BBAI gamma levels.
Where BBAI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BBAI $2.67 · up 8.54% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 2.5 (below price · 0.17 / 6.37% away); ↯ Surge, live flow 2.5 (below price · 0.17 / 6.37% away); ‖ call wall — sticky, but below price · not a ceiling from here 2.5 (below price · 0.17 / 6.37% away); ‖ put wall — floor, slippery 2 (below price · 0.67 / 25.09% away)
- Expected move today ±0.18
- Strikes nearest the money (high to low): 4 positive, 3.5 positive, 3 positive, 2.5 positive, 2 negative, 1.5 negative
- Since yesterday's close, positioning grew at 2.5, 3, 4.
- Event pricing: the options market prices an unusually large move into 2026-12-11 (±$1.39 by that date, about 4.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 92.0%