Earnings volatility research
BBAI · BigBear.ai, Inc. Common Stock
No verified earnings events are stored for BBAI in this environment.
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
No reviewed research is available for BBAI yet
Coverage and research availability are separate datasets.
Until the provider verifies the next earnings date, there is nothing to evaluate. This page reports the gap rather than guessing a date.
Past events · reconstructed
Historical reconstruction for BBAI
Observed outcomes from 6 earnings events (Nov 5, 2024 – Jul 30, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 7, 2026
Loading graph — the exact table is available below.
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 9.6591% | 20.1863% | Signed actual -9.6591% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 0.5988% | 16.129% | Signed actual 0.5988% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 | |
| 15.7969% | Unavailable | Signed actual -15.7969% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 6.1296% | Unavailable | Signed actual 6.1296% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 5.5556% | 14.7482% | Signed actual 5.5556% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 1.4134% | 11.7761% | Signed actual -1.4134% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Long Straddle | 6 | 2 / 6 | -7.3% | 69.8% | -53.2% |
| Calendar | 5 | 2 / 5 | -22.0% | 69.3% | -86.3% |
| Long Strangle | 5 | 0 / 5 | -39.3% | -4.7% | -69.2% |
| Bear Call Spread | 2 | 0 / 2 | -11.3% | -5.8% | -16.9% |
| Bull Put Spread | 2 | 0 / 2 | -41.6% | -19.0% | -64.3% |
| Iron Condor | 2 | 0 / 2 | -62.8% | -43.4% | -82.2% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Calendar
Did not clear entry filters- Modeled entry debit
- $15.00
- Payoff max loss
- $13.00
- Payoff max profit
- Model dependent
- Modeled exit P&L
- -$6.60-50.8% on stored risk basis $13.00
Entry Jul 16, 2026 → Exit Jul 23, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Different expirations require time and volatility assumptions.
Update time unavailable
Loading graph — the exact table is available below.
Event / reference markers
- Snapshot spot: $2.92
- SELL CALL strike $3.00: $3.00
- BUY CALL strike $3.00: $3.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$11.58 | No additional context stored | Update time unavailable | |
| -$11.25 | No additional context stored | Update time unavailable | |
| -$10.86 | No additional context stored | Update time unavailable | |
| -$10.40 | No additional context stored | Update time unavailable | |
| -$9.88 | No additional context stored | Update time unavailable | |
| -$9.28 | No additional context stored | Update time unavailable | |
| -$8.60 | No additional context stored | Update time unavailable | |
| -$7.83 | No additional context stored | Update time unavailable | |
| -$6.98 | No additional context stored | Update time unavailable | |
| -$6.02 | No additional context stored | Update time unavailable | |
| -$4.98 | No additional context stored | Update time unavailable | |
| -$3.82 | No additional context stored | Update time unavailable | |
| -$2.57 | No additional context stored | Update time unavailable | |
| -$1.21 | No additional context stored | Update time unavailable | |
| $0.25 | No additional context stored | Update time unavailable | |
| $1.83 | No additional context stored | Update time unavailable | |
| $3.51 | No additional context stored | Update time unavailable | |
| $5.29 | No additional context stored | Update time unavailable | |
| $4.71 | No additional context stored | Update time unavailable | |
| $3.21 | No additional context stored | Update time unavailable | |
| $1.81 | No additional context stored | Update time unavailable | |
| $0.50 | No additional context stored | Update time unavailable | |
| -$0.71 | No additional context stored | Update time unavailable | |
| -$1.83 | No additional context stored | Update time unavailable | |
| -$2.86 | No additional context stored | Update time unavailable | |
| -$3.81 | No additional context stored | Update time unavailable | |
| -$4.68 | No additional context stored | Update time unavailable | |
| -$5.48 | No additional context stored | Update time unavailable | |
| -$6.22 | No additional context stored | Update time unavailable | |
| -$6.88 | No additional context stored | Update time unavailable | |
| -$7.49 | No additional context stored | Update time unavailable |
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | BBAI260724C00003000 | $3.00 call · 2026-07-24 | $0.10 | $0.03 |
| BUY × 1 | BBAI260807C00003000 | $3.00 call · 2026-08-07 | $0.25 | $0.14 |
15 quote gaps · Record hist_BBAI_50e5a9e449281d6f · Historical methodology
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