Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 24, 2026 AC
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 6.7
Avg Daily Volume: 1,843,415    Market Cap: 3.0B
Sector: Technology    Short Interest: 9.89
Live Interactive Chart
Days to Next Earnings: 74 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
Sept. 3, 2026 AC 7.1 $63.38 @$63.00 $11.05
($63.38)
17.54% -8.29% I -0.77% I $62.89 $12.60
( $62.89 )
14.03%
May 28, 2026 AC 6.7 $91.84 @$92.00 $20.75
($91.84)
22.55% -22.63% O -21.4% I $72.18 $21.65
( $72.18 )
4.34%
Feb. 26, 2026 AC 6.5 $70.90 @$71.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 25, 2025 AC 6.6 $90.97 @$91.00
Aug. 28, 2025 AC 5.7 $70.63 @$71.00
May 29, 2025 AC 5.6 $62.00 @$62.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US