| 0 |
0% |
2.25 |
6.4 |
0 |
0.40 |
0.03 |
0% |
0 |
2.15 |
0 |
SIGA Call 0.40
Exp: Jun 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260618|0.40C
Delta0.9906
Imp Vol5.8034
Bid2.25
Gamma0.0034
Theoretical4.33
Ask6.4
Theta-0.0035
Intrinsic Value4.28
Volume0
Vega0.0003
Time Value-4.28
Open Interest3
Rho0.0002
Delta / Theta-284.0826
SIGA Put 0.40
Exp: Jun 18, 2026
Last: 0.03
Chg.: 0%
SymbolSIGA|20260618|0.40P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask2.15
Theta0
Intrinsic Value-4.28
Volume0
Vega0
Time Value4.31
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
1.25 |
5.4 |
0 |
1.40 |
0 |
0% |
0 |
0.95 |
0 |
SIGA Call 1.40
Exp: Jun 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260618|1.40C
Delta0.9765
Imp Vol2.7598
Bid1.25
Gamma0.0158
Theoretical3.33
Ask5.4
Theta-0.0037
Intrinsic Value3.28
Volume0
Vega0.0007
Time Value-3.28
Open Interest2
Rho0.0009
Delta / Theta-261.7328
SIGA Put 1.40
Exp: Jun 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260618|1.40P
Delta-0.0596
Imp Vol6.0963
Bid0
Gamma0.0153
Theoretical0.47
Ask0.95
Theta-0.017
Intrinsic Value-3.28
Volume0
Vega0.0015
Time Value3.28
Open Interest0
Rho-0.0005
Delta / Theta3.513
|
| 2.15 |
0% |
0.25 |
3.8 |
0 |
2.40 |
0 |
0% |
0 |
0.95 |
0 |
SIGA Call 2.40
Exp: Jun 18, 2026
Last: 2.15
Chg.: 0%
SymbolSIGA|20260618|2.40C
Delta0
Imp Vol0
Bid0.25
Gamma0
Theoretical0
Ask3.8
Theta0
Intrinsic Value2.28
Volume0
Vega0
Time Value-0.13
Open Interest4
Rho0
Delta / Theta0
SIGA Put 2.40
Exp: Jun 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260618|2.40P
Delta-0.1212
Imp Vol3.6993
Bid0
Gamma0.0428
Theoretical0.48
Ask0.95
Theta-0.0175
Intrinsic Value-2.28
Volume0
Vega0.0026
Time Value2.28
Open Interest0
Rho-0.0007
Delta / Theta6.9357
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: May 23, 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: May 23, 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
|
|
4.68 |
Price @ May 22, 2026 20:48 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: May 23, 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: May 23, 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
|
| 0.13 |
30% |
0.05 |
0.15 |
20 |
5.40 |
0.91 |
0% |
0.05 |
1.55 |
0 |
SIGA Call 5.40
Exp: Jun 18, 2026
Last: 0.13
Chg.: 30%
SymbolSIGA|20260618|5.40C
Delta0.2624
Imp Vol0.7054
Bid0.05
Gamma0.363
Theoretical0.13
Ask0.15
Theta-0.0055
Intrinsic Value-0.72
Volume20
Vega0.0041
Time Value0.85
Open Interest336
Rho0.0008
Delta / Theta-47.4638
SIGA Put 5.40
Exp: Jun 18, 2026
Last: 0.91
Chg.: 0%
SymbolSIGA|20260618|5.40P
Delta-0.782
Imp Vol0.6091
Bid0.05
Gamma0.3846
Theoretical0.8
Ask1.55
Theta-0.0039
Intrinsic Value0.72
Volume0
Vega0.0037
Time Value0.19
Open Interest13
Rho-0.0023
Delta / Theta200.4504
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: May 23, 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: May 23, 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
|
| 0.08 |
0% |
0 |
0.2 |
0 |
6.40 |
0 |
0% |
0.45 |
3.2 |
0 |
SIGA Call 6.40
Exp: Jun 18, 2026
Last: 0.08
Chg.: 0%
SymbolSIGA|20260618|6.40C
Delta0.1639
Imp Vol1.0211
Bid0
Gamma0.1901
Theoretical0.1
Ask0.2
Theta-0.006
Intrinsic Value-1.72
Volume0
Vega0.0031
Time Value1.8
Open Interest144
Rho0.0005
Delta / Theta-27.2462
SIGA Put 6.40
Exp: Jun 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260618|6.40P
Delta-0.8222
Imp Vol1.0771
Bid0.45
Gamma0.1919
Theoretical1.83
Ask3.2
Theta-0.0062
Intrinsic Value1.72
Volume0
Vega0.0033
Time Value-1.72
Open Interest3
Rho-0.0029
Delta / Theta132.49
|
| 0 |
0% |
0 |
0.2 |
0 |
7.40 |
0 |
0% |
1.4 |
4 |
0 |
SIGA Call 7.40
Exp: Jun 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260618|7.40C
Delta0.1367
Imp Vol1.3146
Bid0
Gamma0.1309
Theoretical0.1
Ask0.2
Theta-0.0068
Intrinsic Value-2.72
Volume0
Vega0.0028
Time Value2.72
Open Interest129
Rho0.0004
Delta / Theta-19.9849
SIGA Put 7.40
Exp: Jun 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260618|7.40P
Delta0
Imp Vol0
Bid1.4
Gamma0
Theoretical0
Ask4
Theta0
Intrinsic Value2.72
Volume0
Vega0
Time Value-2.72
Open Interest0
Rho0
Delta / Theta0
|