| 0 |
0% |
2.2 |
6.3 |
0 |
0.40 |
0.03 |
-70% |
0 |
0.1 |
2 |
SIGA Call 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40C
Delta0.9898
Imp Vol8.2535
Bid2.2
Gamma0.0036
Theoretical4.25
Ask6.3
Theta-0.0072
Intrinsic Value4.2
Volume0
Vega0.0002
Time Value-4.2
Open Interest3
Rho0.0001
Delta / Theta-137.2292
SIGA Put 0.40
Exp: May 15, 2026
Last: 0.03
Chg.: -70%
SymbolSIGA|20260515|0.40P
Delta-0.0079
Imp Vol7.3703
Bid0
Gamma0.0033
Theoretical0.03
Ask0.1
Theta-0.0051
Intrinsic Value-4.2
Volume2
Vega0.0002
Time Value4.23
Open Interest24
Rho0
Delta / Theta1.5373
|
| 0 |
0% |
2.4 |
5.3 |
0 |
1.40 |
0 |
0% |
0 |
0.95 |
0 |
SIGA Call 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40C
Delta0.944
Imp Vol10.052
Bid2.4
Gamma0.0125
Theoretical3.85
Ask5.3
Theta-0.0365
Intrinsic Value3.2
Volume0
Vega0.001
Time Value-3.2
Open Interest6
Rho0.0002
Delta / Theta-25.835
SIGA Put 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40P
Delta-0.061
Imp Vol8.4139
Bid0
Gamma0.0159
Theoretical0.48
Ask0.95
Theta-0.0326
Intrinsic Value-3.2
Volume0
Vega0.0011
Time Value3.2
Open Interest0
Rho-0.0003
Delta / Theta1.8708
|
| 2.32 |
0% |
1.4 |
2.95 |
0 |
2.40 |
0.2 |
0% |
0 |
1.15 |
0 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 2.32
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0
Imp Vol0
Bid1.4
Gamma0
Theoretical0
Ask2.95
Theta0
Intrinsic Value2.2
Volume0
Vega0
Time Value0.12
Open Interest1
Rho0
Delta / Theta0
SIGA Put 2.40
Exp: May 15, 2026
Last: 0.2
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.1266
Imp Vol5.6145
Bid0
Gamma0.0411
Theoretical0.58
Ask1.15
Theta-0.0374
Intrinsic Value-2.2
Volume0
Vega0.0019
Time Value2.4
Open Interest1
Rho-0.0004
Delta / Theta3.3836
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: May 03, 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: May 03, 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
|
|
4.6 |
Price @ May 01, 2026 20:48 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: May 03, 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: May 03, 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
|
| 0.3 |
0% |
0 |
1.15 |
0 |
5.40 |
0 |
0% |
0 |
2.95 |
0 |
SIGA Call 5.40
Exp: May 15, 2026
Last: 0.3
Chg.: 0%
SymbolSIGA|20260515|5.40C
Delta0.4566
Imp Vol2.3761
Bid0
Gamma0.1853
Theoretical0.58
Ask1.15
Theta-0.0305
Intrinsic Value-0.8
Volume0
Vega0.0036
Time Value1.1
Open Interest296
Rho0.0006
Delta / Theta-14.986
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta-0.517
Imp Vol2.674
Bid0
Gamma0.1656
Theoretical1.48
Ask2.95
Theta-0.034
Intrinsic Value0.8
Volume0
Vega0.0036
Time Value-0.8
Open Interest0
Rho-0.0012
Delta / Theta15.2212
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: May 03, 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: May 03, 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
|
| 0.05 |
0% |
0 |
0.95 |
0 |
6.40 |
0 |
0% |
0.2 |
3.9 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0.05
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.3665
Imp Vol2.7508
Bid0
Gamma0.1519
Theoretical0.48
Ask0.95
Theta-0.0334
Intrinsic Value-1.8
Volume0
Vega0.0034
Time Value1.85
Open Interest3
Rho0.0005
Delta / Theta-10.9623
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta-0.7285
Imp Vol2.075
Bid0.2
Gamma0.1778
Theoretical2.05
Ask3.9
Theta-0.0217
Intrinsic Value1.8
Volume0
Vega0.003
Time Value-1.8
Open Interest0
Rho-0.0016
Delta / Theta33.5609
|
| 0 |
0% |
0 |
0.95 |
0 |
7.40 |
0 |
0% |
0.65 |
4.9 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.3341
Imp Vol3.2436
Bid0
Gamma0.1245
Theoretical0.48
Ask0.95
Theta-0.0381
Intrinsic Value-2.8
Volume0
Vega0.0033
Time Value2.8
Open Interest0
Rho0.0004
Delta / Theta-8.7721
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta0
Imp Vol0
Bid0.65
Gamma0
Theoretical0
Ask4.9
Theta0
Intrinsic Value2.8
Volume0
Vega0
Time Value-2.8
Open Interest0
Rho0
Delta / Theta0
|