Pre-earnings options volume in Ambarella is 3.3x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 10.0%, or $7.38, after results are released. Median move over the past eight quarters is 14.7%.
Published first on TheFly
See the top stocks recommended by analysts >>
Read More on AMBA:
- Ambarella, Inc. Announces Third Quarter Fiscal Year 2023 Financial Results
- Notable companies reporting after market close
- Ambarella and INVO Tech Deliver Driver and Occupant Monitoring System for Mass Production of GAC Motor SUVs
- Ambarella Announces Third Quarter Fiscal Year 2023 Earnings Conference Call to be Held December 1, 2022
- Ambarella and eInfochips Team on Edge AI Vision Design Services