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BigBearai Holdings Inc BBAI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-15T20:04:20.057Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:13.28640878Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:16.120876+00:00

Share price$2.32
1D+8.2%
AH$2.10$2.16$2.22$2.28$2.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBAI
Sold putSold callAH

BigBearai Holdings Inc options

Live interpolated BBAI call and put midpoint premiums by absolute delta.BigBearai Holdings Inc$0.07$0.47$0.87$1.27$1.67$1.61$1.91$2.22$2.52$2.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.32OPTION PRICELive BBAI spot · $2.32BBAI PRICE$0.11$0.16$0.21$0.26$0.30$0.35$0.40$0.45$0.50$0.55$0.59$0.64$0.69$0.31$0.41$0.52$0.62$0.73$0.83$0.93$1.04$1.14$1.24$1.35$1.45$1.55
PutsExpensive5.98×
CallsExpensive2.10×
SkewBearish+173.06 pp
Implied moveBearish±$1.33
TiltBearish39.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.37161.3%7.0%2.36282.4%11.9%
25Δ2.31187.2%6.6%2.48316.9%11.1%
30Δ2.25213.1%6.2%2.60351.5%10.4%
35Δ2.20238.9%5.8%2.72386.0%9.7%
40Δ2.14264.8%5.3%2.84420.5%9.0%
45Δ2.08290.7%4.9%2.96455.1%8.2%
50Δ2.02316.5%4.5%3.08489.6%7.5%
55Δ1.97342.4%4.1%3.20524.1%6.8%
60Δ1.91368.3%3.6%3.32558.7%6.0%
65Δ1.85394.1%3.2%3.44593.2%5.3%
70Δ1.79420.0%2.8%3.56627.7%4.6%
75Δ1.73445.9%2.4%3.68662.3%3.9%
80Δ1.68471.7%1.9%3.80696.8%3.1%

20Δ

Calls
Pseudo strike
2.37
IV
161.3%
B/E move
7.0%
Puts
Pseudo strike
2.36
IV
282.4%
B/E move
11.9%

25Δ

Calls
Pseudo strike
2.31
IV
187.2%
B/E move
6.6%
Puts
Pseudo strike
2.48
IV
316.9%
B/E move
11.1%

30Δ

Calls
Pseudo strike
2.25
IV
213.1%
B/E move
6.2%
Puts
Pseudo strike
2.60
IV
351.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
2.20
IV
238.9%
B/E move
5.8%
Puts
Pseudo strike
2.72
IV
386.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
2.14
IV
264.8%
B/E move
5.3%
Puts
Pseudo strike
2.84
IV
420.5%
B/E move
9.0%

45Δ

Calls
Pseudo strike
2.08
IV
290.7%
B/E move
4.9%
Puts
Pseudo strike
2.96
IV
455.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
2.02
IV
316.5%
B/E move
4.5%
Puts
Pseudo strike
3.08
IV
489.6%
B/E move
7.5%

55Δ

Calls
Pseudo strike
1.97
IV
342.4%
B/E move
4.1%
Puts
Pseudo strike
3.20
IV
524.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
1.91
IV
368.3%
B/E move
3.6%
Puts
Pseudo strike
3.32
IV
558.7%
B/E move
6.0%

65Δ

Calls
Pseudo strike
1.85
IV
394.1%
B/E move
3.2%
Puts
Pseudo strike
3.44
IV
593.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
1.79
IV
420.0%
B/E move
2.8%
Puts
Pseudo strike
3.56
IV
627.7%
B/E move
4.6%

75Δ

Calls
Pseudo strike
1.73
IV
445.9%
B/E move
2.4%
Puts
Pseudo strike
3.68
IV
662.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
1.68
IV
471.7%
B/E move
1.9%
Puts
Pseudo strike
3.80
IV
696.8%
B/E move
3.1%