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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 25, 2025 AC
OS Projected Window: Nov. 24, 2025 to Nov. 29, 2025
EVR: 6.6
Avg Daily Volume: 499,645    Market Cap: 3.6B
Sector: Technology    Short Interest: 4.31
Live Interactive Chart
Days to Next Earnings: 18 Days
Implied Move Weekly: 17.10%       Expires on: Nov. 28, 2025
Implied Move Monthly: 21.79%       Expires on: Dec. 19, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 25, 2025 AC None $0.00 @$90.00 $19.75
($90.62)
21.79% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 28, 2025 AC 5.7 $70.63 @$71.00 $12.55
($70.63)
17.68% 32.29% O 16.77% I $82.48 $12.65
( $82.48 )
0.8%
May 29, 2025 AC 5.6 $62.00 @$62.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2025 AC 5.9 $75.81 @$76.00
Nov. 26, 2024 AC 5.9 $68.41 @$68.00
May 30, 2024 AC 5.5 $48.31 @$48.00
Feb. 27, 2024 AC 5.7 $57.96 @$58.00
Nov. 30, 2023 AC 6.3 $58.71 @$59.00
Aug. 29, 2023 AC 5.7 $75.78 @$76.00
May 30, 2023 AC 5.9 $81.96 @$82.00

 
 
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