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Cramer-Induced Hype Fails to Win Ambarella, Inc. (AMBA) Skeptics

Ambarella Inc (AMBA) has surged to a new high, thanks to CNBC's Jim Cramer

Jun 8, 2015 at 1:44 PM
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Ambarella Inc (NASDAQ:AMBA) puts have been hot for some time now. The semiconductor stock's 10-day put/call volume ratio across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is 0.76 -- in the 71st annual percentile.

Short sellers have also taken a shine to AMBA. Nearly 27% of the equity's float is sold short, and would take close to seven sessions to repurchase, at typical daily trading levels.

This bearish bias is holding up today, despite AMBA's 7% jump -- and a record high of $111.88. Specifically, puts are trading at triple the usual afternoon clip, with buy-to-open activity detected at the June 105 strike. By purchasing these out-of-the-money contracts, speculators anticipate AMBA will breach $105 by front-month expiration, at the close on Friday, June 19.

These option skeptics may be counting on the fact that AMBA is in overbought territory, with a 14-day Relative Strength Index (RSI) of 80, suggesting a near-term pullback could be in the cards. However, a mass exodus of the weaker bearish hands could result in additional upside.

On the charts, Ambarella Inc (NASDAQ:AMBA) has more than doubled in 2015, currently resting at $110.54. Earlier, CNBC's Jim Cramer said he's keeping an eye on the shares -- along with these two cybersecurity names -- as the company is a potential drone play.
 

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