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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BigBear.ai (BBAI) - NYSE Next Earnings Date: Estimated on Nov. 2, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.4
Avg Daily Volume: 15,486,104    Market Cap: 1.3B
Sector: Technology    Short Interest: 31.31
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Weekly: 17.05%       Expires on: Nov. 6, 2026
Implied Move Monthly: 25.58%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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. 2, 2026 AC None $0.00 @$3.00 $0.66
($2.58)
25.58% -None% -None% $0.00 $0.00
( N/A )
None%
July 30, 2026 AC 5.6 $2.83 @$3.00 $0.53
($2.83)
17.67% 6.0% I -1.41% I $2.79 $0.49
( $2.79 )
-7.55%
May 5, 2026 AC 6.3 $4.14 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 2, 2026 AC 6.5 $4.10 @$4.00
Nov. 10, 2025 AC 6.0 $5.71 @$5.50
Aug. 11, 2025 AC 5.5 $7.09 @$7.00
May 1, 2025 AC 6.0 $3.34 @$3.50
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

 
 
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