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AMBA - Ambarella
Implied Volatility Analysis

Implied Volatility:
70.4%
Put/Call-Ratio:
1.66

Ambarella has an Implied Volatility (IV) of 70.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AMBA is 33 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for AMBA is -0.33 standard deviations away from its 1 year mean.

Market Cap$2.33B
Next Earnings Date11/29/2022 (64d)
Implied Volatility (IV) 30d
70.43
Implied Volatility Rank (IVR) 1y
32.88
Implied Volatility Percentile (IVP) 1y
46.25
Historical Volatility (HV) 30d
91.43
IV / HV
0.77
Open Interest
29.22K
Option Volume
1.28K
Put/Call Ratio (Volume)
1.66

Data was calculated after the 9/23/2022 closing.

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