Ambarella Inc. (AMBA) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Ambarella Inc.

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

Ambarella Greeks

Delta, Gamma, Theta, and Vega Greek Charts for AMBA options.

Delta Table

Strike Price Delta Gamma Theta Vega
35.00 0.9990 0.0002 -0.0409 0.0002
40.00 0.9946 0.0008 -0.1795 0.0006
45.00 0.9802 0.0026 -0.5582 0.0022
50.00 0.9460 0.0060 -1.309 0.0052
51.00 0.9358 0.0068 -1.5094 0.0060
52.00 0.9244 0.0078 -1.7263 0.0068
53.00 0.9118 0.0090 -1.9588 0.0078
54.00 0.9101 0.0094 -1.9072 0.0079
55.00 0.8820 0.0112 -2.4671 0.0098
56.00 0.8648 0.0124 -2.7403 0.0110
57.00 0.8462 0.0138 -3.0242 0.0120
58.00 0.8262 0.0152 -3.317 0.0132
59.00 0.8746 0.0130 -2.2354 0.0099
60.00 0.7814 0.0178 -3.9219 0.0156
61.00 0.7718 0.0191 -3.8949 0.0161
62.00 0.7543 0.0206 -4.0211 0.0170
63.00 0.8043 0.0194 -3.0199 0.0139
64.00 0.7285 0.0235 -4.0475 0.0181
65.00 0.7273 0.0249 -3.8755 0.0180
66.00 0.6872 0.0272 -4.2857 0.0199
67.00 0.7717 0.0203 -3.1782 0.0139
68.00 0.7114 0.0284 -3.6942 0.0178
69.00 0.6020 0.0337 -4.7861 0.0231
70.00 0.6677 0.0336 -3.9205 0.0193
71.00 0.5491 0.0394 -4.9098 0.0248
72.00 0.6570 0.0355 -3.8737 0.0186
73.00 0.5874 0.0466 -4.2241 0.0221
74.00 0.4732 0.0534 -4.8549 0.0267
75.00 0.4817 0.0628 -4.5772 0.0259
76.00 0.4907 0.0752 -4.3706 0.0250
77.00 0.3966 0.0937 -4.1183 0.0283
78.00 0.4904 0.1321 -3.4795 0.0236
79.00 0.2442 0.1843 -3.5276 0.0315
80.00 0.0455 0.4447 -3.3271 0.0333
81.00 -0.4958 0.0297 -2.6722 0.0167
82.00 -0.5268 0.0302 -2.6152 0.0167
83.00 -0.5876 0.0379 -1.9963 0.0163
84.00 -0.6258 0.0374 -1.9156 0.0159
85.00 -0.6885 0.0399 -1.5584 0.0148
86.00 -0.797 0.0427 -0.928 0.0118
87.00 -0.7514 0.0348 -1.4354 0.0133
88.00 -0.7822 0.0323 -1.3329 0.0123
89.00 -0.8668 0.0292 -0.7839 0.0090
90.00 -0.8738 0.0263 -0.8088 0.0087
91.00 -0.9367 0.0189 -0.3986 0.0052
92.00 -0.8334 0.0231 -1.3395 0.0105
93.00 -0.8669 0.0210 -1.0923 0.0090
94.00 -0.8659 0.0197 -1.1766 0.0091
95.00 -0.8818 0.0180 -1.0758 0.0083
96.00 -0.8856 0.0169 -1.096 0.0081
97.00 -0.8891 0.0159 -1.115 0.0079
98.00 -0.8619 0.0160 -1.5135 0.0092
99.00 -0.8483 0.0155 -1.7712 0.0098
100.00 -0.8518 0.0148 -1.7984 0.0097
101.00 -0.8569 0.0141 -1.7953 0.0095
102.00 -0.8599 0.0136 -1.8199 0.0093
103.00 -0.8626 0.0130 -1.8437 0.0092
104.00 -0.8652 0.0125 -1.8666 0.0091
105.00 -0.8677 0.0121 -1.8887 0.0090
106.00 -0.87 0.0117 -1.91 0.0089
107.00 -0.8722 0.0113 -1.9307 0.0088
108.00 -0.8742 0.0109 -1.9506 0.0087
109.00 -0.8762 0.0106 -1.9701 0.0086
110.00 -0.878 0.0102 -1.989 0.0085
111.00 -0.8798 0.0099 -2.0073 0.0084
112.00 -0.8815 0.0097 -2.0251 0.0083
113.00 -0.8831 0.0094 -2.0423 0.0082
114.00 -0.8891 0.0090 -1.9681 0.0079
115.00 -0.8953 0.0087 -1.8877 0.0076
116.00 -0.9012 0.0083 -1.8093 0.0073
117.00 -0.9068 0.0080 -1.7328 0.0070
118.00 -0.9121 0.0076 -1.6585 0.0067
120.00 -0.9219 0.0070 -1.5159 0.0061
125.00 -0.9423 0.0055 -1.1972 0.0048
130.00 -0.9576 0.0043 -0.9316 0.0038
135.00 -0.9691 0.0033 -0.7153 0.0029
140.00 -0.9776 0.0025 -0.5426 0.0022