| 0 |
0% |
3.5 |
6.4 |
0 |
0.40 |
0 |
0% |
0 |
0.1 |
0 |
SIGA Call 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40C
Delta0
Imp Vol0
Bid3.5
Gamma0
Theoretical0
Ask6.4
Theta0
Intrinsic Value4.29
Volume0
Vega0
Time Value-4.29
Open Interest3
Rho0
Delta / Theta0
SIGA Put 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40P
Delta-0.01
Imp Vol9.8271
Bid0
Gamma0.0035
Theoretical0.05
Ask0.1
Theta-0.0101
Intrinsic Value-4.29
Volume0
Vega0.0002
Time Value4.29
Open Interest22
Rho0
Delta / Theta0.9877
|
| 0 |
0% |
2.7 |
5.4 |
0 |
1.40 |
0 |
0% |
0 |
1.15 |
0 |
SIGA Call 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40C
Delta0.9511
Imp Vol13.4626
Bid2.7
Gamma0.0097
Theoretical4.05
Ask5.4
Theta-0.0528
Intrinsic Value3.29
Volume0
Vega0.0008
Time Value-3.29
Open Interest6
Rho0.0001
Delta / Theta-18.0115
SIGA Put 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40P
Delta-0.0576
Imp Vol11.1037
Bid0
Gamma0.0134
Theoretical0.57
Ask1.15
Theta-0.0495
Intrinsic Value-3.29
Volume0
Vega0.0009
Time Value3.29
Open Interest0
Rho-0.0002
Delta / Theta1.1636
|
| 0 |
0% |
0.2 |
4.4 |
0 |
2.40 |
0 |
0% |
0 |
0.95 |
0 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0.972
Imp Vol2.3511
Bid0.2
Gamma0.0353
Theoretical2.3
Ask4.4
Theta-0.0061
Intrinsic Value2.29
Volume0
Vega0.0005
Time Value-2.29
Open Interest1
Rho0.0006
Delta / Theta-159.9946
SIGA Put 2.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.1216
Imp Vol6.0646
Bid0
Gamma0.043
Theoretical0.48
Ask0.95
Theta-0.0473
Intrinsic Value-2.29
Volume0
Vega0.0016
Time Value2.29
Open Interest1
Rho-0.0003
Delta / Theta2.5715
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: May 05, 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 05, 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
|
|
4.69 |
Price @ May 05, 2026 16:29 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: May 05, 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 05, 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 |
0 |
SIGA Call 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40C
Delta0.2302
Imp Vol1.0485
Bid0
Gamma0.3744
Theoretical0.1
Ask0.2
Theta-0.0124
Intrinsic Value-0.71
Volume0
Vega0.0024
Time Value0.71
Open Interest296
Rho0.0003
Delta / Theta-18.5311
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta-0.4917
Imp Vol3.3648
Bid0
Gamma0.1533
Theoretical1.5
Ask3
Theta-0.0516
Intrinsic Value0.71
Volume0
Vega0.0031
Time Value-0.71
Open Interest0
Rho-0.0009
Delta / Theta9.5287
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: May 05, 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 05, 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% |
0.45 |
4 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.3681
Imp Vol3.1612
Bid0
Gamma0.1541
Theoretical0.48
Ask0.95
Theta-0.0462
Intrinsic Value-1.71
Volume0
Vega0.0029
Time Value1.71
Open Interest3
Rho0.0003
Delta / Theta-7.9638
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta-0.6217
Imp Vol3.2653
Bid0.45
Gamma0.1506
Theoretical2.23
Ask4
Theta-0.0476
Intrinsic Value1.71
Volume0
Vega0.0029
Time Value-1.71
Open Interest0
Rho-0.0011
Delta / Theta13.0572
|
| 0 |
0% |
0 |
0.95 |
0 |
7.40 |
0 |
0% |
1.2 |
4.9 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.3343
Imp Vol3.7497
Bid0
Gamma0.1255
Theoretical0.48
Ask0.95
Theta-0.0529
Intrinsic Value-2.71
Volume0
Vega0.0028
Time Value2.71
Open Interest0
Rho0.0003
Delta / Theta-6.3173
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta-0.7241
Imp Vol3.2189
Bid1.2
Gamma0.1344
Theoretical3.05
Ask4.9
Theta-0.0411
Intrinsic Value2.71
Volume0
Vega0.0026
Time Value-2.71
Open Interest0
Rho-0.0014
Delta / Theta17.6134
|