes captured near the price	24,900 contracts
Cost to trade at the money	Wide, 56.8% of the option's mid price

IV rank is where the at the money IV sits among AMBA's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, AMBA options priced a move of 20.1 percent down and 22.3 percent up by 30 Oct 2026.

Expiry	Days	Down	Up	Range
2 Oct 2026	4	5.9%	8.4%	64.62 to 74.45
9 Oct 2026	11	10.4%	10.8%	61.52 to 76.09
23 Oct 2026	25	16.5%	17.8%	57.38 to 80.88
30 Oct 2026	32	20.1%	22.3%	54.88 to 83.98
20 Nov 2026	53	23.3%	24.9%	52.68 to 85.78
18 Dec 2026	81	31.2%	33.8%	47.28 to 91.88
19 Feb 2027	144	36.5%	39.9%	43.58 to 96.08

The range is one standard deviation either side of the close of 68.68, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, AMBA's call wall is the 70 strike and its put wall is the 60 strike.

Figure	Value
Call wall, most open call gamma	70
Put wall, most open put gamma	60
Net dollar gamma, calls minus puts	$1.86 million
Total dollar gamma, both sides	$7.07 million
Close	68.68

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 7 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Gamma Map in RingMaster The Gamma Map guide

Volatility History

On 28 Sep 2026, AMBA's at the money IV is 74.4 percent against 20 day realized volatility of 60.4 percent.

Figure	Value
At the money IV	74.4%
Realized volatility, 20 trading days	60.4%
Realized volatility, 60 trading days	70.1%
IV against its own weekly record	High, in the top fifth
Weekly readings on record	678, from 19 Apr 2013
Weeks the price moved more than the one week priced move	28.4% of 236 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Volatility History in RingMaster The Volatility History guide

Volatility Weather

On 28 Sep 2026, AMBA's at the money IV runs from 64.2 percent at 4 days to 61.7 percent at 144 days.

Days to expiry	At the money IV
4	64.2%
11	61.0%
18	63.5%
25	67.6%
39	71.8%
53	68.9%
81	69.2%
144	61.7%

Near expiries price more volatility than far ones, an inverted term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, AMBA's IV ten percent below the price sits 6.1 points below at the money IV.

Strike area	Implied volatility	Against at the money
10% below the price	68.3%	-6.1 points
At the money	74.4%	0.0 points
10% above the price	74.1%	-0.3 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, AMBA's surface spans 10 expiries out to 144 days, with IV from 58.5 to 75.4 percent near the price.

Figure	Value
Expiries captured	10
Nearest expiry	2 Oct 2026, 4 days
Farthest expiry	19 Feb 2027, 144 days
Points within 10% of the price, 7 days out or more	82
Lowest IV among them	58.5%
Highest IV among them	75.4%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, AMBA has 10 captured expiries, from 2 Oct 2026 to 19 Feb 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
2 Oct 2026	4	64.2%	6,580	3,212
9 Oct 2026	11	61.0%	688	1,052
16 Oct 2026	18	63.5%	8,445	4,694
23 Oct 2026	25	67.6%	286	451
30 Oct 2026	32	74.4%	135	106
6 Nov 2026	39	71.8%	3	8
20 Nov 2026	53	68.9%	7,403	2,689
18 Dec 2026	81	69.2%	6,841	10,619
15 Jan 2027	109	63.2%	5,453	1,663
19 Feb 2027	144	61.7%	1,458	390

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, AMBA's largest open interest sits at the 70 strike, with 11,482 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
70	5,993	5,489	11,482
90	8,157	66	8,223
60	368	7,217	7,585
75	4,008	180	4,188
80	3,766	55	3,821
65	1,167	1,621	2,788

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, AMBA's at the money IV moved from 74.7 percent to 74.4 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	74.7%	74.4%	-0.3 points
Open interest, strikes captured near the price	60,547	62,176	+1,629
Put/call ratio, open interest	0.66	0.67	+0.00

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Since Yesterday in RingMaster The Since Yesterday guide

Changed Hands

On 28 Sep 2026, 7,687 AMBA option contracts traded, 0.9 times its own recent average.

Figure	Value
Calls traded	5,309
Puts traded	2,378
Against its recent average	0.9 times
Open interest, whole chain	65,175 contracts
Volume to open interest	0.12
Unusual volume flag	No

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 17 trading days of AMBA's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	82.89	$1.09 million	90	80
27 Aug 2026	71.16	minus $799,514	85	69
28 Sep 2026	68.68	$1.86 million	70	60

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of AMBA was bullish, paper trading.

Figure	Value
Side	Bullish at 45 trading days, no signal
Level above the close	71.24, the swing high of 9 Sep 2026
Level below the close	63.65, the swing low of 23 Sep 2026, a close past it runs against the view
The chart	Sits against the view
Strategy family	Cash-secured put (sell a put below the price)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Read-out in RingMaster The Read-out guide

Rank by Timeframe

On 25 Sep 2026 AMBA sat at the 78th percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	43 of 100	Neutral
20 trading days	45 of 100	Neutral
45 trading days	78 of 100	Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 AMBA's near timeframes were neutral and its long timeframe was neutral, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Neutral	0 of 2
Long	45 day	Neutral	0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Timeframe Agreement in RingMaster The Timeframe Agreement guide

Signal History

On 25 Sep 2026 AMBA had carried no signal for at least 5 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	78 of 100
24 Sep 2026	None	53 of 100
23 Sep 2026	None	26 of 100
22 Sep 2026	None	18 of 100
21 Sep 2026	None	40 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Signal History in RingMaster The Signal History guide

Sector Split

On 25 Sep 2026, 80 of 187 Information Technology names were bullish and 61 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Information Technology	187	80	61	46

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Sector Split in RingMaster The Sector Split guide

Price Chart

AMBA closed at 68.68 on 28 Sep 2026.

Figure	Value
Last close	68.68
Change over 5 trading days	-0.2%
Change over 21 trading days	-3.5%
Change over 63 trading days	+2.5%
Change over 252 trading days	-17.6%
52 week high	96.69
52 week low	48.30
20 day moving average	66.88
50 day moving average	72.09
200 day moving average	68.27
RSI, 14 days	49

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

AMBA reports next on 1 Dec 2026, a date worked out from past quarters.

Figure	Value
Next report	1 Dec 2026
Date	Worked out from past quarters

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 13 Septembers on record, AMBA's average change was plus 3.2 percent, and it rose in 53.8 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	+3.2%	+0.1%	53.8%	13
October	-2.0%	-0.4%	46.2%	13
November	+15.9%	+20.7%	76.9%	13

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is AMBA's IV rank?: AMBA's IV rank is 93 of 100 on 28 Sep 2026.
What move are AMBA options pricing?: On 28 Sep 2026, AMBA options priced a move of 20.1 percent down and 22.3 percent up by 30 Oct 2026.
Where are AMBA's call wall and put wall?: On 28 Sep 2026, AMBA's call wall is the 70 strike and its put wall is the 60 strike.
What was the desk's latest view of AMBA on the Free plan?: On 25 Sep 2026 the desk's view of AMBA was bullish, paper trading.
When does AMBA report earnings next?: AMBA reports next on 1 Dec 2026, a date worked out from past quarters.

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