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BBAIBigBear.ai, Inc. Common Stock

Next verified event unavailable · Earnings history

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.

Historical · past

Realized move versus what was implied

Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.

BBAI · Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Updated Oct 7, 2026

Select observation

Loading graph — the exact table is available below.

2024-11-05Realized move 9.6591%Implied move 20.1863%Signed actual -9.6591% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026

Exact data table

BBAI · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

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.

Choose an example (22 stored runs)

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.

Strategy payoffStored expiration payoff; IV does not reshape intrinsic value. Method: CALENDAR_AT_SHORT_EXPIRATION. Maximum profit unbounded / unavailable · Maximum loss $13.00. Existing publication calculations are preserved; no missing values are reconstructed here.

Update time unavailable

Select observationRange startRange end

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$2.40Expiration P/L -$11.58Update time unavailable

Event / reference markers

Snapshot spot: $2.92
SELL CALL strike $3.00: $3.00
BUY CALL strike $3.00: $3.00

Exact data table

Strategy payoff · full stored dataset, independent of graph range/toggles

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

Exact contracts and modeled fills · dollars per share

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

Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations

15 quote gaps · Record hist_BBAI_50e5a9e449281d6f · Historical methodology