Ticker Options Intelligence

AMBA options intelligence

Ambarella Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 54 Market data through 29 Jul 2026 Checked 30 Jul 2026 11:40 · complete available chain

Volatility expansion watch

Volatility pressure

AMBA currently carries volatility options pressure with a 54/100 conviction score. The nearest-chain expected move is 8.6%, with volume/open-interest participation at 0.16.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Volatility

Volatility expansion watch

Expected move 8.6%

Wider near-term move priced

Activity / OI 0.16

Current volume is quieter versus prior open interest

Put-call 0.16

Call-side skew

Trend fit 10

Options are not fully confirming trend

Weekly backdrop +10.1%

RS -12.5

Expected move 8.6%
Put-call volume 0.16
Volume / OI 0.16
Reference IV 1.45
Max pain 67.00
Underlying 68.06
Nearest expiry 31 Jul 2026
Contracts 1168

Research Brief

AMBA has a volatility chain read with 54/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 62.24–73.88; The largest call open-interest concentration is 81.00; the largest put concentration is 45.00. The most active strike by current volume is 75.00.

Priced range62.24–73.88
Call concentration81.00
Put concentration45.00
Max pain reference67.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • Options and the weekly trend are not yet giving the same message.
  • Front-expiry volatility is rich, so the signal may be event-driven and vulnerable to volatility compression.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 31 Jul

Options imply 62.24 to 73.88. Max pain at 67.00 sits inside that range, 1.6% below spot.

Spot Max pain
62.2468.06 ± 5.8273.88
Confirmation level

A close beyond 73.88 or below 62.24 at the 31 Jul expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 54/100

Evidence alignment, not probability

Pressure is 78/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure78 × 42%
+32.6

How strongly activity leans toward calls or puts.

Participation44 × 22%
+9.6

Volume relative to existing open interest and contract-level activity.

Trend agreement10 × 26%
+2.6

How closely the chain read agrees with the underlying trend backdrop.

Volatility90 × 10%
+9.0

The intensity of implied volatility and the priced move.

Reconstructed score53.8Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 81.00; the largest put concentration is 45.00. The most active strike by current volume is 75.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1192
45.00-33.9%
3
100
46.00-32.4%
8
100
46.50-31.7%
7
35
60.00-11.8%
129
280
61.00-10.4%
1
173
62.00-8.9%
13
45
67.00-1.6%
33
60
70.002.9%
236
3
71.004.3%
305
11
73.007.3%
107
14
75.0010.2%
450
3
76.0011.7%
85
2
78.0014.6%
58
10
80.0017.5%
155
1
81.0019.0%
627
103
90.0032.2%
60
2
95.0039.6%
254
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.83× front/back

Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.

1.45 31 Jul 1d
1.14 7 Aug 8d
1.03 14 Aug 15d
1.08 21 Aug 22d
1.15 28 Aug 29d
1.09 4 Sep 36d
1.08 18 Sep 50d
0.93 20 Nov 113d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

55
56
58
59
60
61
63
64
65
67
68
69
71
72
73
75
76
77
78
80
81
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

No independently verifiable option-expiry outcomes have matured yet. Legacy snapshots without a point-in-time market reference and repeated same-session snapshots are deliberately excluded.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
29 Jul 2026
Calculation
v1.x legacy
Contracts
1168 / 1168
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Volatility expansion bet

92/100
Primary intent Volatility expansion bet

The strongest message is movement risk: expected move and implied volatility are carrying more signal than direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Volatility expansion bet matters because it connects the options headline to the actual evidence: $1.9M of estimated gross traded notional, calls · 0-7 days · otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+78
1W price+10.1%
Call premium77%
Put premium23%
Notional split C 77% / P 23% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.16 Volume divided by open interest across the visible chain.
Trend fit 10/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 0-7 days · OTM
Calls · 0-7 days · OTM calls cluster with 3824 contracts traded, $494998 estimated gross traded notional, and 26% of visible notional.
$494998
Calls · 8-21 days · OTM calls cluster with 813 contracts traded, $250825 estimated gross traded notional, and 13% of visible notional.
$250825
Calls · 91+ days · OTM calls cluster with 288 contracts traded, $221190 estimated gross traded notional, and 12% of visible notional.
$221190
Calls · 22-45 days · OTM calls cluster with 357 contracts traded, $192614 estimated gross traded notional, and 10% of visible notional.
$192614
Puts · 8-21 days · ITM puts cluster with 186 contracts traded, $164805 estimated gross traded notional, and 9% of visible notional.
$164805

