BigBear.ai Inc. (BBAI) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

BigBear.ai Inc.

NYSE: BBAI · Real-Time Price · USD
7.19
-0.08 (-1.10%)
At close: Oct 03, 2025, 3:59 PM
7.12
-0.97%
After-hours: Oct 03, 2025, 07:59 PM EDT

BigBear.ai Greeks

Delta, Gamma, Theta, and Vega Greek Charts for BBAI options.

Delta Table

Strike Price Delta Gamma Theta Vega
0.50 1.0000 0.0000 -0.0002 0.0000
1.00 0.9968 0.0024 -0.0031 0.0000
1.50 0.9820 0.0116 -0.0147 0.0004
2.00 0.9589 0.0250 -0.0282 0.0008
2.50 0.9289 0.0412 -0.042 0.0013
3.00 0.8278 0.0748 -0.0945 0.0026
3.50 0.8137 0.0974 -0.0835 0.0028
4.00 0.7706 0.1258 -0.0914 0.0031
4.50 0.7077 0.1730 -0.1023 0.0037
5.00 0.6347 0.2563 -0.1109 0.0042
5.50 0.5300 0.4771 -0.1056 0.0050
6.00 0.2265 1.5231 -0.0922 0.0064
6.50 -0.4836 0.1596 -0.0706 0.0034
7.00 -0.589 0.1815 -0.0591 0.0033
7.50 -0.6924 0.1819 -0.0479 0.0030
8.00 -0.7951 0.1643 -0.0344 0.0024
8.50 -0.8455 0.1355 -0.029 0.0020
9.00 -0.8966 0.1057 -0.021 0.0015
9.50 -0.9035 0.0917 -0.0218 0.0014
10.00 -0.9089 0.0812 -0.0226 0.0014
10.50 -0.9348 0.0641 -0.0169 0.0011
11.00 -0.9378 0.0581 -0.0173 0.0010
11.50 -0.9403 0.0533 -0.0177 0.0010
12.00 -0.8497 0.0733 -0.0519 0.0020
12.50 -0.7637 0.0745 -0.0899 0.0026
13.00 -0.8568 0.0660 -0.054 0.0019
13.50 -0.8719 0.0612 -0.0498 0.0018
14.00 -0.8871 0.0564 -0.0451 0.0016
15.00 -0.8789 0.0542 -0.052 0.0017
16.00 -0.8537 0.0546 -0.0672 0.0019