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BigBearai Holdings Inc BBAI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-16T22:43:57.085Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:40:45.821708827Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:43:56.496919+00:00

Share price$2.16
1D-7.3%
AH$2.13$2.18$2.24$2.29$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$0.00$0.42$0.84$1.26$1.68$1.57$1.84$2.10$2.37$2.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBAI spot · $2.16BBAI PRICE$0.04$0.05$0.07$0.08$0.10$0.11$0.12$0.14$0.15$0.17$0.18$0.20$0.37$0.03$0.09$0.22$0.35$0.49$0.62$0.76$0.89$1.02$1.16$1.29$1.42$1.56
PutsExpensive1.78×
CallsCheap0.83×
SkewBearish+73.08 pp
Implied moveBearish±$0.88
TiltBearish69.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.4486.3%14.7%1.9296.5%12.6%
25Δ2.4086.3%13.5%2.0688.3%8.8%
30Δ2.3686.3%12.4%2.20103.1%8.2%
35Δ2.3286.3%11.3%2.35117.9%7.7%
40Δ2.2886.3%10.1%2.50132.8%7.1%
45Δ2.2486.3%9.0%2.64147.6%6.5%
50Δ2.2086.3%7.8%2.79162.4%5.9%
55Δ2.1786.3%6.7%2.93177.2%5.4%
60Δ2.1386.3%5.5%3.08192.1%4.8%
65Δ2.0986.3%4.4%3.23206.9%4.2%
70Δ2.0586.3%3.3%3.37221.7%3.6%
75Δ2.0186.3%2.1%3.52236.6%3.1%
80Δ1.83149.1%2.2%3.66251.4%2.5%

20Δ

Calls
Pseudo strike
2.44
IV
86.3%
B/E move
14.7%
Puts
Pseudo strike
1.92
IV
96.5%
B/E move
12.6%

25Δ

Calls
Pseudo strike
2.40
IV
86.3%
B/E move
13.5%
Puts
Pseudo strike
2.06
IV
88.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
2.36
IV
86.3%
B/E move
12.4%
Puts
Pseudo strike
2.20
IV
103.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
2.32
IV
86.3%
B/E move
11.3%
Puts
Pseudo strike
2.35
IV
117.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
2.28
IV
86.3%
B/E move
10.1%
Puts
Pseudo strike
2.50
IV
132.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
2.24
IV
86.3%
B/E move
9.0%
Puts
Pseudo strike
2.64
IV
147.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
2.20
IV
86.3%
B/E move
7.8%
Puts
Pseudo strike
2.79
IV
162.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
2.17
IV
86.3%
B/E move
6.7%
Puts
Pseudo strike
2.93
IV
177.2%
B/E move
5.4%

60Δ

Calls
Pseudo strike
2.13
IV
86.3%
B/E move
5.5%
Puts
Pseudo strike
3.08
IV
192.1%
B/E move
4.8%

65Δ

Calls
Pseudo strike
2.09
IV
86.3%
B/E move
4.4%
Puts
Pseudo strike
3.23
IV
206.9%
B/E move
4.2%

70Δ

Calls
Pseudo strike
2.05
IV
86.3%
B/E move
3.3%
Puts
Pseudo strike
3.37
IV
221.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
2.01
IV
86.3%
B/E move
2.1%
Puts
Pseudo strike
3.52
IV
236.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
1.83
IV
149.1%
B/E move
2.2%
Puts
Pseudo strike
3.66
IV
251.4%
B/E move
2.5%