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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BigBear.ai (BBAI) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 6.1
Avg Daily Volume: 5,017,036    Market Cap: 535.42M
Sector: None    Short Interest: 22.77
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 2, 2024 AC 6.3 $1.73 @$1.50 $0.40
($1.73)
26.67% -15.6% I -13.87% I $1.49 $0.30
( $1.49 )
-25.0%
March 7, 2024 AC 5.4 $3.76 @$4.00 $1.25
($3.76)
31.25% -32.97% O -31.64% O $2.57 $1.50
( $2.57 )
20.0%
Nov. 7, 2023 AC 6.2 $1.56 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 9, 2022 AC 1.0 $8.24 @$7.50
March 17, 2022 AC 0.0 $8.29 @$7.50

 
 
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