BigBear.ai Holdings Inc

BBAINYSE · USD
2.22USD0.00 (0.00%)
352

BigBear.ai Holdings Inc (BBAI) Historical Volatility

BBAI's 30 day historical volatility is 78.06%, in the 58th percentile of readings over the past year. This is an average percentile, meaning BigBear.ai Holdings Inc shares have moved roughly in line with their typical range. BBAI's 30 day implied volatility sits at 78.83%, with an IV Rank of 28.57%, leaving IV roughly in line with historical volatility. This means options are priced close to what the stock has actually delivered, as of Nov 5, 2026.

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Tracking BBAI historical volatility helps you see how much BigBear.ai Holdings Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, BBAI's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BBAI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. BBAI's 30 day historical volatility, or BBAI HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BBAI's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

BigBear.ai Holdings, Inc. provides artificial intelligence and machine learning for decision support. The company operates through two segments, Cyber & Engineering and Analytics. The Cyber & Engineering segment offers high-end technology and management consulting services. It focuses in the areas of cloud engineering and enterprise IT, cybersecurity, computer network operations and wireless, systems engineering, and strategy and program planning. The Analytics segment provides high-end technology and consulting services. This segment focuses on the areas of big data computing and analytical solutions, including predictive and prescriptive analytics solutions.

Historical Volatility

HV Percentile
58thHV Percentile
Moderate

Historical movement is near its typical level for the past year. Neither unusually calm nor unusually active.

Historical Volatility (30d)78.06%

HV Percentile58th

Implied Volatility (30d)78.83%

IV Rank28.57%

IV Minus HV+0.77%

As of Nov 5, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 5, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 5, 2026

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