| 0 |
0% |
1.3 |
4 |
0 |
0.40 |
0 |
0% |
0 |
0.05 |
0 |
SIGA Call 0.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|0.40C
Delta0.9961
Imp Vol8.959
Bid1.3
Gamma0.004
Theoretical2.72
Ask4
Theta-0.0043
Intrinsic Value2.74
Volume0
Vega0
Time Value-2.74
Open Interest9
Rho0
Delta / Theta-231.5356
SIGA Put 0.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|0.40P
Delta-0.0116
Imp Vol11.901
Bid0
Gamma0.0078
Theoretical0.02
Ask0.05
Theta-0.0147
Intrinsic Value-2.74
Volume0
Vega0.0001
Time Value2.74
Open Interest0
Rho0
Delta / Theta0.7883
|
| 0 |
0% |
0 |
3.8 |
0 |
1.40 |
0 |
0% |
0 |
0.05 |
0 |
SIGA Call 1.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|1.40C
Delta0.9092
Imp Vol8.6612
Bid0
Gamma0.0579
Theoretical1.9
Ask3.8
Theta-0.0578
Intrinsic Value1.74
Volume0
Vega0.0005
Time Value-1.74
Open Interest3
Rho0.0001
Delta / Theta-15.7312
SIGA Put 1.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|1.40P
Delta-0.0332
Imp Vol4.8304
Bid0
Gamma0.047
Theoretical0.03
Ask0.05
Theta-0.0146
Intrinsic Value-1.74
Volume0
Vega0.0002
Time Value1.74
Open Interest2
Rho0
Delta / Theta2.281
|
| 0 |
0% |
0 |
1.2 |
0 |
2.40 |
0 |
0% |
0 |
0.05 |
0 |
SIGA Call 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40C
Delta0.976
Imp Vol1.3074
Bid0
Gamma0.1326
Theoretical0.72
Ask1.2
Theta-0.0032
Intrinsic Value0.74
Volume0
Vega0.0002
Time Value-0.74
Open Interest9
Rho0.0003
Delta / Theta-300.6633
SIGA Put 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40P
Delta-0.0808
Imp Vol1.9205
Bid0
Gamma0.2393
Theoretical0.03
Ask0.05
Theta-0.0117
Intrinsic Value-0.74
Volume0
Vega0.0005
Time Value0.74
Open Interest0
Rho0
Delta / Theta6.9062
|
|
3.14 |
Price @ Sep 14, 2026 19:59 GMT |
| 0 |
0% |
0 |
0.15 |
0 |
3.40 |
0 |
0% |
0 |
0.75 |
0 |
SIGA Call 3.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|3.40C
Delta0.2919
Imp Vol1.3466
Bid0
Gamma0.782
Theoretical0.08
Ask0.15
Theta-0.0189
Intrinsic Value-0.26
Volume0
Vega0.0011
Time Value0.26
Open Interest1
Rho0.0001
Delta / Theta-15.4208
SIGA Put 3.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|3.40P
Delta-0.6852
Imp Vol1.4887
Bid0
Gamma0.7323
Theoretical0.38
Ask0.75
Theta-0.0213
Intrinsic Value0.26
Volume0
Vega0.0012
Time Value-0.26
Open Interest14
Rho-0.0002
Delta / Theta32.1071
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Sep 15, 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: Sep 15, 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 |
0.1 |
0 |
4.40 |
0 |
0% |
0 |
3.5 |
0 |
SIGA Call 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40C
Delta0.1309
Imp Vol2.6169
Bid0
Gamma0.249
Theoretical0.05
Ask0.1
Theta-0.0227
Intrinsic Value-1.26
Volume0
Vega0.0007
Time Value1.26
Open Interest59
Rho0
Delta / Theta-5.7635
SIGA Put 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40P
Delta-0.5711
Imp Vol6.4072
Bid0
Gamma0.188
Theoretical1.75
Ask3.5
Theta-0.1022
Intrinsic Value1.26
Volume0
Vega0.0013
Time Value-1.26
Open Interest108
Rho-0.0003
Delta / Theta5.5867
|
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Sep 15, 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: Sep 15, 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
|
| 0.1 |
0% |
0 |
0.15 |
33 |
5.40 |
0 |
0% |
2.2 |
3 |
0 |
SIGA Call 5.40
Exp: Sep 18, 2026
Last: 0.1
Chg.: 0%
SymbolSIGA|20260918|5.40C
Delta0.135
Imp Vol4.0011
Bid0
Gamma0.1664
Theoretical0.08
Ask0.15
Theta-0.0354
Intrinsic Value-2.26
Volume33
Vega0.0007
Time Value2.36
Open Interest139
Rho0
Delta / Theta-3.8084
SIGA Put 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40P
Delta-0.6817
Imp Vol6.4757
Bid2.2
Gamma0.169
Theoretical2.6
Ask3
Theta-0.0938
Intrinsic Value2.26
Volume0
Vega0.0012
Time Value-2.26
Open Interest0
Rho-0.0004
Delta / Theta7.2677
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Sep 15, 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: Sep 15, 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
|