| 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
Delta0.9966
Imp Vol3.2693
Bid0.5
Gamma0.0037
Theoretical2.67
Ask4.7
Theta-0.0005
Intrinsic Value2.635
Volume0
Vega0.0001
Time Value-2.635
Open Interest9
Rho0.0003
Delta / Theta-1,815.2641
SIGA Put 0.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|0.40P
Delta-0.0118
Imp Vol4.4809
Bid0
Gamma0.0081
Theoretical0.03
Ask0.05
Theta-0.0021
Intrinsic Value-2.635
Volume0
Vega0.0003
Time Value2.635
Open Interest0
Rho0
Delta / Theta5.6564
|
| 0 |
0% |
0.15 |
3.8 |
0 |
1.40 |
0.06 |
0% |
0 |
0.05 |
2 |
SIGA Call 1.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|1.40C
Delta0.8964
Imp Vol4.0702
Bid0.15
Gamma0.0521
Theoretical1.98
Ask3.8
Theta-0.0112
Intrinsic Value1.635
Volume0
Vega0.0015
Time Value-1.635
Open Interest1
Rho0.0006
Delta / Theta-80.1215
SIGA Put 1.40
Exp: Sep 18, 2026
Last: 0.06
Chg.: 0%
SymbolSIGA|20260918|1.40P
Delta-0.0341
Imp Vol1.8039
Bid0
Gamma0.0494
Theoretical0.03
Ask0.05
Theta-0.0021
Intrinsic Value-1.635
Volume2
Vega0.0006
Time Value1.695
Open Interest0
Rho-0.0001
Delta / Theta16.5836
|
| 0.7 |
0% |
0.65 |
0.75 |
6 |
2.40 |
0 |
0% |
0 |
0.1 |
0 |
SIGA Call 2.40
Exp: Sep 18, 2026
Last: 0.7
Chg.: 0%
SymbolSIGA|20260918|2.40C
Delta0.9089
Imp Vol0.7239
Bid0.65
Gamma0.2666
Theoretical0.7
Ask0.75
Theta-0.002
Intrinsic Value0.635
Volume6
Vega0.0014
Time Value0.065
Open Interest4
Rho0.0016
Delta / Theta-453.0957
SIGA Put 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40P
Delta-0.124
Imp Vol0.8612
Bid0
Gamma0.2802
Theoretical0.05
Ask0.1
Theta-0.0026
Intrinsic Value-0.635
Volume0
Vega0.0017
Time Value0.635
Open Interest0
Rho-0.0003
Delta / Theta47.0912
|
|
3.035 |
Price @ Aug 21, 2026 07:59PM GMT |
| 0.11 |
0% |
0 |
0.25 |
2 |
3.40 |
0 |
0% |
0 |
0.75 |
0 |
SIGA Call 3.40
Exp: Sep 18, 2026
Last: 0.11
Chg.: 0%
SymbolSIGA|20260918|3.40C
Delta0.3416
Imp Vol0.7181
Bid0
Gamma0.6022
Theoretical0.13
Ask0.25
Theta-0.0041
Intrinsic Value-0.365
Volume2
Vega0.0031
Time Value0.475
Open Interest0
Rho0.0007
Delta / Theta-83.5733
SIGA Put 3.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|3.40P
Delta-0.778
Imp Vol0.4507
Bid0
Gamma0.7902
Theoretical0.38
Ask0.75
Theta-0.0018
Intrinsic Value0.365
Volume0
Vega0.0025
Time Value-0.365
Open Interest6
Rho-0.0015
Delta / Theta424.2116
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Aug 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: Aug 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
|
| 0 |
0% |
0 |
0.25 |
0 |
4.40 |
0 |
0% |
0.05 |
3.6 |
0 |
SIGA Call 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40C
Delta0.2228
Imp Vol1.3619
Bid0
Gamma0.258
Theoretical0.13
Ask0.25
Theta-0.0062
Intrinsic Value-1.365
Volume0
Vega0.0025
Time Value1.365
Open Interest59
Rho0.0004
Delta / Theta-35.8626
SIGA Put 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40P
Delta-0.5583
Imp Vol2.5809
Bid0.05
Gamma0.1805
Theoretical1.83
Ask3.6
Theta-0.0152
Intrinsic Value1.365
Volume0
Vega0.0033
Time Value-1.365
Open Interest108
Rho-0.0022
Delta / Theta36.8365
|
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Aug 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: Aug 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 |
0% |
0 |
0.55 |
0 |
5.40 |
0 |
0% |
1.8 |
3.1 |
0 |
SIGA Call 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40C
Delta0.2952
Imp Vol2.3544
Bid0
Gamma0.1727
Theoretical0.28
Ask0.55
Theta-0.0124
Intrinsic Value-2.365
Volume0
Vega0.0029
Time Value2.365
Open Interest139
Rho0.0005
Delta / Theta-23.8421
SIGA Put 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40P
Delta-0.815
Imp Vol1.7913
Bid1.8
Gamma0.177
Theoretical2.45
Ask3.1
Theta-0.0069
Intrinsic Value2.365
Volume0
Vega0.0023
Time Value-2.365
Open Interest0
Rho-0.0026
Delta / Theta118.0587
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Aug 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: Aug 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
|