Ambarella (AMBA) option implied volatility elevated into EPS and outlook

Ambarella (NASDAQ: AMBA) November weekly call option implied volatility is at 199, December is at 77, January is at 60; compared to its 52-week range of 33 to 78 into the expected release of EPS after the market close on November 29. November weekly 33.50 straddle priced for a move of 19%.

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