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BigBear BBAI 2.22 0.0 0.0%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for BBAI.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±17.56%
Average actual move
10.61%
Beyond the implied move
1 / 4
Median IV change
-22.25%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±15.46% +5.56% 0.36× —
August 12, 2025 ±20.45% -15.80% 0.77× 179.9% → 124.4%
May 02, 2025 ±16.47% +0.60% 0.04× —
March 07, 2025 ±17.86% -20.48% 1.15× 172.6% → 149.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →