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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BigBear.ai (BBAI) - NYSE Next Earnings Date: Estimated on March 5, 2026
OS Projected Window: March 9, 2026 to March 14, 2026
EVR: 6.5
Avg Daily Volume: 74,041,438    Market Cap: 2.6B
Sector: None    Short Interest: 18.19
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Weekly: 20.33%       Expires on: March 6, 2026
Implied Move Monthly: 25.67%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
March 5, 2026 AC None $0.00 @$5.00 $1.25
($4.87)
25.67% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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