| 0 |
0% |
2.3 |
6.3 |
0 |
0.40 |
0.1 |
0% |
0 |
0.1 |
22 |
SIGA Call 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40C
Delta0.9872
Imp Vol9.5547
Bid2.3
Gamma0.0037
Theoretical4.3
Ask6.3
Theta-0.0099
Intrinsic Value4.215
Volume0
Vega0.0003
Time Value-4.215
Open Interest3
Rho0.0001
Delta / Theta-99.9448
SIGA Put 0.40
Exp: May 15, 2026
Last: 0.1
Chg.: 0%
SymbolSIGA|20260515|0.40P
Delta-0.013
Imp Vol9.7338
Bid0
Gamma0.0037
Theoretical0.1
Ask0.1
Theta-0.0101
Intrinsic Value-4.215
Volume22
Vega0.0003
Time Value4.315
Open Interest22
Rho-0.0001
Delta / Theta1.2839
|
| 0 |
0% |
1.05 |
5 |
0 |
1.40 |
0 |
0% |
0 |
1.75 |
0 |
SIGA Call 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40C
Delta0
Imp Vol0
Bid1.05
Gamma0
Theoretical0
Ask5
Theta0
Intrinsic Value3.215
Volume0
Vega0
Time Value-3.215
Open Interest6
Rho0
Delta / Theta0
SIGA Put 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40P
Delta-0.0436
Imp Vol12.0717
Bid0
Gamma0.0082
Theoretical0.87
Ask1.75
Theta-0.0346
Intrinsic Value-3.215
Volume0
Vega0.0009
Time Value3.215
Open Interest0
Rho-0.0004
Delta / Theta1.2591
|
| 2.32 |
0% |
0.85 |
4.2 |
0 |
2.40 |
0.2 |
0% |
0 |
1.75 |
0 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 2.32
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0.8859
Imp Vol4.0607
Bid0.85
Gamma0.0509
Theoretical2.53
Ask4.2
Theta-0.0245
Intrinsic Value2.215
Volume0
Vega0.0018
Time Value0.105
Open Interest1
Rho0.0006
Delta / Theta-36.1
SIGA Put 2.40
Exp: May 15, 2026
Last: 0.2
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.1211
Imp Vol6.9899
Bid0
Gamma0.0309
Theoretical0.88
Ask1.75
Theta-0.0437
Intrinsic Value-2.215
Volume0
Vega0.0019
Time Value2.415
Open Interest1
Rho-0.0005
Delta / Theta2.7735
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Apr 30, 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 30, 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
|
|
4.615 |
Price @ Apr 30, 2026 16:59 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Apr 30, 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 30, 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 |
0 |
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
Delta0.1537
Imp Vol0.7122
Bid0
Gamma0.3564
Theoretical0.05
Ask0.1
Theta-0.0053
Intrinsic Value-0.785
Volume0
Vega0.0022
Time Value1.085
Open Interest296
Rho0.0003
Delta / Theta-28.9045
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta-0.4986
Imp Vol2.7926
Bid0
Gamma0.1532
Theoretical1.55
Ask3.1
Theta-0.0343
Intrinsic Value0.785
Volume0
Vega0.0037
Time Value-0.785
Open Interest0
Rho-0.0013
Delta / Theta14.5196
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Apr 30, 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 30, 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 |
1.75 |
0 |
6.40 |
0 |
0% |
0.2 |
4.1 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0.05
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.4795
Imp Vol3.7484
Bid0
Gamma0.1139
Theoretical0.87
Ask1.75
Theta-0.0466
Intrinsic Value-1.785
Volume0
Vega0.0037
Time Value1.835
Open Interest3
Rho0.0005
Delta / Theta-10.2898
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta-0.6776
Imp Vol2.3265
Bid0.2
Gamma0.1655
Theoretical2.15
Ask4.1
Theta-0.0255
Intrinsic Value1.785
Volume0
Vega0.0033
Time Value-1.785
Open Interest0
Rho-0.0017
Delta / Theta26.5199
|
| 0 |
0% |
0 |
1.75 |
0 |
7.40 |
0 |
0% |
0.75 |
4.9 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.4525
Imp Vol4.2447
Bid0
Gamma0.1
Theoretical0.88
Ask1.75
Theta-0.0524
Intrinsic Value-2.785
Volume0
Vega0.0037
Time Value2.785
Open Interest0
Rho0.0005
Delta / Theta-8.6291
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta-0.9331
Imp Vol1.437
Bid0.75
Gamma0.0982
Theoretical2.83
Ask4.9
Theta-0.0054
Intrinsic Value2.785
Volume0
Vega0.0012
Time Value-2.785
Open Interest0
Rho-0.0016
Delta / Theta173.4388
|