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SIGA Technologies Inc. Common Stock SIGA

i

Market dataready · fetched 2026-11-12T03:21:21.818Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:03:48.748355888Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:21:21.475219+00:00

Share price$3.17
1D+1.7%
AH$3.10$3.14$3.18$3.23$3.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIGA
Sold putSold callAH

SIGA Technologies Inc. Common Stock options

Live interpolated SIGA call and put midpoint premiums by absolute delta.SIGA Technologies Inc. Common Stock$0.32$0.44$0.56$0.68$0.79$2.57$2.90$3.23$3.56$3.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SIGA spot · $3.17SIGA PRICE$0.34$0.36$0.38$0.38$0.43$0.48$0.52$0.57$0.62$0.67$0.71$0.76
Puts——
Calls——
Skew——
Implied moveBearish±$0.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ3.06220.9%15.5%
45Δ3.16209.7%14.0%
50Δ3.51218.8%21.4%3.25198.5%12.5%
55Δ3.33197.7%16.2%3.35187.3%11.0%
60Δ3.14176.5%11.1%3.44176.1%9.5%
65Δ3.54164.8%8.0%
70Δ3.63153.6%6.5%
75Δ3.73142.4%5.0%
80Δ3.82131.2%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.06
IV
220.9%
B/E move
15.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.16
IV
209.7%
B/E move
14.0%

50Δ

Calls
Pseudo strike
3.51
IV
218.8%
B/E move
21.4%
Puts
Pseudo strike
3.25
IV
198.5%
B/E move
12.5%

55Δ

Calls
Pseudo strike
3.33
IV
197.7%
B/E move
16.2%
Puts
Pseudo strike
3.35
IV
187.3%
B/E move
11.0%

60Δ

Calls
Pseudo strike
3.14
IV
176.5%
B/E move
11.1%
Puts
Pseudo strike
3.44
IV
176.1%
B/E move
9.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
164.8%
B/E move
8.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
153.6%
B/E move
6.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.73
IV
142.4%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.82
IV
131.2%
B/E move
3.5%

Options history

IV · four-Friday blend272.49%
Daily EOD
SIGA272.2%272.5%272.8%2026-10-23: 272.49%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
272.49%