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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: OS Estimate: Sept. 16, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 7.1
Avg Daily Volume: 1,291,078    Market Cap: 3.8B
Sector: Technology    Short Interest: 5.99
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
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 $12.70
($70.90)
17.89% -20.93% O -14.89% I $60.34 $12.45
( $60.34 )
-1.97%
Nov. 25, 2025 AC 6.6 $90.97 @$91.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 30, 2023 AC 6.3 $58.71 @$59.00

 
 
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