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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BigBear.ai (BBAI) - NYSE Next Earnings Date: OS Estimate: March 11, 2025 AC
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 5.6
Avg Daily Volume: 7,218,370    Market Cap: 535.42M
Sector: None    Short Interest: 22.77
Live Interactive Chart
Days to Next Earnings: 109 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 5, 2024 AC 5.8 $1.76 @$2.00 $0.58
($1.76)
29.0% -14.2% I -9.65% I $1.59 $0.40
( $1.59 )
-31.03%
Aug. 1, 2024 AC 6.1 $1.40 @$1.50 $0.35
($1.40)
23.33% -8.57% I -4.28% I $1.34 $0.65
( $1.34 )
85.71%
May 2, 2024 AC 6.3 $1.73 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 7, 2024 AC 5.4 $3.76 @$4.00
Nov. 7, 2023 AC 6.2 $1.56 @$1.50
Aug. 8, 2023 AC 6.3 $1.77 @$2.00
May 9, 2023 AC 6.5 $2.97 @$3.00
March 13, 2023 AC 6.3 $2.28 @$2.50
Nov. 9, 2022 AC 7.3 $1.01 @$1.00
Aug. 9, 2022 AC 5.6 $2.74 @$2.50

 
 
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