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SIGA Technologies Inc. Common Stock SIGA

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Market datapartial · fetched 2026-10-22T16:40:28.495Z

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 · 2026-10-22T16:39:22.888443318Z

FundamentalsAlpha Vantage · unavailable

Share price$3.14
1D-0.2%
$3.14$3.15$3.16$3.17$3.185:30 AM6:30 AM9:00 AM1:00 PMSIGA
Sold putSold call

SIGA Technologies Inc. Common Stock options

Live interpolated SIGA call and put midpoint premiums by absolute delta.SIGA Technologies Inc. Common Stock$0.54$1.07$1.61$2.14$2.67$-0.20$1.73$3.65$5.58$7.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIGA spot · $3.14SIGA PRICE$0.60$0.95$1.15$1.26$1.37$1.47$1.58$1.12$1.16$1.21$1.31$1.42$1.52$1.65$1.79$1.94$2.08$2.23$2.37$2.52
PutsExpensive4.40×
CallsExpensive5.67×
SkewBullish-115.35 pp
Implied moveBearish±$2.25
TiltBearish45.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.48509.2%56.9%
25Δ2.80428.2%47.6%
30Δ3.10367.9%39.8%
35Δ3.37340.2%34.5%
40Δ3.64312.5%29.1%
45Δ3.91284.8%23.8%
50Δ4.04248.3%47.8%4.16266.0%19.9%
55Δ6.22442.4%128.4%4.40251.7%16.8%
60Δ6.37491.9%139.5%4.65237.5%13.7%
65Δ5.42462.3%112.7%4.89223.2%10.6%
70Δ4.47432.6%85.9%5.11208.4%8.3%
75Δ3.52402.9%59.2%5.31193.0%6.5%
80Δ2.57373.3%32.4%5.51177.7%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.48
IV
509.2%
B/E move
56.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.80
IV
428.2%
B/E move
47.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
367.9%
B/E move
39.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
340.2%
B/E move
34.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
312.5%
B/E move
29.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.91
IV
284.8%
B/E move
23.8%

50Δ

Calls
Pseudo strike
4.04
IV
248.3%
B/E move
47.8%
Puts
Pseudo strike
4.16
IV
266.0%
B/E move
19.9%

55Δ

Calls
Pseudo strike
6.22
IV
442.4%
B/E move
128.4%
Puts
Pseudo strike
4.40
IV
251.7%
B/E move
16.8%

60Δ

Calls
Pseudo strike
6.37
IV
491.9%
B/E move
139.5%
Puts
Pseudo strike
4.65
IV
237.5%
B/E move
13.7%

65Δ

Calls
Pseudo strike
5.42
IV
462.3%
B/E move
112.7%
Puts
Pseudo strike
4.89
IV
223.2%
B/E move
10.6%

70Δ

Calls
Pseudo strike
4.47
IV
432.6%
B/E move
85.9%
Puts
Pseudo strike
5.11
IV
208.4%
B/E move
8.3%

75Δ

Calls
Pseudo strike
3.52
IV
402.9%
B/E move
59.2%
Puts
Pseudo strike
5.31
IV
193.0%
B/E move
6.5%

80Δ

Calls
Pseudo strike
2.57
IV
373.3%
B/E move
32.4%
Puts
Pseudo strike
5.51
IV
177.7%
B/E move
4.8%

Options history

No recorded observations