| 0 |
0% |
2.25 |
6.4 |
0 |
0.40 |
0.1 |
0% |
0 |
0.1 |
2 |
SIGA Call 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40C
Delta0.9865
Imp Vol8.8393
Bid2.25
Gamma0.0033
Theoretical4.32
Ask6.4
Theta-0.0073
Intrinsic Value4.17
Volume0
Vega0.0004
Time Value-4.17
Open Interest3
Rho0.0001
Delta / Theta-134.3241
SIGA Put 0.40
Exp: May 15, 2026
Last: 0.1
Chg.: 0%
SymbolSIGA|20260515|0.40P
Delta-0.0131
Imp Vol7.532
Bid0
Gamma0.0037
Theoretical0.1
Ask0.1
Theta-0.0061
Intrinsic Value-4.17
Volume2
Vega0.0004
Time Value4.27
Open Interest0
Rho-0.0001
Delta / Theta2.1628
|
| 0 |
0% |
1.7 |
5.4 |
0 |
1.40 |
0 |
0% |
0 |
0.2 |
0 |
SIGA Call 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40C
Delta0.9384
Imp Vol5.6138
Bid1.7
Gamma0.0181
Theoretical3.55
Ask5.4
Theta-0.0164
Intrinsic Value3.17
Volume0
Vega0.0015
Time Value-3.17
Open Interest6
Rho0.0005
Delta / Theta-57.2171
SIGA Put 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40P
Delta-0.04
Imp Vol3.5068
Bid0
Gamma0.0206
Theoretical0.1
Ask0.2
Theta-0.0072
Intrinsic Value-3.17
Volume0
Vega0.001
Time Value3.17
Open Interest0
Rho-0.0002
Delta / Theta5.5528
|
| 0 |
0% |
1.8 |
2.7 |
0 |
2.40 |
0.2 |
0% |
0 |
0.3 |
1 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0.939
Imp Vol1.9052
Bid1.8
Gamma0.053
Theoretical2.25
Ask2.7
Theta-0.0057
Intrinsic Value2.17
Volume0
Vega0.0014
Time Value-2.17
Open Interest0
Rho0.0014
Delta / Theta-164.5568
SIGA Put 2.40
Exp: May 15, 2026
Last: 0.2
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.0987
Imp Vol2.6055
Bid0
Gamma0.0558
Theoretical0.2
Ask0.3
Theta-0.0108
Intrinsic Value-2.17
Volume1
Vega0.0021
Time Value2.37
Open Interest0
Rho-0.0004
Delta / Theta9.1608
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Apr 21, 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 21, 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
|
|
4.57 |
Price @ Apr 20, 2026 20:48 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Apr 21, 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 21, 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
|
| 0.05 |
0% |
0.05 |
0.35 |
109 |
5.40 |
0 |
0% |
0.4 |
1.15 |
0 |
SIGA Call 5.40
Exp: May 15, 2026
Last: 0.05
Chg.: 0%
SymbolSIGA|20260515|5.40C
Delta0.1512
Imp Vol0.5682
Bid0.05
Gamma0.3449
Theoretical0.05
Ask0.35
Theta-0.0032
Intrinsic Value-0.83
Volume109
Vega0.0028
Time Value0.88
Open Interest1
Rho0.0004
Delta / Theta-46.5302
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta0
Imp Vol0
Bid0.4
Gamma0
Theoretical0
Ask1.15
Theta0
Intrinsic Value0.83
Volume0
Vega0
Time Value-0.83
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Apr 21, 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 21, 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 |
0.05 |
0 |
6.40 |
0 |
0% |
1.35 |
3.2 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0.05
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.0653
Imp Vol0.7909
Bid0
Gamma0.1345
Theoretical0.03
Ask0.05
Theta-0.0024
Intrinsic Value-1.83
Volume0
Vega0.0015
Time Value1.88
Open Interest3
Rho0.0002
Delta / Theta-26.8218
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta-0.6408
Imp Vol2.0431
Bid1.35
Gamma0.1534
Theoretical2.28
Ask3.2
Theta-0.0179
Intrinsic Value1.83
Volume0
Vega0.0045
Time Value-1.83
Open Interest0
Rho-0.0028
Delta / Theta35.8921
|
| 0 |
0% |
0 |
1.95 |
0 |
7.40 |
0 |
0% |
1.1 |
4.9 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.4771
Imp Vol3.5291
Bid0
Gamma0.0944
Theoretical0.98
Ask1.95
Theta-0.0337
Intrinsic Value-2.83
Volume0
Vega0.0048
Time Value2.83
Open Interest0
Rho0.0008
Delta / Theta-14.1403
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta-0.8047
Imp Vol1.7053
Bid1.1
Gamma0.1363
Theoretical3
Ask4.9
Theta-0.0108
Intrinsic Value2.83
Volume0
Vega0.0033
Time Value-2.83
Open Interest0
Rho-0.0032
Delta / Theta74.6679
|