7.03 |
0% |
5.3 |
7.7 |
0 |
1.90 |
0 |
0% |
0 |
0.65 |
0 |
SIGA Call 1.90
Exp: Jun 21, 2024
Last: 7.03
Chg.: 0%
SymbolSIGA|20240621|1.90C
Delta0.9544
Imp Vol9.434
Bid5.3
Gamma0.0064
Theoretical6.5
Ask7.7
Theta-0.0449
Intrinsic Value5.68
Volume0
Vega0.0015
Time Value1.35
Open Interest2
Rho0.0003
Delta / Theta-21.2496
SIGA Put 1.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|1.90P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.65
Theta0
Intrinsic Value-5.68
Volume0
Vega0
Time Value5.68
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
2.50 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 2.50
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|2.50C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value6.29
Volume0
Vega0
Time Value-6.29
Open Interest1
Rho0
Delta / Theta0
SIGA Put 2.50
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|2.50P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-6.29
Volume0
Vega0
Time Value6.29
Open Interest0
Rho0
Delta / Theta0
|
3.06 |
0% |
2.55 |
3.2 |
0 |
4.40 |
0.05 |
0% |
0 |
0.05 |
0 |
SIGA Call 4.40
Exp: Jun 21, 2024
Last: 3.06
Chg.: 0%
SymbolSIGA|20240621|4.40C
Delta0.987
Imp Vol1.2438
Bid2.55
Gamma0.0169
Theoretical3.2
Ask3.2
Theta-0.0027
Intrinsic Value3.18
Volume0
Vega0.0005
Time Value-0.12
Open Interest275
Rho0.0019
Delta / Theta-367.6149
SIGA Put 4.40
Exp: Jun 21, 2024
Last: 0.05
Chg.: 0%
SymbolSIGA|20240621|4.40P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.05
Theta0
Intrinsic Value-3.18
Volume0
Vega0
Time Value3.23
Open Interest1,725
Rho0
Delta / Theta0
|
0.75 |
15.38% |
0.7 |
0.85 |
20 |
6.90 |
0.15 |
0% |
0.1 |
0.2 |
0 |
SIGA Call 6.90
Exp: Jun 21, 2024
Last: 0.75
Chg.: 15.38%
SymbolSIGA|20240621|6.90C
Delta0.8581
Imp Vol0.4489
Bid0.7
Gamma0.3152
Theoretical0.75
Ask0.85
Theta-0.0058
Intrinsic Value0.68
Volume20
Vega0.0036
Time Value0.07
Open Interest1,762
Rho0.0025
Delta / Theta-146.9423
SIGA Put 6.90
Exp: Jun 21, 2024
Last: 0.15
Chg.: 0%
SymbolSIGA|20240621|6.90P
Delta-0.2262
Imp Vol0.6736
Bid0.1
Gamma0.2817
Theoretical0.15
Ask0.2
Theta-0.0098
Intrinsic Value-0.68
Volume0
Vega0.0048
Time Value0.83
Open Interest2,439
Rho-0.0007
Delta / Theta23.0714
|
|
7.58 |
Price @ Jun 05, 2024 20:53 GMT |
0.2 |
42.86% |
0.15 |
0.2 |
417 |
8.00 |
0.69 |
0% |
0 |
0.65 |
1 |
SIGA Call 8.00
Exp: Jun 21, 2024
Last: 0.2
Chg.: 42.86%
SymbolSIGA|20240621|8.00C
Delta0.3527
Imp Vol0.564
Bid0.15
Gamma0.4151
Theoretical0.2
Ask0.2
Theta-0.0107
Intrinsic Value-0.42
Volume417
Vega0.0059
Time Value0.62
Open Interest876
Rho0.0011
Delta / Theta-32.812
SIGA Put 8.00
Exp: Jun 21, 2024
Last: 0.69
Chg.: 0%
SymbolSIGA|20240621|8.00P
Delta-0.6101
Imp Vol0.7082
Bid0
Gamma0.3431
Theoretical0.69
Ask0.65
Theta-0.0128
Intrinsic Value0.42
Volume1
Vega0.0061
Time Value0.27
Open Interest229
Rho-0.0019
Delta / Theta47.54
|
0.1 |
0% |
0.05 |
0.1 |
0 |
9.40 |
1.92 |
0% |
1.75 |
4.1 |
0 |
SIGA Call 9.40
Exp: Jun 21, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240621|9.40C
Delta0.1246
Imp Vol0.8212
Bid0.05
Gamma0.1576
Theoretical0.08
Ask0.1
Theta-0.0085
Intrinsic Value-1.82
Volume0
Vega0.0033
Time Value1.92
Open Interest595
Rho0.0004
Delta / Theta-14.6734
SIGA Put 9.40
Exp: Jun 21, 2024
Last: 1.92
Chg.: 0%
SymbolSIGA|20240621|9.40P
Delta-0.5368
Imp Vol2.713
Bid1.75
Gamma0.0924
Theoretical2.93
Ask4.1
Theta-0.0526
Intrinsic Value1.82
Volume0
Vega0.0063
Time Value0.1
Open Interest36
Rho-0.0025
Delta / Theta10.2056
|
0 |
0% |
0 |
0 |
0 |
10.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 10.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|10.00C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.21
Volume0
Vega0
Time Value1.21
Open Interest224
Rho0
Delta / Theta0
SIGA Put 10.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|10.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.21
Volume0
Vega0
Time Value-1.21
Open Interest0
Rho0
Delta / Theta0
|
0.1 |
0% |
0 |
0.15 |
0 |
11.90 |
0 |
0% |
4.2 |
6.5 |
0 |
SIGA Call 11.90
Exp: Jun 21, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240621|11.90C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.15
Theta0
Intrinsic Value-4.32
Volume0
Vega0
Time Value4.42
Open Interest608
Rho0
Delta / Theta0
SIGA Put 11.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|11.90P
Delta-0.6078
Imp Vol3.41
Bid4.2
Gamma0.0712
Theoretical5.35
Ask6.5
Theta-0.0638
Intrinsic Value4.32
Volume0
Vega0.0061
Time Value-4.32
Open Interest0
Rho-0.0034
Delta / Theta9.523
|