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Ambarella options imply 14.0% move in share price post-earnings
The Fly

Ambarella options imply 14.0% move in share price post-earnings

Pre-earnings options volume in Ambarella is 2.2x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 14.0%, or $7.43, after results are released. Median move over the past eight quarters is 11.6%.

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