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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Ambarella, Inc. (AMBA) - NASDAQ Next Earnings Date: OS Estimate: March 2, 2021 AC
OS Projected Window: Feb. 28, 2021 to March 5, 2021
EVR: 4.6
Avg Daily Volume: 530,354    Market Cap: 2.30B
Sector: Technology    Short Interest: 8.14
Live Interactive Chart
Days to Next Earnings: 97 Days
Current 7 Day Implied Movement: 11.00%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 26

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Nov. 23, 2020 AC $66.37 11.00% N/A 6.93% $70.97 $76.51 N/A N/A 16.48% 12.45% N/A
Sept. 2, 2020 AC $55.90 12.96% 14.35% -0.48% $55.63 $50.09 N/A N/A -11.89% 11.93% N/A
June 2, 2020 AC $61.55 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2020 AC $58.11
Nov. 25, 2019 AC $58.03
Aug. 29, 2019 AC $47.37
June 4, 2019 AC $39.75
March 5, 2019 AC $40.54
Nov. 29, 2018 AC $33.75
Aug. 30, 2018 AC $39.75

 
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