| 0 |
0% |
2.3 |
6.3 |
0 |
0.40 |
0.03 |
0% |
0 |
0.1 |
0 |
SIGA Call 0.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|0.40C
Delta0.9884
Imp Vol10.1953
Bid2.3
Gamma0.0037
Theoretical4.3
Ask6.3
Theta-0.0113
Intrinsic Value4.21
Volume0
Vega0.0002
Time Value-4.21
Open Interest3
Rho0.0001
Delta / Theta-87.0968
SIGA Put 0.40
Exp: May 15, 2026
Last: 0.03
Chg.: 0%
SymbolSIGA|20260515|0.40P
Delta-0.0101
Imp Vol9.3493
Bid0
Gamma0.0036
Theoretical0.05
Ask0.1
Theta-0.0092
Intrinsic Value-4.21
Volume0
Vega0.0002
Time Value4.24
Open Interest22
Rho0
Delta / Theta1.1012
|
| 0 |
0% |
1.3 |
5 |
0 |
1.40 |
0 |
0% |
0 |
0.25 |
0 |
SIGA Call 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40C
Delta0
Imp Vol0
Bid1.3
Gamma0
Theoretical0
Ask5
Theta0
Intrinsic Value3.21
Volume0
Vega0
Time Value-3.21
Open Interest6
Rho0
Delta / Theta0
SIGA Put 1.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|1.40P
Delta-0.0437
Imp Vol5.6661
Bid0
Gamma0.0203
Theoretical0.13
Ask0.25
Theta-0.0191
Intrinsic Value-3.21
Volume0
Vega0.0007
Time Value3.21
Open Interest0
Rho-0.0001
Delta / Theta2.2839
|
| 2.32 |
0% |
0.85 |
4.2 |
0 |
2.40 |
0.2 |
0% |
0 |
2.15 |
0 |
SIGA Call 2.40
Exp: May 15, 2026
Last: 2.32
Chg.: 0%
SymbolSIGA|20260515|2.40C
Delta0.8894
Imp Vol4.6009
Bid0.85
Gamma0.051
Theoretical2.53
Ask4.2
Theta-0.0319
Intrinsic Value2.21
Volume0
Vega0.0015
Time Value0.11
Open Interest1
Rho0.0005
Delta / Theta-27.895
SIGA Put 2.40
Exp: May 15, 2026
Last: 0.2
Chg.: 0%
SymbolSIGA|20260515|2.40P
Delta-0.111
Imp Vol9.4532
Bid0
Gamma0.0249
Theoretical1.08
Ask2.15
Theta-0.0652
Intrinsic Value-2.21
Volume0
Vega0.0015
Time Value2.41
Open Interest1
Rho-0.0004
Delta / Theta1.7014
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: May 04, 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 04, 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
|
|
4.61 |
Price @ May 04, 2026 19:28 GMT |
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: May 04, 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 04, 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
|
| 0.3 |
0% |
0 |
0.75 |
0 |
5.40 |
0 |
0% |
0 |
2.7 |
0 |
SIGA Call 5.40
Exp: May 15, 2026
Last: 0.3
Chg.: 0%
SymbolSIGA|20260515|5.40C
Delta0.3955
Imp Vol2.0043
Bid0
Gamma0.2391
Theoretical0.38
Ask0.75
Theta-0.0283
Intrinsic Value-0.79
Volume0
Vega0.0031
Time Value1.09
Open Interest296
Rho0.0004
Delta / Theta-13.95
SIGA Put 5.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|5.40P
Delta-0.5392
Imp Vol2.6712
Bid0
Gamma0.1851
Theoretical1.35
Ask2.7
Theta-0.0384
Intrinsic Value0.79
Volume0
Vega0.0032
Time Value-0.79
Open Interest0
Rho-0.001
Delta / Theta14.0344
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: May 04, 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 04, 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 |
2.15 |
0 |
6.40 |
0 |
0% |
0.5 |
4 |
0 |
SIGA Call 6.40
Exp: May 15, 2026
Last: 0.05
Chg.: 0%
SymbolSIGA|20260515|6.40C
Delta0.5226
Imp Vol4.9654
Bid0
Gamma0.0998
Theoretical1.08
Ask2.15
Theta-0.0724
Intrinsic Value-1.79
Volume0
Vega0.0032
Time Value1.84
Open Interest3
Rho0.0004
Delta / Theta-7.2193
SIGA Put 6.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|6.40P
Delta-0.6294
Imp Vol3.1044
Bid0.5
Gamma0.1516
Theoretical2.25
Ask4
Theta-0.0424
Intrinsic Value1.79
Volume0
Vega0.003
Time Value-1.79
Open Interest0
Rho-0.0013
Delta / Theta14.8369
|
| 0 |
0% |
0 |
1.75 |
0 |
7.40 |
0 |
0% |
1.55 |
4.9 |
0 |
SIGA Call 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40C
Delta0.4521
Imp Vol4.9226
Bid0
Gamma0.1001
Theoretical0.88
Ask1.75
Theta-0.0713
Intrinsic Value-2.79
Volume0
Vega0.0032
Time Value2.79
Open Interest0
Rho0.0004
Delta / Theta-6.3369
SIGA Put 7.40
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260515|7.40P
Delta-0.6711
Imp Vol3.5806
Bid1.55
Gamma0.1258
Theoretical3.22
Ask4.9
Theta-0.0468
Intrinsic Value2.79
Volume0
Vega0.0029
Time Value-2.79
Open Interest0
Rho-0.0015
Delta / Theta14.3393
|