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
40.00 0.8595 0.0055 -0.9435 0.0295
45.00 0.8306 0.0069 -1.0148 0.0336
50.00 0.8540 0.0060 -0.774 0.0270
55.00 0.7596 0.0122 -0.967 0.0435
60.00 0.7110 0.0166 -0.9187 0.0495
61.00 0.7007 0.0178 -0.899 0.0507
62.00 0.7800 0.0134 -0.6794 0.0363
63.00 0.6746 0.0204 -0.888 0.0536
64.00 0.6875 0.0215 -0.8026 0.0515
65.00 0.6522 0.0236 -0.8379 0.0559
66.00 0.6350 0.0252 -0.8336 0.0576
67.00 0.6227 0.0275 -0.8029 0.0589
68.00 0.6028 0.0296 -0.7962 0.0607
69.00 0.5821 0.0323 -0.7781 0.0627
70.00 0.5655 0.0354 -0.7503 0.0641
71.00 0.5413 0.0383 -0.7495 0.0660
72.00 0.5143 0.0426 -0.7174 0.0683
73.00 0.4931 0.0478 -0.6786 0.0699
74.00 0.4594 0.0535 -0.6572 0.0723
75.00 0.4148 0.0596 -0.6444 0.0754
76.00 0.5404 0.0747 -0.5009 0.0606
77.00 0.4194 0.0983 -0.4998 0.0731
78.00 0.3306 0.1232 -0.48 0.0791
79.00 0.2541 0.1885 -0.4342 0.0827
80.00 0.0503 0.2762 -0.3867 0.0883
81.00 -0.5032 0.0344 -0.3261 0.0442
82.00 -0.5428 0.0364 -0.304 0.0439
83.00 -0.5854 0.0378 -0.2811 0.0432
84.00 -0.6326 0.0391 -0.2531 0.0417
85.00 -0.6746 0.0384 -0.2346 0.0399
86.00 -0.7255 0.0381 -0.2016 0.0369
87.00 -0.7669 0.0360 -0.1786 0.0339
88.00 -0.8056 0.0332 -0.1551 0.0305
89.00 -0.8243 0.0301 -0.1506 0.0286
90.00 -0.862 0.0268 -0.1208 0.0244
91.00 -0.8289 0.0251 -0.1753 0.0282
92.00 -0.8675 0.0226 -0.1364 0.0237
93.00 -0.8826 0.0205 -0.1262 0.0218
94.00 -0.93 0.0160 -0.0713 0.0149
95.00 -0.9473 0.0131 -0.0533 0.0119
96.00 -0.8239 0.0182 -0.2547 0.0287
97.00 -0.8284 0.0172 -0.2595 0.0282
98.00 -0.8384 0.0164 -0.2526 0.0271
99.00 -0.8422 0.0156 -0.2568 0.0267
100.00 -0.9182 0.0125 -0.121 0.0168
101.00 -0.8528 0.0142 -0.2565 0.0255
102.00 -0.8558 0.0137 -0.26 0.0251
103.00 -0.8766 0.0127 -0.2234 0.0226
104.00 -0.8632 0.0126 -0.2622 0.0243
105.00 -0.8675 0.0121 -0.261 0.0237
106.00 -0.8698 0.0117 -0.2639 0.0235
107.00 -0.872 0.0113 -0.2667 0.0232
108.00 -0.8741 0.0109 -0.2695 0.0229
109.00 -0.876 0.0106 -0.2722 0.0227
110.00 -0.9728 0.0049 -0.0455 0.0069
111.00 -0.911 0.0090 -0.195 0.0178
112.00 -0.9124 0.0087 -0.1966 0.0176
113.00 -0.8829 0.0094 -0.2821 0.0218
114.00 -0.8845 0.0092 -0.2844 0.0216
115.00 -0.886 0.0089 -0.2867 0.0214
120.00 -0.8924 0.0079 -0.2971 0.0205
125.00 -0.8977 0.0071 -0.3063 0.0198
130.00 -0.9022 0.0065 -0.3146 0.0191
135.00 -0.906 0.0060 -0.3222 0.0186
140.00 -0.9093 0.0056 -0.329 0.0181