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SIGA Technologies Inc SIGA

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T23:59:11.301Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.043634838Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:59:09.526016+00:00

Share price$3.15
1D+0.2%
AH$3.13$3.14$3.15$3.16$3.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIGA
Sold putSold callAH

SIGA Technologies Inc options

Live interpolated SIGA call and put midpoint premiums by absolute delta.SIGA Technologies Inc$0.18$0.82$1.45$2.09$2.73$-0.09$1.56$3.22$4.88$6.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIGA spot · $3.15SIGA PRICE$0.25$0.36$0.47$0.59$0.70$0.81$0.93$1.04$0.72$0.48$0.81$1.13$1.45$1.12$1.16$1.22$1.32$1.42$1.52$1.66$1.80$1.95$2.10$2.25$2.40$2.55
PutsExpensive4.41×
CallsExpensive4.30×
SkewBullish-15.74 pp
Implied moveBearish±$2.58
TiltBearish39.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.17224.0%103.7%2.48511.2%56.9%
25Δ6.28263.4%110.9%2.81429.3%47.5%
30Δ6.40302.8%118.1%3.11369.9%39.8%
35Δ6.51342.2%125.3%3.38342.0%34.5%
40Δ6.62381.7%132.4%3.65314.0%29.1%
45Δ6.74421.1%139.6%3.92286.0%23.7%
50Δ6.85460.5%146.8%4.18267.9%20.0%
55Δ6.96499.9%154.0%4.42253.5%16.8%
60Δ4.98295.9%81.0%4.67239.2%13.7%
65Δ2.91106.7%7.9%4.92224.9%10.6%
70Δ2.66175.0%10.1%5.14210.1%8.3%
75Δ2.41243.2%12.3%5.34195.1%6.5%
80Δ2.16311.4%14.5%5.55180.1%4.7%

20Δ

Calls
Pseudo strike
6.17
IV
224.0%
B/E move
103.7%
Puts
Pseudo strike
2.48
IV
511.2%
B/E move
56.9%

25Δ

Calls
Pseudo strike
6.28
IV
263.4%
B/E move
110.9%
Puts
Pseudo strike
2.81
IV
429.3%
B/E move
47.5%

30Δ

Calls
Pseudo strike
6.40
IV
302.8%
B/E move
118.1%
Puts
Pseudo strike
3.11
IV
369.9%
B/E move
39.8%

35Δ

Calls
Pseudo strike
6.51
IV
342.2%
B/E move
125.3%
Puts
Pseudo strike
3.38
IV
342.0%
B/E move
34.5%

40Δ

Calls
Pseudo strike
6.62
IV
381.7%
B/E move
132.4%
Puts
Pseudo strike
3.65
IV
314.0%
B/E move
29.1%

45Δ

Calls
Pseudo strike
6.74
IV
421.1%
B/E move
139.6%
Puts
Pseudo strike
3.92
IV
286.0%
B/E move
23.7%

50Δ

Calls
Pseudo strike
6.85
IV
460.5%
B/E move
146.8%
Puts
Pseudo strike
4.18
IV
267.9%
B/E move
20.0%

55Δ

Calls
Pseudo strike
6.96
IV
499.9%
B/E move
154.0%
Puts
Pseudo strike
4.42
IV
253.5%
B/E move
16.8%

60Δ

Calls
Pseudo strike
4.98
IV
295.9%
B/E move
81.0%
Puts
Pseudo strike
4.67
IV
239.2%
B/E move
13.7%

65Δ

Calls
Pseudo strike
2.91
IV
106.7%
B/E move
7.9%
Puts
Pseudo strike
4.92
IV
224.9%
B/E move
10.6%

70Δ

Calls
Pseudo strike
2.66
IV
175.0%
B/E move
10.1%
Puts
Pseudo strike
5.14
IV
210.1%
B/E move
8.3%

75Δ

Calls
Pseudo strike
2.41
IV
243.2%
B/E move
12.3%
Puts
Pseudo strike
5.34
IV
195.1%
B/E move
6.5%

80Δ

Calls
Pseudo strike
2.16
IV
311.4%
B/E move
14.5%
Puts
Pseudo strike
5.55
IV
180.1%
B/E move
4.7%

Options history

No recorded observations