BBAI
BigBear.ai Holdings, Inc.3.15post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 08:25:59 UTCnext report Nov 10 · 97d
Earnings Room‹ back to BBAI
The report
fiscal Q3 2026 · from the company's noticeNov 10after close97days out
Expected movement
market-implied · at the Aug 4 close±37.5%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 3straddle 1.39ATM IV 94%× 0.85 straddle-to-rangespot 3.15
Blast radius
2 linked · N-PORT + EDGARIf BBAI moves ±37.5% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color2/8reports moved further than the options market had pricedtypically ±9.0% realized vs ±13.5% priced
Jul 30 '26±10.4%→−1.4%×0.14
May 5 '26±13.0%→+5.6%×0.43
Mar 2 '26±13.4%→−7.3%×0.55
Nov 10 '25±12.5%→+6.1%×0.49
Aug 11 '25±17.4%→−15.8%×0.91
May 1 '25±14.7%→+0.6%×0.04
Mar 18 '25±10.9%→−14.9%×1.36
Mar 6 '25±16.0%→−20.5%×1.28
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported -0.05 · rev $37M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.