Pre-earnings options volume in Ambarella is 2.2x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 14.0%, or $7.43, after results are released. Median move over the past eight quarters is 11.6%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on AMBA:
- Options Volatility and Implied Earnings Moves Today, August 27, 2024
- Options Volatility and Implied Earnings Moves This Week, August 26 – August 30, 2024
- AMBA Earnings this Week: How Will it Perform?
- Ambarella Announces Second Quarter Fiscal Year 2025 Earnings Conference Call to be Held August 27, 2024
- Ambarella and Plus Announce High Performance Transformer-Based AD Perception Software Stack, PlusVision™, for CV3-AD AI Domain Controller Family With Industry-Leading Power Efficiency
