While the Big Bang Attack might seem like an entirely new move, Daizenshuu 7: Dragon Ball Encyclopedia implies that it's connected to Galick Gun, calling it Super Saiyan Vegeta's version of the move.
In Dragon Ball Super's Resurrection 'F' Arc, Vegeta defeats Captain Ginyu with a single attack. This is after Vegeta has trained with Whis for a time, and gained the power of Super Saiyan Blue.