| 0 |
0% |
2.2 |
6.3 |
0 |
0.40 |
0.03 |
0% |
0 |
0.1 |
0 |
SIGA Call 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40C
Delta0.9899
Imp Vol7.2457
Bid2.2
Gamma0.0036
Theoretical4.25
Ask6.3
Theta-0.0055
Intrinsic Value4.195
Volume0
Vega0.0003
Time Value-4.195
Open Interest3
Rho0.0001
Delta / Theta-178.4944
SIGA Put 0.40
Exp: May 15, 2026
Last: 0.03
Chg.: 0%
SymbolSIGA|20260515|0.40P
Delta-0.0102
Imp Vol7.3002
Bid0
Gamma0.0036
Theoretical0.05
Ask0.1
Theta-0.0056
Intrinsic Value-4.195
Volume0
Vega0.0003
Time Value4.225
Open Interest2
Rho0
Delta / Theta1.8184
|
| 0 |
0% |
2.1 |
5 |
0 |
1.40 |
0 |
0% |
0 |
0.15 |
0 |
SIGA Call 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40C
Delta0.9394
Imp Vol6.3853
Bid2.1
Gamma0.0184
Theoretical3.55
Ask5
Theta-0.0218
Intrinsic Value3.195
Volume0
Vega0.0012
Time Value-3.195
Open Interest6
Rho0.0004
Delta / Theta-42.9972
SIGA Put 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40P
Delta-0.0341
Imp Vol3.8418
Bid0
Gamma0.0193
Theoretical0.07
Ask0.15
Theta-0.0082
Intrinsic Value-3.195
Volume0
Vega0.0008
Time Value3.195
Open Interest0
Rho-0.0001
Delta / Theta4.1461
|
| 2.32 |
0% |
0.15 |
4.3 |
2 |
2.40 |
0.2 |
0% |
0 |
0.3 |
0 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 2.32
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0.9239
Imp Vol2.5619
Bid0.15
Gamma0.0547
Theoretical2.32
Ask4.3
Theta-0.0106
Intrinsic Value2.195
Volume2
Vega0.0015
Time Value0.125
Open Interest0
Rho0.001
Delta / Theta-87.1328
SIGA Put 2.40
Exp: May 15, 2026
Last: 0.2
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.0864
Imp Vol2.7895
Bid0
Gamma0.0553
Theoretical0.15
Ask0.3
Theta-0.0124
Intrinsic Value-2.195
Volume0
Vega0.0016
Time Value2.395
Open Interest1
Rho-0.0002
Delta / Theta6.9565
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Apr 27, 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: Apr 27, 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
|
|
4.595 |
Price @ Apr 27, 2026 18:30 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Apr 27, 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: Apr 27, 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 |
0.1 |
20 |
5.40 |
0 |
0% |
0 |
3.1 |
0 |
SIGA Call 5.40
Exp: May 15, 2026
Last: 0.3
Chg.: 0%
SymbolSIGA|20260515|5.40C
Delta0.1535
Imp Vol0.652
Bid0
Gamma0.3554
Theoretical0.05
Ask0.1
Theta-0.0044
Intrinsic Value-0.805
Volume20
Vega0.0024
Time Value1.105
Open Interest276
Rho0.0003
Delta / Theta-34.5243
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta-0.4994
Imp Vol2.5465
Bid0
Gamma0.1535
Theoretical1.55
Ask3.1
Theta-0.0285
Intrinsic Value0.805
Volume0
Vega0.0041
Time Value-0.805
Open Interest0
Rho-0.0016
Delta / Theta17.5176
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Apr 27, 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: Apr 27, 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 |
2.15 |
0 |
6.40 |
0 |
0% |
1.55 |
2.3 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0.05
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.5229
Imp Vol3.9167
Bid0
Gamma0.0995
Theoretical1.08
Ask2.15
Theta-0.0444
Intrinsic Value-1.805
Volume0
Vega0.0041
Time Value1.855
Open Interest3
Rho0.0007
Delta / Theta-11.7759
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta-0.8097
Imp Vol1.4352
Bid1.55
Gamma0.2163
Theoretical1.93
Ask2.3
Theta-0.0106
Intrinsic Value1.805
Volume0
Vega0.0028
Time Value-1.805
Open Interest0
Rho-0.002
Delta / Theta76.0378
|
| 0 |
0% |
0 |
0.75 |
0 |
7.40 |
0 |
0% |
2.3 |
3.5 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.295
Imp Vol2.583
Bid0
Gamma0.1308
Theoretical0.38
Ask0.75
Theta-0.0254
Intrinsic Value-2.805
Volume0
Vega0.0035
Time Value2.805
Open Interest0
Rho0.0005
Delta / Theta-11.6193
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta-0.8572
Imp Vol1.7066
Bid2.3
Gamma0.1304
Theoretical2.9
Ask3.5
Theta-0.0105
Intrinsic Value2.805
Volume0
Vega0.0023
Time Value-2.805
Open Interest0
Rho-0.0023
Delta / Theta82.0012
|