BBAI250117P00002500 Option on BigBearai Holdings

BBAI Stock  USD 4.30  0.23  5.08%   
BBAI250117P00002500 is a PUT option contract on BigBearai Holdings' common stock with a strick price of 2.5 expiring on 2025-01-17. The contract was not traded in recent days and, as of today, has 10 days remaining before the expiration. The option is currently trading at a bid price of $1.35, and an ask price of $1.6. The implied volatility as of the 7th of January is 10.0.
  
A put option written on BigBearai Holdings becomes more valuable as the price of BigBearai Holdings drops. Conversely, BigBearai Holdings' put option loses its value as BigBearai Stock rises.

Rule 16 of 2025-01-17 Option Contract

The options market is anticipating that BigBearai Holdings will have an average daily up or down price movement of about 0.0717% per day over the life of the option. With BigBearai Holdings trading at USD 4.3, that is roughly USD 0.003085. If you think that the market is fully understating BigBearai Holdings' daily price movement you should consider buying BigBearai Holdings options at that current volatility level of 1.15%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

Out Of The Money Put Option on BigBearai Holdings

An 'Out of The Money' option on BigBearai has a strike price that BigBearai Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for BigBearai Holdings' 'Out of The Money' options include buying the options if you expect a big move in BigBearai Holdings' stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Put Contract NameBBAI250117P00002500
Expires On2025-01-17
Days Before Expriration10
Vega0.006111
Gamma0.224039
Theoretical Value1.48
Open Interest3907
Strike Price2.5
Current Price Spread1.35 | 1.6
Rule 16 Daily Up or DownUSD 0.003085

BigBearai short PUT Option Greeks

BigBearai Holdings' Option Greeks for the contract ending on 2025-01-17 at a strike price of 2.5 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to BigBearai Holdings' option greeks, its implied volatility helps estimate the risk of BigBearai Holdings stock implied by the prices of the options on BigBearai Holdings' stock.
Delta-0.423509
Gamma0.224039
Theta-5.58E-4
Vega0.006111
Rho-0.015971

BigBearai long PUT Option Payoff at expiration

Put options written on BigBearai Holdings grant holders of the option the right to sell a specified amount of BigBearai Holdings at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of BigBearai Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on BigBearai Holdings is like buying insurance aginst BigBearai Holdings' downside shift.
   Profit   
       BigBearai Holdings Price At Expiration  

BigBearai short PUT Option Payoff at expiration

By selling BigBearai Holdings' put option, the investors signal their bearish sentiment. A short position in a put option written on BigBearai Holdings will generally make money when the underlying price is above the strike price. Therefore BigBearai Holdings' put payoff at expiration depends on where the BigBearai Stock price is relative to the put option strike price. The breakeven price of 1.02 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to BigBearai Holdings' price. Finally, at the strike price of 2.5, the payoff chart is constant and positive.
   Profit   
       BigBearai Holdings Price At Expiration  
View All BigBearai Holdings Options

BigBearai Holdings Available Put Options

BigBearai Holdings' option chain is a display of a range of information that helps investors for ways to trade options on BigBearai. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for BigBearai. It also shows strike prices and maturity days for a BigBearai Holdings against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open IntStrike PriceCurrent SpreadLast Price
 Put
BBAI250117P00000500640.50.05 - 0.150.05Out
 Put
BBAI250117P000010003181.00.3 - 0.40.3Out
 Put
BBAI250117P000015003331.50.7 - 0.750.7Out
 Put
BBAI250117P000020005442.01.0 - 1.21.05Out
 Put
BBAI250117P0000250039072.51.35 - 1.61.35Out
 Put
BBAI250117P0000300013243.01.8 - 2.051.8Out
 Put
BBAI250117P00003500233.52.2 - 2.552.2Out
 Put
BBAI250117P00004000114.02.65 - 3.02.65Out
 Put
BBAI250117P00004500534.53.0 - 3.43.0Out
 Put
BBAI250117P000050001475.03.5 - 3.93.5Out
 Put
BBAI250117P00005500565.54.0 - 4.44.0Out
 Put
BBAI250117P00007000747.05.4 - 5.95.4Out

BigBearai Holdings Corporate Management

When determining whether BigBearai Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BigBearai Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bigbearai Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bigbearai Holdings Stock:
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in BigBearai Holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
For more detail on how to invest in BigBearai Stock please use our How to Invest in BigBearai Holdings guide.
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Is Internet Services & Infrastructure space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BigBearai Holdings. If investors know BigBearai will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BigBearai Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share
(0.78)
Revenue Per Share
0.737
Quarterly Revenue Growth
0.221
Return On Assets
(0.09)
Return On Equity
(7.38)
The market value of BigBearai Holdings is measured differently than its book value, which is the value of BigBearai that is recorded on the company's balance sheet. Investors also form their own opinion of BigBearai Holdings' value that differs from its market value or its book value, called intrinsic value, which is BigBearai Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BigBearai Holdings' market value can be influenced by many factors that don't directly affect BigBearai Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BigBearai Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if BigBearai Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BigBearai Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.