| 0 |
0% |
0.5 |
4.7 |
0 |
0.40 |
0 |
0% |
0 |
0.05 |
0 |
SIGA Call 0.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|0.40C
Delta0.9937
Imp Vol3.9927
Bid0.5
Gamma0.0057
Theoretical2.65
Ask4.7
Theta-0.0012
Intrinsic Value2.64
Volume0
Vega0.0001
Time Value-2.64
Open Interest9
Rho0.0002
Delta / Theta-836.452
SIGA Put 0.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|0.40P
Delta-0.0119
Imp Vol4.8268
Bid0
Gamma0.0083
Theoretical0.03
Ask0.05
Theta-0.0024
Intrinsic Value-2.64
Volume0
Vega0.0002
Time Value2.64
Open Interest0
Rho0
Delta / Theta4.9083
|
| 1.6 |
0% |
0.3 |
2.95 |
0 |
1.40 |
0 |
0% |
0 |
0.1 |
0 |
SIGA Call 1.40
Exp: Sep 18, 2026
Last: 1.6
Chg.: 0%
SymbolSIGA|20260918|1.40C
Delta0.986
Imp Vol1.5148
Bid0.3
Gamma0.0303
Theoretical1.65
Ask2.95
Theta-0.001
Intrinsic Value1.64
Volume0
Vega0.0003
Time Value-0.04
Open Interest1
Rho0.0009
Delta / Theta-972.357
SIGA Put 1.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|1.40P
Delta-0.0524
Imp Vol2.2806
Bid0
Gamma0.0602
Theoretical0.05
Ask0.1
Theta-0.0039
Intrinsic Value-1.64
Volume0
Vega0.0008
Time Value1.64
Open Interest2
Rho-0.0001
Delta / Theta13.277
|
| 0 |
0% |
0.05 |
1 |
0 |
2.40 |
0 |
0% |
0 |
0.5 |
0 |
SIGA Call 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40C
Delta0.9727
Imp Vol0.5014
Bid0.05
Gamma0.1611
Theoretical0.65
Ask1
Theta-0.0007
Intrinsic Value0.64
Volume0
Vega0.0005
Time Value-0.64
Open Interest9
Rho0.0015
Delta / Theta-1,310.8693
SIGA Put 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40P
Delta-0.23
Imp Vol1.8565
Bid0
Gamma0.2099
Theoretical0.25
Ask0.5
Theta-0.0091
Intrinsic Value-0.64
Volume0
Vega0.0024
Time Value0.64
Open Interest0
Rho-0.0006
Delta / Theta25.3557
|
|
3.04 |
Price @ Aug 25, 2026 20:48 GMT |
| 0 |
0% |
0 |
2.2 |
0 |
3.40 |
0.55 |
0% |
0 |
0.75 |
0 |
SIGA Call 3.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|3.40C
Delta0.6594
Imp Vol4.0313
Bid0
Gamma0.1167
Theoretical1.1
Ask2.2
Theta-0.0241
Intrinsic Value-0.36
Volume0
Vega0.0029
Time Value0.36
Open Interest2
Rho0.0006
Delta / Theta-27.3685
SIGA Put 3.40
Exp: Sep 18, 2026
Last: 0.55
Chg.: 0%
SymbolSIGA|20260918|3.40P
Delta-0.8655
Imp Vol0.3821
Bid0
Gamma0.7472
Theoretical0.38
Ask0.75
Theta-0.0012
Intrinsic Value0.36
Volume0
Vega0.0017
Time Value0.19
Open Interest7
Rho-0.0012
Delta / Theta751.2622
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Aug 25, 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: Aug 25, 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
|
| 0 |
0% |
0 |
0.4 |
0 |
4.40 |
0 |
0% |
0.1 |
3.6 |
0 |
SIGA Call 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40C
Delta0.2852
Imp Vol1.7963
Bid0
Gamma0.2426
Theoretical0.2
Ask0.4
Theta-0.01
Intrinsic Value-1.36
Volume0
Vega0.0026
Time Value1.36
Open Interest59
Rho0.0004
Delta / Theta-28.5993
SIGA Put 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40P
Delta-0.5589
Imp Vol2.8198
Bid0.1
Gamma0.1798
Theoretical1.85
Ask3.6
Theta-0.0178
Intrinsic Value1.36
Volume0
Vega0.0031
Time Value-1.36
Open Interest108
Rho-0.0019
Delta / Theta31.4341
|
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Aug 25, 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: Aug 25, 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 |
0.55 |
0 |
5.40 |
0 |
0% |
1 |
4.6 |
0 |
SIGA Call 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40C
Delta0.2952
Imp Vol2.5713
Bid0
Gamma0.1722
Theoretical0.28
Ask0.55
Theta-0.0145
Intrinsic Value-2.36
Volume0
Vega0.0027
Time Value2.36
Open Interest139
Rho0.0004
Delta / Theta-20.3952
SIGA Put 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40P
Delta-0.6156
Imp Vol3.1864
Bid1
Gamma0.1542
Theoretical2.8
Ask4.6
Theta-0.0194
Intrinsic Value2.36
Volume0
Vega0.003
Time Value-2.36
Open Interest0
Rho-0.0024
Delta / Theta31.7241
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Aug 25, 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: Aug 25, 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
|