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Implied Movement: Weekly Straddle Tracking History   
Get Weekly Straddles For:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: Estimated on Aug. 30, 2022
OS Projected Window: Aug. 29, 2022 to Sept. 3, 2022
EVR: 6.0
Avg Daily Volume: 540,510    Market Cap: 3.38B
Sector: Technology    Short Interest: 4.12
Live Interactive Chart
Days to Next Earnings: 16 Days
Implied Move Weekly: 14.44%       Expires on: Sept. 2, 2022
Implied Move Monthly: 16.46%       Expires on: Sept. 16, 2022

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Sample Chart


 
Tracking Statistics Available: 32
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Pre-ER Close Position Straddle @Trade Price Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
May 31, 2022 AC $85.22 @$85.00 $13.10
($85.22)
19.56% 22.0% 15.41% 15.41% -6.71% I -2.12% I $83.41 $4.35
($83.41)
-66.79%
Feb. 28, 2022 AC $139.71 @$140.00 $22.75
($139.71)
18.64% 18.71% 14.6% 16.25% -32.46% O -31.3% O $95.98 $44.50
($95.98)
95.6%
Nov. 30, 2021 AC $179.52 @$180.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 31, 2021 AC $103.57 @$104.00
June 1, 2021 AC $101.13 @$101.00
March 2, 2021 AC $113.71 @$114.00
Nov. 23, 2020 AC $66.37 @$66.00
Sept. 2, 2020 AC $55.90 @$56.00
June 2, 2020 AC $61.55 @$62.00
March 3, 2020 AC $58.11 @$58.00


 
 
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