| 0 |
0% |
1.9 |
2.6 |
0 |
2.40 |
0 |
0% |
0 |
0.4 |
0 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0.9184
Imp Vol2.2378
Bid1.9
Gamma0.0582
Theoretical2.25
Ask2.6
Theta-0.0083
Intrinsic Value2.11
Volume0
Vega0.0017
Time Value-2.11
Open Interest0
Rho0.0013
Delta / Theta-110.0683
SIGA Put 2.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.1006
Imp Vol2.6345
Bid0
Gamma0.0577
Theoretical0.2
Ask0.4
Theta-0.0112
Intrinsic Value-2.11
Volume0
Vega0.002
Time Value2.11
Open Interest1
Rho-0.0004
Delta / Theta9.0192
|
| 0 |
0% |
0 |
3.4 |
0 |
3.40 |
0 |
0% |
0 |
0.75 |
0 |
SIGA Call 3.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|3.40C
Delta0.7772
Imp Vol2.6371
Bid0
Gamma0.0976
Theoretical1.7
Ask3.4
Theta-0.0192
Intrinsic Value1.11
Volume0
Vega0.0035
Time Value-1.11
Open Interest0
Rho0.0012
Delta / Theta-40.539
SIGA Put 3.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|3.40P
Delta-0.2098
Imp Vol2.0588
Bid0
Gamma0.1208
Theoretical0.375
Ask0.75
Theta-0.0142
Intrinsic Value-1.11
Volume0
Vega0.0033
Time Value1.11
Open Interest20
Rho-0.0008
Delta / Theta14.7726
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Apr 21, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.6
Volume0
Vega0
Time Value-0.6
Open Interest0
Rho0
Delta / Theta0
SIGA Put 4.00
Exp: Apr 21, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.6
Volume0
Vega0
Time Value0.6
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0.15 |
0.6 |
0 |
4.40 |
0 |
0% |
0 |
0.75 |
0 |
SIGA Call 4.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|4.40C
Delta0.6012
Imp Vol0.6709
Bid0.15
Gamma0.4966
Theoretical0.375
Ask0.6
Theta-0.0065
Intrinsic Value0.11
Volume0
Vega0.0045
Time Value-0.11
Open Interest78
Rho0.0015
Delta / Theta-92.6731
SIGA Put 4.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|4.40P
Delta-0.4051
Imp Vol0.9604
Bid0
Gamma0.3488
Theoretical0.375
Ask0.75
Theta-0.0088
Intrinsic Value-0.11
Volume0
Vega0.0045
Time Value0.11
Open Interest6
Rho-0.0013
Delta / Theta46.0554
|
|
4.51 |
Price @ Apr 21, 2026 15:32 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Apr 21, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.4
Volume0
Vega0
Time Value0.4
Open Interest0
Rho0
Delta / Theta0
SIGA Put 5.00
Exp: Apr 21, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.4
Volume0
Vega0
Time Value-0.4
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0 |
0.2 |
0 |
5.40 |
0 |
0% |
0.3 |
1.45 |
0 |
SIGA Call 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40C
Delta0.2152
Imp Vol0.7713
Bid0
Gamma0.327
Theoretical0.1
Ask0.2
Theta-0.0055
Intrinsic Value-0.89
Volume0
Vega0.0034
Time Value0.89
Open Interest110
Rho0.0006
Delta / Theta-38.9031
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta0
Imp Vol0
Bid0.3
Gamma0
Theoretical0
Ask1.45
Theta0
Intrinsic Value0.89
Volume0
Vega0
Time Value-0.89
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Apr 21, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.4
Volume0
Vega0
Time Value1.4
Open Interest0
Rho0
Delta / Theta0
SIGA Put 6.00
Exp: Apr 21, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.4
Volume0
Vega0
Time Value-1.4
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0 |
0.95 |
0 |
6.40 |
0 |
0% |
1.2 |
2.35 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.3651
Imp Vol2.1648
Bid0
Gamma0.1498
Theoretical0.475
Ask0.95
Theta-0.0198
Intrinsic Value-1.89
Volume0
Vega0.0044
Time Value1.89
Open Interest3
Rho0.0008
Delta / Theta-18.4722
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta0
Imp Vol0
Bid1.2
Gamma0
Theoretical0
Ask2.35
Theta0
Intrinsic Value1.89
Volume0
Vega0
Time Value-1.89
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0 |
0.75 |
0 |
7.40 |
0 |
0% |
0.8 |
4.9 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.2947
Imp Vol2.2946
Bid0
Gamma0.1297
Theoretical0.375
Ask0.75
Theta-0.0192
Intrinsic Value-2.89
Volume0
Vega0.004
Time Value2.89
Open Interest0
Rho0.0006
Delta / Theta-15.3468
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta0
Imp Vol0
Bid0.8
Gamma0
Theoretical0
Ask4.9
Theta0
Intrinsic Value2.89
Volume0
Vega0
Time Value-2.89
Open Interest0
Rho0
Delta / Theta0
|