AMBA
Ambarella, Inc.Open64.21−0.60 −0.92%USD
NasdaqGS · as of Oct 13, 14:50 ET · 15m delay
Open
62.97
Prev close
64.81
Day range
62.5064.89
52-week range
48.3096.69
Volume
420.27K0.25×
Mkt cap
2.83B
P/E ttm
—
Fwd P/E
57.30
EPS ttm
-1.30
Div yield
0.00%
Earnings
Sep 3, 2026
From 52w high
−33.59%
AMBA market-implied price distribution
AMBA Price at Expiry
23 OTM quotes · ATM IV 73.1%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
45%
spot 64.21
Expected price
64.45
forward 64.02
68% range
51–77
−21.3% / +20.0%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 42.77 | −33.4% |
| 16% | 50.56 | −21.3% |
| 25% | 54.62 | −14.9% |
| 50% (median) | 62.57 | −2.6% |
| 75% | 71.55 | +11.4% |
| 84% | 77.06 | +20.0% |
| 95% | 94.83 | +47.7% |
Move Odds
| Up 5% or more (67.42) | 35% |
|---|---|
| Up 10% or more (70.63) | 27% |
| Down 5% or more (61.00) | 45% |
| Down 10% or more (57.79) | 34% |
Options price a 10%+ drop at 34%, 1.0× the 35% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.