Ambarella Inc. (AMBA)
NASDAQ: AMBA
· Real-Time Price · USD
66.93
-1.65 (-2.41%)
At close: Aug 15, 2025, 3:59 PM
66.20
-1.09%
After-hours: Aug 15, 2025, 06:38 PM EDT
AMBA Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMBA across all expirations shows 337,261.38 net shares that market makers must hedge, with 424,518.06 from calls and 87,256.68 from puts. The put-call delta ratio of 0.21 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 106,278.06 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 22, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
AMBA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 25 | 42,093.88 | -1,239.68 | 40,854.2 | 0.03 |
| Aug 29, 25 | 8,413.69 | -6,708.46 | 1,705.23 | 0.80 |
| Sep 5, 25 | 2,160.64 | -361.47 | 1,799.17 | 0.17 |
| Sep 12, 25 | 1,289.93 | -197.02 | 1,092.91 | 0.15 |
| Sep 19, 25 | 65,128.29 | -5,036.51 | 60,091.78 | 0.08 |
| Sep 26, 25 | 271.36 | 0 | 271.36 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 50,565.32 | -10,219.61 | 40,345.71 | 0.20 |
| Dec 19, 25 | 34,608.37 | -26,057.34 | 8,551.03 | 0.75 |
| Jan 16, 26 | 135,482.88 | -29,204.82 | 106,278.06 | 0.22 |
| Feb 20, 26 | 6,255.04 | -1,752.86 | 4,502.18 | 0.28 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 78,248.66 | -6,478.91 | 71,769.75 | 0.08 |