BBAI Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $2.6 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.27

143k P / 533k C

Put/Call (Volume)

0.04

2k P / 41k C that session

30d ATM IV

66%

annualized implied move

Call wall

$10

97k contracts

Put wall

13k contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.27 puts per call outstanding.
●Call wall at $10 (97k contracts), 285% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $2 (13k contracts), 23% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 19.2× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 66% — the market prices very large moves; option premium is expensive.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-30. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	11k	1k	0.10	2k
2026-10-16	15k	6k	0.40	22k
2026-10-23	5k	678	0.14	517
2026-10-30	5k	907	0.18	557
2026-11-06	1k	342	0.25	161
2026-11-13	392	0	0.00	121
2026-11-20	9k	2k	0.24	609
2026-12-18	43k	11k	0.27	753
2027-01-15	303k	92k	0.30	12k
2027-03-19	21k	4k	0.18	467
2028-01-21	107k	23k	0.21	1k
2029-01-19	2k	944	0.44	446

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.