7.03 |
0% |
5.7 |
6.1 |
0 |
1.90 |
0 |
0% |
0 |
0.05 |
0 |
SIGA Call 1.90
Exp: Jun 21, 2024
Last: 7.03
Chg.: 0%
SymbolSIGA|20240621|1.90C
Delta0.9797
Imp Vol2.9518
Bid5.7
Gamma0.0073
Theoretical5.9
Ask6.1
Theta-0.0054
Intrinsic Value5.865
Volume0
Vega0.0011
Time Value1.165
Open Interest2
Rho0.0015
Delta / Theta-180.3817
SIGA Put 1.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|1.90P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.05
Theta0
Intrinsic Value-5.865
Volume0
Vega0
Time Value5.865
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
|
3.6 |
0% |
3.1 |
3.6 |
0 |
4.40 |
0.05 |
0% |
0 |
0.05 |
0 |
SIGA Call 4.40
Exp: Jun 21, 2024
Last: 3.6
Chg.: 0%
SymbolSIGA|20240621|4.40C
Delta0.9886
Imp Vol0.8929
Bid3.1
Gamma0.0146
Theoretical3.35
Ask3.6
Theta-0.0016
Intrinsic Value3.365
Volume0
Vega0.0007
Time Value0.235
Open Interest275
Rho0.0038
Delta / Theta-618.6464
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-3.365
Volume0
Vega0
Time Value3.415
Open Interest1,725
Rho0
Delta / Theta0
|
0.8 |
-30.43% |
0.95 |
1.1 |
2 |
6.90 |
0.15 |
0% |
0.1 |
0.2 |
76 |
SIGA Call 6.90
Exp: Jun 21, 2024
Last: 0.8
Chg.: -30.43%
SymbolSIGA|20240621|6.90C
Delta0.7844
Imp Vol0.5621
Bid0.95
Gamma0.2278
Theoretical1.03
Ask1.1
Theta-0.0066
Intrinsic Value0.865
Volume2
Vega0.0067
Time Value-0.065
Open Interest1,763
Rho0.0044
Delta / Theta-118.2355
SIGA Put 6.90
Exp: Jun 21, 2024
Last: 0.15
Chg.: 0%
SymbolSIGA|20240621|6.90P
Delta-0.2051
Imp Vol0.528
Bid0.1
Gamma0.2361
Theoretical0.15
Ask0.2
Theta-0.0051
Intrinsic Value-0.865
Volume76
Vega0.0065
Time Value1.015
Open Interest2,405
Rho-0.0014
Delta / Theta40.034
|
|
7.765 |
Price @ May 20, 2024 17:27 GMT |
0.43 |
16.22% |
0.35 |
0.4 |
102 |
8.00 |
0.65 |
0% |
0.6 |
0.65 |
3 |
SIGA Call 8.00
Exp: Jun 21, 2024
Last: 0.43
Chg.: 16.22%
SymbolSIGA|20240621|8.00C
Delta0.4522
Imp Vol0.5255
Bid0.35
Gamma0.3298
Theoretical0.38
Ask0.4
Theta-0.0079
Intrinsic Value-0.235
Volume102
Vega0.0091
Time Value0.665
Open Interest494
Rho0.0027
Delta / Theta-57.211
SIGA Put 8.00
Exp: Jun 21, 2024
Last: 0.65
Chg.: 0%
SymbolSIGA|20240621|8.00P
Delta-0.5452
Imp Vol0.5585
Bid0.6
Gamma0.3131
Theoretical0.65
Ask0.65
Theta-0.0073
Intrinsic Value0.235
Volume3
Vega0.009
Time Value0.415
Open Interest222
Rho-0.0035
Delta / Theta74.6646
|
0.15 |
25% |
0.1 |
0.15 |
79 |
9.40 |
1.92 |
0% |
1.65 |
1.85 |
0 |
SIGA Call 9.40
Exp: Jun 21, 2024
Last: 0.15
Chg.: 25%
SymbolSIGA|20240621|9.40C
Delta0.1933
Imp Vol0.672
Bid0.1
Gamma0.1785
Theoretical0.15
Ask0.15
Theta-0.0068
Intrinsic Value-1.635
Volume79
Vega0.0063
Time Value1.785
Open Interest518
Rho0.0012
Delta / Theta-28.4915
SIGA Put 9.40
Exp: Jun 21, 2024
Last: 1.92
Chg.: 0%
SymbolSIGA|20240621|9.40P
Delta-0.8536
Imp Vol0.5905
Bid1.65
Gamma0.1753
Theoretical1.75
Ask1.85
Theta-0.004
Intrinsic Value1.635
Volume0
Vega0.0052
Time Value0.285
Open Interest36
Rho-0.0044
Delta / Theta211.193
|
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
|
0.08 |
-46.67% |
0.05 |
0.1 |
3 |
11.90 |
0 |
0% |
4 |
4.9 |
0 |
SIGA Call 11.90
Exp: Jun 21, 2024
Last: 0.08
Chg.: -46.67%
SymbolSIGA|20240621|11.90C
Delta0.0878
Imp Vol0.9651
Bid0.05
Gamma0.0722
Theoretical0.08
Ask0.1
Theta-0.0056
Intrinsic Value-4.135
Volume3
Vega0.0036
Time Value4.215
Open Interest604
Rho0.0005
Delta / Theta-15.718
SIGA Put 11.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|11.90P
Delta-0.7973
Imp Vol1.4104
Bid4
Gamma0.0888
Theoretical4.45
Ask4.9
Theta-0.0131
Intrinsic Value4.135
Volume0
Vega0.0064
Time Value-4.135
Open Interest0
Rho-0.0062
Delta / Theta60.8171
|