7.03 |
0% |
3.6 |
6.1 |
0 |
1.90 |
0 |
0% |
0 |
0.75 |
0 |
SIGA Call 1.90
Exp: Jun 21, 2024
Last: 7.03
Chg.: 0%
SymbolSIGA|20240621|1.90C
Delta0.9513
Imp Vol5.7426
Bid3.6
Gamma0.0085
Theoretical6.1
Ask6.1
Theta-0.0215
Intrinsic Value5.56
Volume0
Vega0.0021
Time Value1.47
Open Interest2
Rho0.0008
Delta / Theta-44.1717
SIGA Put 1.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|1.90P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.75
Theta0
Intrinsic Value-5.56
Volume0
Vega0
Time Value5.56
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
2.50 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 2.50
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|2.50C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value6.29
Volume0
Vega0
Time Value-6.29
Open Interest1
Rho0
Delta / Theta0
SIGA Put 2.50
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|2.50P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-6.29
Volume0
Vega0
Time Value6.29
Open Interest0
Rho0
Delta / Theta0
|
3.2 |
0% |
1.6 |
5.2 |
0 |
4.40 |
0.05 |
0% |
0 |
0.05 |
0 |
SIGA Call 4.40
Exp: Jun 21, 2024
Last: 3.2
Chg.: 0%
SymbolSIGA|20240621|4.40C
Delta0.8853
Imp Vol2.1133
Bid1.6
Gamma0.0444
Theoretical3.4
Ask5.2
Theta-0.0156
Intrinsic Value3.06
Volume0
Vega0.004
Time Value0.14
Open Interest275
Rho0.0025
Delta / Theta-56.828
SIGA Put 4.40
Exp: Jun 21, 2024
Last: 0.05
Chg.: 0%
SymbolSIGA|20240621|4.40P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.05
Theta0
Intrinsic Value-3.06
Volume0
Vega0
Time Value3.11
Open Interest1,725
Rho0
Delta / Theta0
|
0.75 |
0% |
0.75 |
0.95 |
7 |
6.90 |
0.2 |
-50% |
0.05 |
0.25 |
25 |
SIGA Call 6.90
Exp: Jun 21, 2024
Last: 0.75
Chg.: 0%
SymbolSIGA|20240621|6.90C
Delta0.7498
Imp Vol0.4893
Bid0.75
Gamma0.3145
Theoretical0.75
Ask0.95
Theta-0.0064
Intrinsic Value0.56
Volume7
Vega0.0066
Time Value0.19
Open Interest1,765
Rho0.0037
Delta / Theta-116.3208
SIGA Put 6.90
Exp: Jun 21, 2024
Last: 0.2
Chg.: -50%
SymbolSIGA|20240621|6.90P
Delta-0.2691
Imp Vol0.5449
Bid0.05
Gamma0.294
Theoretical0.2
Ask0.25
Theta-0.0063
Intrinsic Value-0.56
Volume25
Vega0.0068
Time Value0.76
Open Interest2,410
Rho-0.0015
Delta / Theta42.3861
|
|
7.46 |
Price @ May 24, 2024 20:53 GMT |
0.3 |
0% |
0.25 |
0.3 |
16 |
8.00 |
0.8 |
-11.11% |
0.7 |
2.9 |
1 |
SIGA Call 8.00
Exp: Jun 21, 2024
Last: 0.3
Chg.: 0%
SymbolSIGA|20240621|8.00C
Delta0.3785
Imp Vol0.6044
Bid0.25
Gamma0.3046
Theoretical0.3
Ask0.3
Theta-0.0088
Intrinsic Value-0.54
Volume16
Vega0.0079
Time Value0.84
Open Interest837
Rho0.0019
Delta / Theta-42.7742
SIGA Put 8.00
Exp: Jun 21, 2024
Last: 0.8
Chg.: -11.11%
SymbolSIGA|20240621|8.00P
Delta-0.6302
Imp Vol0.5898
Bid0.7
Gamma0.3128
Theoretical0.8
Ask2.9
Theta-0.0076
Intrinsic Value0.54
Volume1
Vega0.0078
Time Value0.26
Open Interest230
Rho-0.0033
Delta / Theta83.2231
|
0.14 |
-30% |
0.1 |
0.15 |
8 |
9.40 |
1.92 |
0% |
0.9 |
3.3 |
0 |
SIGA Call 9.40
Exp: Jun 21, 2024
Last: 0.14
Chg.: -30%
SymbolSIGA|20240621|9.40C
Delta0.1758
Imp Vol0.7878
Bid0.1
Gamma0.1588
Theoretical0.14
Ask0.15
Theta-0.0077
Intrinsic Value-1.94
Volume8
Vega0.0053
Time Value2.08
Open Interest591
Rho0.0009
Delta / Theta-22.8708
SIGA Put 9.40
Exp: Jun 21, 2024
Last: 1.92
Chg.: 0%
SymbolSIGA|20240621|9.40P
Delta-0.7976
Imp Vol0.8759
Bid0.9
Gamma0.1582
Theoretical2.1
Ask3.3
Theta-0.0083
Intrinsic Value1.94
Volume0
Vega0.0058
Time Value-0.02
Open Interest36
Rho-0.0042
Delta / Theta96.3345
|
0 |
0% |
0 |
0 |
0 |
10.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 10.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|10.00C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.21
Volume0
Vega0
Time Value1.21
Open Interest224
Rho0
Delta / Theta0
SIGA Put 10.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|10.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.21
Volume0
Vega0
Time Value-1.21
Open Interest0
Rho0
Delta / Theta0
|
0.1 |
0% |
0.05 |
0.1 |
0 |
11.90 |
0 |
0% |
4.3 |
4.9 |
0 |
SIGA Call 11.90
Exp: Jun 21, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240621|11.90C
Delta0.0823
Imp Vol1.0853
Bid0.05
Gamma0.0677
Theoretical0.08
Ask0.1
Theta-0.0062
Intrinsic Value-4.44
Volume0
Vega0.0031
Time Value4.54
Open Interest608
Rho0.0004
Delta / Theta-13.3595
SIGA Put 11.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|11.90P
Delta-0.8508
Imp Vol1.3794
Bid4.3
Gamma0.0829
Theoretical4.6
Ask4.9
Theta-0.0108
Intrinsic Value4.44
Volume0
Vega0.0048
Time Value-4.44
Open Interest0
Rho-0.0053
Delta / Theta78.9691
|