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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BigBear.ai (BBAI) - NYSE Next Earnings Date: Estimated on May 1, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 6.0
Avg Daily Volume: 43,949,490    Market Cap: 826.6M
Sector: None    Short Interest: 14.46
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Weekly: 28.81%       Expires on: May 2, 2025
Implied Move Monthly: 36.27%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
May 1, 2025 AC None $0.00 @$3.00 $1.07
($2.95)
36.27% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 6, 2025 AC 5.6 $4.20 @$4.00 $1.12
($4.20)
28.0% -25.47% I -20.47% I $3.34 $1.03
( $3.34 )
-8.04%
Nov. 5, 2024 AC 5.8 $1.76 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 AC 6.1 $1.40 @$1.50
May 2, 2024 AC 6.3 $1.73 @$1.50
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

 
 
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