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Ambarella options imply 13.1% move in share price post-earnings
The Fly

Ambarella options imply 13.1% move in share price post-earnings

Pre-earnings options volume in Ambarella is 8.6x normal with puts leading calls 19:5. Implied volatility suggests the market is anticipating a move near 13.1%, or $6.32, after results are released. Median move over the past eight quarters is 7.4%.

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