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BBAI - BigBear.ai Holdings
Implied Volatility Analysis

Implied Volatility:
150.4%

BigBear.ai Holdings has an Implied Volatility (IV) of 150.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BBAI is 38 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for BBAI is -0.58 standard deviations away from its 1 year mean.

Market Cap$170.46M
Next Earnings Date11/8/2022 (45d)
Implied Volatility (IV) 30d
150.41
Implied Volatility Rank (IVR) 1y
38.27
Implied Volatility Percentile (IVP) 1y
30.65
Historical Volatility (HV) 30d
76.55
IV / HV
1.96
Open Interest
12.34K
Option Volume
38.00

Data was calculated after the 9/23/2022 closing.

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