Ambarella Inc. (AMBA)
NASDAQ: AMBA
· Real-Time Price · USD
84.16
-1.96 (-2.28%)
At close: Oct 03, 2025, 3:59 PM
84.05
-0.13%
After-hours: Oct 03, 2025, 07:50 PM EDT
AMBA Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMBA across all expirations shows 771,345.06 net shares that market makers must hedge, with 1,057,747.47 from calls and 286,402.41 from puts. The put-call delta ratio of 0.27 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AMBA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 13,120.42 | -4,227.81 | 8,892.61 | 0.32 |
| Oct 17, 25 | 196,248.03 | -67,855.84 | 128,392.19 | 0.35 |
| Oct 24, 25 | 4,566.18 | -26,342.63 | -21,776.45 | 5.77 |
| Oct 31, 25 | 8,221.51 | -33,183.38 | -24,961.87 | 4.04 |
| Nov 7, 25 | 256.02 | -80.13 | 175.89 | 0.31 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 89,249.08 | -39,588.16 | 49,660.92 | 0.44 |
| Dec 19, 25 | 85,462.69 | -40,734.56 | 44,728.13 | 0.48 |
| Jan 16, 26 | 357,059.95 | -41,999.18 | 315,060.77 | 0.12 |
| Feb 20, 26 | 160,775.04 | -22,936.07 | 137,838.97 | 0.14 |
| May 15, 26 | 1,972.85 | -675.98 | 1,296.87 | 0.34 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 138,895.87 | -8,018.58 | 130,877.29 | 0.06 |
| Jan 21, 28 | 1,919.83 | -760.09 | 1,159.74 | 0.40 |