Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BigBear.ai (BBAI) - NYSE Next Earnings Date: OS Estimate: March 11, 2026 AC
OS Projected Window: March 9, 2026 to March 14, 2026
EVR: 6.5
Avg Daily Volume: 105,062,334    Market Cap: 2.6B
Sector: None    Short Interest: 18.19
Live Interactive Chart
Days to Next Earnings: 92 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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. 10, 2025 AC 6.0 $5.71 @$5.50 $1.02
($5.71)
18.55% 22.41% O 6.12% I $6.06 $0.84
( $6.06 )
-17.65%
Aug. 11, 2025 AC 5.5 $7.09 @$7.00 $2.40
($7.09)
34.29% -33.0% I -15.79% I $5.97 $1.95
( $5.97 )
-18.75%
May 1, 2025 AC 6.0 $3.34 @$3.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 6, 2025 AC 5.6 $4.20 @$4.00
Nov. 5, 2024 AC 5.8 $1.76 @$2.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US