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Activity Anomaly

Warming up

-

1 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 1 completed session

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close68.06
1W+10.1%
RS-12.5
Fair value+9.3%
Options pressure78
Speculation44
Volatility90
Trend fit10

Today Versus Normal

Stored-options context

View history
Expected move 8.6% history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
IV 1.45 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Put-call 0.16 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Volume/OI 0.16 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:43 Volatility
Pressure 45
Move 7.9%
30 Jul 10:40 Volatility
Pressure 78
Move 8.6%

Strike Map

Where activity is clustering

Full strike map
Strike35.00
Calls · V 0 · OI 0
Puts · V 0 · OI 7
Strike40.00
Calls · V 0 · OI 0
Puts · V 0 · OI 11
Strike45.00
Calls · V 2 · OI 3
Puts · V 0 · OI 1192
Strike46.00
Calls · V 5 · OI 8
Puts · V 25 · OI 100
Strike46.50
Calls · V 3 · OI 7
Puts · V 26 · OI 100
Strike47.00
Calls · V 0 · OI 3
Puts · V 1 · OI 0
Strike47.50
Calls · V 0 · OI 8
Puts · V 0 · OI 0
Strike48.00
Calls · V 0 · OI 4
Puts · V 1 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry31 Jul 2026
Contracts140
Avg IV1.45
Put-call0.05
Expiry7 Aug 2026
Contracts148
Avg IV1.14
Put-call0.26
Expiry14 Aug 2026
Contracts116
Avg IV1.03
Put-call1.06
Expiry21 Aug 2026
Contracts122
Avg IV1.08
Put-call1.09
Expiry28 Aug 2026
Contracts86
Avg IV1.15
Put-call0.06

Skew

Call/put IV balance

OTM demand
31 Jul 2026Put IV premium
Call IV1.38
Put IV1.48
Skew0.10
7 Aug 2026Call IV premium
Call IV1.35
Put IV1.16
Skew-0.20
14 Aug 2026Balanced skew
Call IV1.11
Put IV1.14
Skew0.03
21 Aug 2026Call IV premium
Call IV1.11
Put IV0.95
Skew-0.16
28 Aug 2026Balanced skew
Call IV1.17
Put IV1.14
Skew-0.03

Contract Tape

Most active contracts

Full contract tape
ContractAMBA260731C00075000
SideCall
Expiry31 Jul 2026
Strike75.00
Volume1784
OI450
IV1.65
ContractAMBA260731C00078000
SideCall
Expiry31 Jul 2026
Strike78.00
Volume805
OI58
IV1.32
ContractAMBA260731C00073000
SideCall
Expiry31 Jul 2026
Strike73.00
Volume678
OI107
IV1.61
ContractAMBA260807C00076000
SideCall
Expiry7 Aug 2026
Strike76.00
Volume474
OI5
IV1.31
ContractAMBA260731C00067000
SideCall
Expiry31 Jul 2026
Strike67.00
Volume161
OI33
IV1.59
ContractAMBA260731C00076000
SideCall
Expiry31 Jul 2026
Strike76.00
Volume143
OI85
IV0.54
ContractAMBA260731C00070000
SideCall
Expiry31 Jul 2026
Strike70.00
Volume120
OI236
IV1.53
ContractAMBA260807P00074000
SidePut
Expiry7 Aug 2026
Strike74.00
Volume117
OI13
IV1.25