BBAI·BigBear.ai Holdings, Inc.

Realized volatility (21d)

33.7% 0th pct

Below its peak

-80.4%

vs 200-day average

-34.3%

Up days (1y)

43%

BigBear.ai Holdings, Inc. is currently running 33.7% annualised volatility over the last 21 sessions. Measured against BBAI's own 4 years of daily returns rather than a market-wide average, that is the 0th percentile — unusually subdued by its own history, against a typical reading of 96.1%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

BBAI is trading -80.4% below its running peak. Across 3 full years on file, its median worst-drawdown-in-a-year was -75.6%, and the deepest was -95.5% in 2022. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -34.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 19th percentile — a narrower gap than it typically runs. Over the past year BBAI closed higher on 43% of sessions, and it is currently 2 sessions into a falling streak.

Overnight risk is measurable too: BBAI has opened more than 2% away from the prior close in 284 of 1,057 sessions (26.9% of the time), with the largest gaps running +64.7% and -15.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 1,058 daily closes between 2021-12-08 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against BBAI's own 5-year history, not a peer group or index.