Ambarella Inc. (AMBA)
NASDAQ: AMBA
· Real-Time Price · USD
86.64
2.48 (2.95%)
At close: Oct 06, 2025, 11:51 AM
AMBA Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMBA across all expirations shows 709,953.38 net shares that market makers must hedge, with 992,616.05 from calls and 282,662.67 from puts. The put-call delta ratio of 0.28 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AMBA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 16,193.29 | -3,662.61 | 12,530.68 | 0.23 |
| Oct 17, 25 | 163,108.99 | -64,251.07 | 98,857.92 | 0.39 |
| Oct 24, 25 | 5,292.55 | -27,151.92 | -21,859.37 | 5.13 |
| Oct 31, 25 | 9,472.39 | -34,522.35 | -25,049.96 | 3.64 |
| Nov 7, 25 | 259.19 | -203.77 | 55.42 | 0.79 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 87,601.12 | -40,371.2 | 47,229.92 | 0.46 |
| Dec 19, 25 | 81,745.88 | -39,998.84 | 41,747.04 | 0.49 |
| Jan 16, 26 | 337,325.29 | -40,724.96 | 296,600.33 | 0.12 |
| Feb 20, 26 | 152,704.13 | -22,645.91 | 130,058.22 | 0.15 |
| May 15, 26 | 1,895.81 | -631.7 | 1,264.11 | 0.33 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 135,167.52 | -7,757.14 | 127,410.38 | 0.06 |
| Jan 21, 28 | 1,849.89 | -741.2 | 1,108.69 | 0.40 |