| 0 |
0% |
1.3 |
4 |
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
Delta0.9936
Imp Vol10.0279
Bid1.3
Gamma0.0054
Theoretical2.76
Ask4
Theta-0.0074
Intrinsic Value2.615
Volume0
Vega0.0001
Time Value-2.615
Open Interest9
Rho0
Delta / Theta-133.4134
SIGA Put 0.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|0.40P
Delta-0.0114
Imp Vol11.9418
Bid0
Gamma0.0076
Theoretical0.025
Ask0.05
Theta-0.0147
Intrinsic Value-2.615
Volume0
Vega0.0001
Time Value2.615
Open Interest0
Rho0
Delta / Theta0.7755
|
| 0 |
0% |
0 |
3.8 |
0 |
1.40 |
0 |
0% |
0 |
0.05 |
0 |
SIGA Call 1.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|1.40C
Delta0.9169
Imp Vol8.046
Bid0
Gamma0.0577
Theoretical1.9
Ask3.8
Theta-0.0508
Intrinsic Value1.615
Volume0
Vega0.0005
Time Value-1.615
Open Interest3
Rho0.0001
Delta / Theta-18.0338
SIGA Put 1.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|1.40P
Delta-0.0326
Imp Vol4.8782
Bid0
Gamma0.0453
Theoretical0.025
Ask0.05
Theta-0.0146
Intrinsic Value-1.615
Volume0
Vega0.0002
Time Value1.615
Open Interest2
Rho0
Delta / Theta2.2257
|
| 0 |
0% |
0 |
1.2 |
0 |
2.40 |
0 |
0% |
0 |
2.15 |
0 |
SIGA Call 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40C
Delta0.9593
Imp Vol1.5663
Bid0
Gamma0.1691
Theoretical0.76
Ask1.2
Theta-0.0059
Intrinsic Value0.615
Volume0
Vega0.0003
Time Value-0.615
Open Interest9
Rho0.0002
Delta / Theta-163.5417
SIGA Put 2.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|2.40P
Delta-0.186
Imp Vol13.3268
Bid0
Gamma0.061
Theoretical1.075
Ask2.15
Theta-0.147
Intrinsic Value-0.615
Volume0
Vega0.0009
Time Value0.615
Open Interest0
Rho-0.0002
Delta / Theta1.2655
|
|
3.015 |
Price @ Sep 15, 2026 15:33 GMT |
| 0 |
0% |
0 |
0.15 |
0 |
3.40 |
0 |
0% |
0 |
0.75 |
0 |
SIGA Call 3.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|3.40C
Delta0.3041
Imp Vol1.2549
Bid0
Gamma0.8454
Theoretical0.075
Ask0.15
Theta-0.0182
Intrinsic Value-0.385
Volume0
Vega0.0012
Time Value0.385
Open Interest1
Rho0.0001
Delta / Theta-16.7241
SIGA Put 3.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|3.40P
Delta-0.6348
Imp Vol1.6808
Bid0
Gamma0.682
Theoretical0.375
Ask0.75
Theta-0.0258
Intrinsic Value0.385
Volume0
Vega0.0012
Time Value-0.385
Open Interest14
Rho-0.0002
Delta / Theta24.5626
|
| 0 |
0% |
0 |
0 |
0 |
4.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 4.00
Exp: Sep 15, 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: Sep 15, 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 |
0.1 |
0 |
4.40 |
0 |
0% |
0 |
3.5 |
0 |
SIGA Call 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40C
Delta0.1321
Imp Vol2.5511
Bid0
Gamma0.2542
Theoretical0.05
Ask0.1
Theta-0.0225
Intrinsic Value-1.385
Volume0
Vega0.0007
Time Value1.385
Open Interest59
Rho0
Delta / Theta-5.8635
SIGA Put 4.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|4.40P
Delta-0.5569
Imp Vol6.5601
Bid0
Gamma0.1826
Theoretical1.75
Ask3.5
Theta-0.1065
Intrinsic Value1.385
Volume0
Vega0.0013
Time Value-1.385
Open Interest108
Rho-0.0003
Delta / Theta5.2296
|
| 0 |
0% |
0 |
0 |
0 |
5.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 5.00
Exp: Sep 15, 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: Sep 15, 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
|
| 0.1 |
0.1% |
0 |
0.55 |
33 |
5.40 |
0 |
0% |
1.8 |
3 |
0 |
SIGA Call 5.40
Exp: Sep 18, 2026
Last: 0.1
Chg.: 0.1%
SymbolSIGA|20260918|5.40C
Delta0.2947
Imp Vol6.0195
Bid0
Gamma0.1737
Theoretical0.275
Ask0.55
Theta-0.0856
Intrinsic Value-2.385
Volume33
Vega0.0011
Time Value2.485
Open Interest139
Rho0.0001
Delta / Theta-3.4414
SIGA Put 5.40
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSIGA|20260918|5.40P
Delta-0.7906
Imp Vol4.8476
Bid1.8
Gamma0.1801
Theoretical2.4
Ask3
Theta-0.0571
Intrinsic Value2.385
Volume0
Vega0.0009
Time Value-2.385
Open Interest0
Rho-0.0004
Delta / Theta13.8416
|
| 0 |
0% |
0 |
0 |
0 |
6.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 6.00
Exp: Sep 15, 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: Sep 15, 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
|