Quantchabot has detected a new Bull Call Spread trade opportunity for BIGBEAR AI INC (BBAI) for the 25-Jul-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
BBAI was recently trading at $7.62 and has an implied volatility of 146.04% for this period. Based on an analysis of the options available for BBAI expiring on 25-Jul-2025, there is a 34.22% likelihood that the underlying will close within the analyzed range of $7.64-$11.08 at expiration. In this scenario, the average linear return for the trade would be 11.11%.
Big 14.59% Change: After closing the last trading session at $6.65, BIGBEAR AI INC opened today at $6.55 and has reached a high of $7.85.
Trade approach: A movement as big as 14.59% is a significantly bullish indicator, so this trade is designed to be profitable if BBAI maintains its current direction and does not revert back to pricing on the bearish side of $7.62 on 25-Jul-2025. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bullish strategy, the trade would be profitable if BIGBEAR AI INC closes at or above $6.35 on 25-Jul-2025. Based on our risk-neutral analysis, there is a 69.16% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
Leave a Reply
You must be logged in to post a comment.