Quantchabot has detected a new Bull Call Spread trade opportunity for BIGBEAR AI INC (BBAI) for the 25-Apr-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
BBAI was recently trading at $3.50 and has an implied volatility of 102.68% for this period. Based on an analysis of the options available for BBAI expiring on 25-Apr-2025, there is a 38.01% likelihood that the underlying will close within the analyzed range of $3.50-$3.64 at expiration. In this scenario, the average linear return for the trade would be 11.03%.
Big 20.10% Change: After closing the last trading session at $2.91, BIGBEAR AI INC opened today at $2.97 and has reached a high of $3.53.
Trade approach: A movement as big as 20.10% 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 $3.50 on 25-Apr-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 $3.45 on 25-Apr-2025. Based on our risk-neutral analysis, there is a 64.26% 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.
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