| 0 |
0% |
0.5 |
4.7 |
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
Delta0.9937
Imp Vol3.9835
Bid0.5
Gamma0.0058
Theoretical2.63
Ask4.7
Theta-0.0012
Intrinsic Value2.615
Volume0
Vega0.0001
Time Value-2.615
Open Interest9
Rho0.0002
Delta / Theta-837.8162
SIGA Put 0.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|0.40P
Delta-0.012
Imp Vol4.8169
Bid0
Gamma0.0084
Theoretical0.03
Ask0.05
Theta-0.0024
Intrinsic Value-2.615
Volume0
Vega0.0002
Time Value2.615
Open Interest0
Rho0
Delta / Theta4.9559
|
| 1.6 |
0% |
0.25 |
2.95 |
0 |
1.40 |
0 |
0% |
0 |
0.1 |
0 |
SIGA Call 1.40
Exp: Sep 18, 2026
Last: 1.6
Chg.: 0%
SymbolSIGA|20260918|1.40C
Delta0.9858
Imp Vol1.5047
Bid0.25
Gamma0.031
Theoretical1.63
Ask2.95
Theta-0.001
Intrinsic Value1.615
Volume0
Vega0.0003
Time Value-0.015
Open Interest1
Rho0.0009
Delta / Theta-974.1028
SIGA Put 1.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|1.40P
Delta-0.053
Imp Vol2.268
Bid0
Gamma0.0615
Theoretical0.05
Ask0.1
Theta-0.0039
Intrinsic Value-1.615
Volume0
Vega0.0008
Time Value1.615
Open Interest2
Rho-0.0001
Delta / Theta13.4734
|
| 0 |
0% |
0.25 |
1.15 |
0 |
2.40 |
0 |
0% |
0 |
0.1 |
0 |
SIGA Call 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40C
Delta0.8435
Imp Vol1.033
Bid0.25
Gamma0.2997
Theoretical0.7
Ask1.15
Theta-0.0042
Intrinsic Value0.615
Volume0
Vega0.0019
Time Value-0.615
Open Interest9
Rho0.0012
Delta / Theta-201.799
SIGA Put 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40P
Delta-0.13
Imp Vol0.894
Bid0
Gamma0.3057
Theoretical0.05
Ask0.1
Theta-0.003
Intrinsic Value-0.615
Volume0
Vega0.0016
Time Value0.615
Open Interest0
Rho-0.0003
Delta / Theta43.17
|
|
3.015 |
Price @ Aug 25, 2026 19:28 GMT |
| 0 |
0% |
0 |
2.2 |
0 |
3.40 |
0.55 |
0% |
0.2 |
0.75 |
0 |
SIGA Call 3.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|3.40C
Delta0.6597
Imp Vol4.0777
Bid0
Gamma0.1161
Theoretical1.1
Ask2.2
Theta-0.0242
Intrinsic Value-0.385
Volume0
Vega0.0028
Time Value0.385
Open Interest2
Rho0.0006
Delta / Theta-27.2611
SIGA Put 3.40
Exp: Sep 18, 2026
Last: 0.55
Chg.: 0%
SymbolSIGA|20260918|3.40P
Delta-0.6977
Imp Vol0.7464
Bid0.2
Gamma0.6074
Theoretical0.47
Ask0.75
Theta-0.004
Intrinsic Value0.385
Volume0
Vega0.0027
Time Value0.165
Open Interest7
Rho-0.0013
Delta / Theta174.5552
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Aug 25, 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: Aug 25, 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 |
0.4 |
0 |
4.40 |
0 |
0% |
0.1 |
3.6 |
0 |
SIGA Call 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40C
Delta0.2846
Imp Vol1.818
Bid0
Gamma0.241
Theoretical0.2
Ask0.4
Theta-0.01
Intrinsic Value-1.385
Volume0
Vega0.0026
Time Value1.385
Open Interest59
Rho0.0004
Delta / Theta-28.4145
SIGA Put 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40P
Delta-0.5672
Imp Vol2.783
Bid0.1
Gamma0.1828
Theoretical1.85
Ask3.6
Theta-0.0174
Intrinsic Value1.385
Volume0
Vega0.003
Time Value-1.385
Open Interest108
Rho-0.0019
Delta / Theta32.6519
|
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Aug 25, 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: Aug 25, 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 |
0.55 |
0 |
5.40 |
0 |
0% |
1 |
4.6 |
0 |
SIGA Call 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40C
Delta0.2953
Imp Vol2.5933
Bid0
Gamma0.1719
Theoretical0.28
Ask0.55
Theta-0.0145
Intrinsic Value-2.385
Volume0
Vega0.0027
Time Value2.385
Open Interest139
Rho0.0004
Delta / Theta-20.3607
SIGA Put 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40P
Delta-0.6244
Imp Vol3.1444
Bid1
Gamma0.1562
Theoretical2.8
Ask4.6
Theta-0.0189
Intrinsic Value2.385
Volume0
Vega0.0029
Time Value-2.385
Open Interest0
Rho-0.0024
Delta / Theta33.0674
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Aug 25, 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: Aug 25, 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
|