| 0 |
0% |
2.4 |
6.5 |
0 |
0.40 |
0 |
0% |
0 |
1.75 |
0 |
SIGA Call 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40C
Delta0.9879
Imp Vol6.9126
Bid2.4
Gamma0.0035
Theoretical4.45
Ask6.5
Theta-0.0052
Intrinsic Value4.36
Volume0
Vega0.0004
Time Value-4.36
Open Interest3
Rho0.0002
Delta / Theta-191.2959
SIGA Put 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask1.75
Theta0
Intrinsic Value-4.36
Volume0
Vega0
Time Value4.36
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
1.4 |
5.5 |
0 |
1.40 |
0 |
0% |
0 |
2 |
0 |
SIGA Call 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40C
Delta0.9651
Imp Vol3.2505
Bid1.4
Gamma0.018
Theoretical3.45
Ask5.5
Theta-0.006
Intrinsic Value3.36
Volume0
Vega0.001
Time Value-3.36
Open Interest6
Rho0.0009
Delta / Theta-160.3086
SIGA Put 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40P
Delta-0.0334
Imp Vol10.0597
Bid0
Gamma0.0056
Theoretical1
Ask2
Theta-0.0175
Intrinsic Value-3.36
Volume0
Vega0.001
Time Value3.36
Open Interest0
Rho-0.0007
Delta / Theta1.9068
|
| 0 |
0% |
1.35 |
3.4 |
0 |
2.40 |
0 |
0% |
0 |
2 |
0 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0.9867
Imp Vol1.2108
Bid1.35
Gamma0.0214
Theoretical2.37
Ask3.4
Theta-0.0012
Intrinsic Value2.36
Volume0
Vega0.0004
Time Value-2.36
Open Interest0
Rho0.0018
Delta / Theta-819.5332
SIGA Put 2.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.1105
Imp Vol5.6878
Bid0
Gamma0.0252
Theoretical1
Ask2
Theta-0.0251
Intrinsic Value-2.36
Volume0
Vega0.0025
Time Value2.36
Open Interest0
Rho-0.001
Delta / Theta4.3974
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Apr 18, 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 18, 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
|
|
4.76 |
Price @ Apr 17, 2026 20:48 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Apr 18, 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 18, 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 |
0% |
0 |
0.2 |
0 |
5.40 |
0 |
0% |
0 |
2.8 |
0 |
SIGA Call 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40C
Delta0.2422
Imp Vol0.5722
Bid0
Gamma0.4142
Theoretical0.1
Ask0.2
Theta-0.0043
Intrinsic Value-0.64
Volume0
Vega0.0041
Time Value0.64
Open Interest1
Rho0.0008
Delta / Theta-56.1442
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta-0.4882
Imp Vol1.9098
Bid0
Gamma0.1586
Theoretical1.4
Ask2.8
Theta-0.0176
Intrinsic Value0.64
Volume0
Vega0.0053
Time Value-0.64
Open Interest0
Rho-0.0024
Delta / Theta27.7167
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Apr 18, 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 18, 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 |
0.65 |
3 |
6.40 |
0 |
0% |
1.35 |
2.3 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0.05
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.1089
Imp Vol0.7893
Bid0
Gamma0.1794
Theoretical0.05
Ask0.65
Theta-0.0035
Intrinsic Value-1.64
Volume3
Vega0.0025
Time Value1.69
Open Interest0
Rho0.0004
Delta / Theta-30.973
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta-0.7582
Imp Vol1.2268
Bid1.35
Gamma0.3039
Theoretical1.82
Ask2.3
Theta-0.0086
Intrinsic Value1.64
Volume0
Vega0.0041
Time Value-1.64
Open Interest0
Rho-0.0031
Delta / Theta88.1003
|
| 0 |
0% |
0 |
0.1 |
0 |
7.40 |
0 |
0% |
2.1 |
4.8 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.0874
Imp Vol1.0534
Bid0
Gamma0.1144
Theoretical0.05
Ask0.1
Theta-0.004
Intrinsic Value-2.64
Volume0
Vega0.0021
Time Value2.64
Open Interest0
Rho0.0003
Delta / Theta-21.9741
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta-0.5614
Imp Vol2.8759
Bid2.1
Gamma0.1042
Theoretical3.45
Ask4.8
Theta-0.0262
Intrinsic Value2.64
Volume0
Vega0.0052
Time Value-2.64
Open Interest0
Rho-0.0037
Delta / Theta21.4255
|