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BigBearai Holdings Inc BBAI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-15T23:39:13.714Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:38:15.675232088Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:39:09.931257+00:00

Share price$2.31
1D+8.8%
AH$2.10$2.17$2.23$2.29$2.365:30 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$0.01$0.48$0.96$1.43$1.90$1.32$1.78$2.25$2.71$3.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBAI spot · $2.31BBAI PRICE$0.07$0.09$0.11$0.14$0.16$0.19$0.23$0.28$0.32$0.36$0.41$0.47$0.59$0.06$0.11$0.17$0.23$0.29$0.35$0.40$0.61$0.90$1.19$1.48$1.77$1.04
PutsExpensive1.68×
CallsExpensive1.34×
SkewBearish+17.74 pp
Implied moveBearish±$0.63
TiltBearish43.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.1998.7%41.1%1.9771.6%17.4%
25Δ2.9895.3%32.7%2.0771.8%15.2%
30Δ2.8693.6%28.5%2.1578.7%14.2%
35Δ2.7391.9%24.4%2.2385.7%13.3%
40Δ2.6190.2%20.2%2.3192.7%12.4%
45Δ2.5088.7%16.2%2.3999.7%11.5%
50Δ2.4189.8%14.4%2.47106.7%10.5%
55Δ2.3390.9%12.6%2.69118.1%9.6%
60Δ2.2492.1%10.8%3.01132.4%8.6%
65Δ2.1593.2%9.1%3.32146.6%7.6%
70Δ2.0794.3%7.3%3.63160.8%6.6%
75Δ1.9796.8%5.6%3.95175.0%5.6%
80Δ1.82104.5%4.5%3.29110.8%2.9%

20Δ

Calls
Pseudo strike
3.19
IV
98.7%
B/E move
41.1%
Puts
Pseudo strike
1.97
IV
71.6%
B/E move
17.4%

25Δ

Calls
Pseudo strike
2.98
IV
95.3%
B/E move
32.7%
Puts
Pseudo strike
2.07
IV
71.8%
B/E move
15.2%

30Δ

Calls
Pseudo strike
2.86
IV
93.6%
B/E move
28.5%
Puts
Pseudo strike
2.15
IV
78.7%
B/E move
14.2%

35Δ

Calls
Pseudo strike
2.73
IV
91.9%
B/E move
24.4%
Puts
Pseudo strike
2.23
IV
85.7%
B/E move
13.3%

40Δ

Calls
Pseudo strike
2.61
IV
90.2%
B/E move
20.2%
Puts
Pseudo strike
2.31
IV
92.7%
B/E move
12.4%

45Δ

Calls
Pseudo strike
2.50
IV
88.7%
B/E move
16.2%
Puts
Pseudo strike
2.39
IV
99.7%
B/E move
11.5%

50Δ

Calls
Pseudo strike
2.41
IV
89.8%
B/E move
14.4%
Puts
Pseudo strike
2.47
IV
106.7%
B/E move
10.5%

55Δ

Calls
Pseudo strike
2.33
IV
90.9%
B/E move
12.6%
Puts
Pseudo strike
2.69
IV
118.1%
B/E move
9.6%

60Δ

Calls
Pseudo strike
2.24
IV
92.1%
B/E move
10.8%
Puts
Pseudo strike
3.01
IV
132.4%
B/E move
8.6%

65Δ

Calls
Pseudo strike
2.15
IV
93.2%
B/E move
9.1%
Puts
Pseudo strike
3.32
IV
146.6%
B/E move
7.6%

70Δ

Calls
Pseudo strike
2.07
IV
94.3%
B/E move
7.3%
Puts
Pseudo strike
3.63
IV
160.8%
B/E move
6.6%

75Δ

Calls
Pseudo strike
1.97
IV
96.8%
B/E move
5.6%
Puts
Pseudo strike
3.95
IV
175.0%
B/E move
5.6%

80Δ

Calls
Pseudo strike
1.82
IV
104.5%
B/E move
4.5%
Puts
Pseudo strike
3.29
IV
110.8%
B/E move
2.9%