ThetaOwl

BBAI

BigBear.ai, Inc.Technology
$3.58
Bullish
Mkt Cap: $1.70B|Float: 472.7M|SI: 27.3%|DTC: 3.2
Data as of market close Apr 2, 2026
IV Rank
31
IV Pctl
44%
HV 20d
58.7%
52W Range
$2-$9
ATR(14)
$0.22
Exp. Move
±2.2%
P/C Ratio
0.38
Earnings
Apr 30
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Moderate
Low Put/Call

BBAI Key Options Data

IV Rank
31.4%
Total GEX
$0.01B
Total DEX
$21.5M
Max Pain
$3.50
Expected Move
±2.2%
Put/Call OI
0.38
Net Premium
$0.3M
Spot Price
$3.58

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-020±$0.08±2.2%$3.50$3.66
2026-04-108±$0.33±9.1%$3.25$3.90
2026-04-1715±$0.43±12.0%$3.15$4.01
2026-04-2422±$0.54±15.1%$3.04$4.12
2026-05-0129±$0.68±18.9%$2.90$4.25
2026-05-0836±$0.91±25.3%$2.67$4.48

Explore BBAI options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.