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

BigBear.ai Inc.

NYSE: BBAI · Real-Time Price · USD
6.72
-0.42 (-5.86%)
At close: Sep 26, 2025, 3:59 PM
6.74
0.27%
After-hours: Sep 26, 2025, 07:57 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 0.8774 0.0714 -0.0589 0.0021
3.50 0.8267 0.0930 -0.0782 0.0026
4.00 0.7706 0.1258 -0.0914 0.0031
4.50 0.7081 0.1738 -0.1009 0.0037
5.00 0.6344 0.2729 -0.0938 0.0043
5.50 0.5219 0.5090 -0.0833 0.0050
6.00 0.2034 1.5721 -0.0701 0.0065
6.50 -0.5262 0.2128 -0.0527 0.0034
7.00 -0.6357 0.2144 -0.0465 0.0032
7.50 -0.7409 0.1976 -0.0372 0.0027
8.00 -0.8304 0.1637 -0.0271 0.0021
8.50 -0.8652 0.1318 -0.0247 0.0018
9.00 -0.8966 0.1057 -0.0209 0.0015
9.50 -0.9035 0.0917 -0.0218 0.0014
10.00 -0.9312 0.0717 -0.0164 0.0011
10.50 -0.9134 0.0731 -0.0233 0.0013
11.00 -0.8536 0.0817 -0.0449 0.0019
11.50 -0.8583 0.0762 -0.0461 0.0019
12.00 -0.8758 0.0693 -0.042 0.0017
12.50 -0.8659 0.0676 -0.0481 0.0018
13.00 -0.9461 0.0431 -0.0185 0.0009