BBAI · Expected Move
BigBear.ai Holdings, Inc.
The expected move for BBAI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BBAI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BBAI Expected Move
30-Day Straddle
$0.42
7-Day Straddle
$0.24
30-Day ATM IV
83.8%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to BBAI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BBAI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $0.42 | $0.24 | 83.8% | 56% |
| 20261015 | $0.59 | $0.26 | 96.6% | 79% |
| 20261014 | $0.41 | $0.26 | 77.4% | 45% |
| 20261013 | $0.41 | $0.28 | 75.8% | 42% |
| 20261012 | $0.37 | $0.23 | 81.5% | 52% |
| 20261009 | $0.38 | $0.20 | 72.8% | 37% |
| 20261008 | $0.39 | $0.18 | 70.7% | 33% |
| 20261007 | $0.43 | $0.21 | 74.4% | 40% |
| 20261006 | $0.44 | $0.27 | 72.3% | 36% |
| 20261005 | $0.44 | $0.18 | 70.3% | 32% |
| 20261002 | $0.40 | $0.24 | 70.1% | 32% |
| 20261001 | $0.45 | $0.31 | 65.8% | 24% |
| 20260930 | $0.39 | $0.30 | 62.0% | 18% |
| 20260929 | $0.39 | $0.26 | 63.4% | 20% |
| 20260928 | $0.41 | $0.14 | 60.4% | 15% |
| 20260925 | $0.41 | $0.22 | 59.6% | 13% |
| 20260924 | $0.43 | $0.23 | 59.8% | 14% |
| 20260923 | $0.38 | $0.23 | 55.3% | 6% |
| 20260922 | $0.43 | $0.21 | 60.9% | 16% |
| 20260921 | $0.43 | $0.15 | 59.2% | 12% |
| 20260918 | $0.43 | $0.23 | 62.9% | 19% |
| 20260917 | $0.44 | $0.24 | 63.7% | 21% |
| 20260916 | $0.48 | $0.21 | 66.3% | 25% |
| 20260915 | $0.39 | $0.27 | 55.2% | 6% |
| 20260914 | $0.43 | $0.15 | 62.2% | 18% |
| 20260911 | $0.44 | $0.19 | 67.5% | 27% |
| 20260910 | $0.46 | $0.24 | 65.1% | 23% |
| 20260909 | $0.42 | $0.27 | 57.1% | 9% |
| 20260908 | $0.39 | $0.27 | 59.2% | 13% |
| 20260904 | $0.46 | $0.20 | 74.2% | 39% |
| 20260903 | $0.42 | $0.18 | 62.7% | 19% |
| 20260902 | $0.34 | $0.21 | 52.1% | 0% |
| 20260901 | $0.43 | $0.23 | 62.0% | 4% |
| 20260831 | $0.47 | $0.20 | 62.9% | 6% |
| 20260828 | $0.41 | $0.20 | 59.8% | 0% |
| 20260827 | $0.44 | $0.29 | 62.0% | 3% |
| 20260826 | $0.44 | $0.17 | 63.0% | 5% |
| 20260825 | $0.49 | $0.25 | 67.7% | 15% |
| 20260824 | $0.44 | $0.17 | 60.7% | 0% |
| 20260821 | $0.52 | $0.30 | 72.2% | 24% |
| 20260820 | $0.44 | $0.24 | 64.1% | 8% |
| 20260819 | $0.50 | $0.30 | 67.6% | 15% |
| 20260818 | $0.49 | $0.28 | 67.0% | 14% |
| 20260817 | $0.55 | $0.26 | 71.6% | 23% |
| 20260814 | $0.47 | $0.34 | 63.6% | 7% |
| 20260813 | $0.56 | $0.32 | 70.5% | 21% |
| 20260812 | $0.55 | $0.30 | 67.3% | 14% |
| 20260811 | $0.58 | $0.35 | 72.9% | 26% |
| 20260810 | $0.57 | $0.29 | 73.8% | 28% |
| 20260807 | — | — | 71.8% | 24% |
| 20260806 | $0.47 | $0.27 | 82.8% | 47% |
| 20260805 | $0.42 | $0.28 | 60.5% | 0% |
| 20260804 | $0.59 | $0.33 | 76.7% | 24% |
| 20260803 | $0.49 | $0.23 | 75.4% | 21% |
| 20260731 | $0.55 | $0.32 | 79.2% | 30% |
| 20260730 | $0.73 | $0.43 | 108.3% | 100% |
| 20260729 | $0.51 | $0.42 | 83.8% | 41% |
| 20260728 | $0.74 | $0.49 | 93.2% | 64% |
| 20260727 | $0.62 | $0.39 | 94.7% | 67% |
| 20260724 | $0.59 | $0.47 | 96.5% | 56% |
More on BBAI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.