Ticker Options Intelligence

BBAI options intelligence

BigBearai Holdings Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 52 Market data through 31 Jul 2026 Checked 1 Aug 2026 07:53 · complete available chain

Volatility expansion watch

Volatility pressure

BBAI currently carries volatility options pressure with a 52/100 conviction score. The nearest-chain expected move is 11.6%, with volume/open-interest participation at 0.04.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Volatility

Volatility expansion watch

Expected move 11.6%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.17

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -2.8%

RS -49.9

Expected move 11.6%
Put-call volume 0.17
Volume / OI 0.04
Reference IV 0.89
Max pain 3.00
Underlying 2.76
Nearest expiry 7 Aug 2026
Contracts 264

Research Brief

BBAI has a volatility chain read with 52/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 2.44–3.08; The largest call open-interest concentration is 3.00; the largest put concentration is 3.50. The most active strike by current volume is 3.00.

Priced range2.44–3.08
Call concentration3.00
Put concentration3.50
Max pain reference3.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • Options and the weekly trend are not yet giving the same message.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 7 Aug

Options imply 2.44 to 3.08. Max pain at 3.00 sits inside that range, 8.7% above spot.

Spot Max pain
2.442.76 ± 0.323.08
Confirmation level

A close beyond 3.08 or below 2.44 at the 7 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 52/100

Evidence alignment, not probability

Pressure is 80/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure80 × 42%
+33.5

How strongly activity leans toward calls or puts.

Participation41 × 22%
+9.0

Volume relative to existing open interest and contract-level activity.

Trend agreement0 × 26%
+0.0

How closely the chain read agrees with the underlying trend backdrop.

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score52.1Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 3.00; the largest put concentration is 3.50. The most active strike by current volume is 3.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
0.50-81.9%
59
1
1.00-63.8%
40
0
1.50-45.7%
24
84
2.00-27.5%
25
799
2.50-9.4%
276
726
3.008.7%
6001
1187
3.5026.8%
4390
752
4.0044.9%
2959
241
4.5063.0%
913
20
5.0081.2%
803
5
5.5099.3%
22
4
6.00117.4%
17
6
6.50135.5%
3
1
7.00153.6%
1
1
7.50171.7%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

0.89× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

0.89 7 Aug 7d
0.93 14 Aug 14d
0.92 21 Aug 21d
0.85 28 Aug 28d
0.80 4 Sep 35d
0.86 11 Sep 42d
1.18 18 Sep 49d
0.82 18 Dec 140d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

3
3
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 31 Jul 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
264 / 264
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Earnings/event positioning

91/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $523317 of estimated gross traded notional, calls · 91+ days · otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+80
1W price-2.8%
Call premium67%
Put premium33%
Notional split C 67% / P 33% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.04 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 10 Aug Matched earnings event is 9 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 91+ days · OTM
Calls · 91+ days · OTM calls cluster with 4236 contracts traded, $151382 estimated gross traded notional, and 29% of visible notional.
$151382
Puts · 91+ days · ITM puts cluster with 688 contracts traded, $73100 estimated gross traded notional, and 14% of visible notional.
$73100
Calls · 8-21 days · OTM calls cluster with 8048 contracts traded, $51692 estimated gross traded notional, and 10% of visible notional.
$51692
Calls · 91+ days · ITM calls cluster with 300 contracts traded, $40782 estimated gross traded notional, and 8% of visible notional.
$40782
Calls · 46-90 days · OTM calls cluster with 2476 contracts traded, $31256 estimated gross traded notional, and 6% of visible notional.
$31256

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close2.76
1W-2.8%
RS-49.9
Fair value-19.4%
Options pressure80
Speculation41
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 11.6% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.89 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.17 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.04 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:58 Volatility
Pressure 70
Move 14.5%
30 Jul 10:48 Volatility
Pressure 83
Move 17.6%
30 Jul 15:22 Bullish
Pressure 59
Move 13.9%
30 Jul 15:39 Bullish
Pressure 59
Move 13.9%
30 Jul 19:38 Volatility
Pressure 87
Move 12.5%
31 Jul 17:14 Volatility
Pressure 87
Move 9.6%
1 Aug 01:52 Volatility
Pressure 85
Move 9.4%
1 Aug 06:53 Volatility
Pressure 80
Move 11.6%

Strike Map

Where activity is clustering

Full strike map
Strike0.50
Calls · V 9 · OI 59
Puts · V 0 · OI 1
Strike1.00
Calls · V 1 · OI 40
Puts · V 0 · OI 1
Strike1.50
Calls · V 1 · OI 24
Puts · V 0 · OI 0
Strike2.00
Calls · V 1 · OI 25
Puts · V 17 · OI 84
Strike2.50
Calls · V 170 · OI 276
Puts · V 909 · OI 799
Strike3.00
Calls · V 2431 · OI 6001
Puts · V 176 · OI 726
Strike3.50
Calls · V 1121 · OI 4390
Puts · V 28 · OI 1187
Strike4.00
Calls · V 104 · OI 2959
Puts · V 53 · OI 752

Term Structure

Expiration activity

Volume and IV
Expiry7 Aug 2026
Contracts30
Avg IV0.89
Put-call0.31
Expiry14 Aug 2026
Contracts30
Avg IV0.93
Put-call0.04
Expiry21 Aug 2026
Contracts28
Avg IV0.92
Put-call0.08
Expiry28 Aug 2026
Contracts26
Avg IV0.85
Put-call0.12
Expiry4 Sep 2026
Contracts22
Avg IV0.80
Put-call0.04

Skew

Call/put IV balance

OTM demand
7 Aug 2026Put IV premium
Call IV0.87
Put IV0.96
Skew0.09
14 Aug 2026Put IV premium
Call IV0.77
Put IV0.87
Skew0.11
21 Aug 2026Call IV premium
Call IV0.82
Put IV0.77
Skew-0.06
28 Aug 2026Balanced skew
Call IV0.86
Put IV0.82
Skew-0.04
4 Sep 2026Balanced skew
Call IV0.81
Put IV0.78
Skew-0.04

Contract Tape

Most active contracts

Full contract tape
ContractBBAI260814C00003000
SideCall
Expiry14 Aug 2026
Strike3.00
Volume2904
OI3166
IV0.77
ContractBBAI260807C00003000
SideCall
Expiry7 Aug 2026
Strike3.00
Volume2431
OI6001
IV0.87
ContractBBAI260821C00003500
SideCall
Expiry21 Aug 2026
Strike3.50
Volume2345
OI1748
IV0.82
ContractBBAI260807C00003500
SideCall
Expiry7 Aug 2026
Strike3.50
Volume1121
OI4390
IV1.02
ContractBBAI260807P00002500
SidePut
Expiry7 Aug 2026
Strike2.50
Volume909
OI799
IV0.96
ContractBBAI260814C00003500
SideCall
Expiry14 Aug 2026
Strike3.50
Volume849
OI2954
IV1.02
ContractBBAI260821C00003000
SideCall
Expiry21 Aug 2026
Strike3.00
Volume842
OI4209
IV0.79
ContractBBAI260918C00003000
SideCall
Expiry18 Sep 2026
Strike3.00
Volume825
OI5909
IV0.85