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SIGA Technologies Inc. Common Stock SIGA

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Market datapartial · fetched 2026-10-22T17:37:27.182Z

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 · 2026-10-22T17:35:28.583083652Z

FundamentalsAlpha Vantage · unavailable

Share price$3.14
1D-0.3%
$3.13$3.14$3.15$3.16$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$0.90$1.33$1.77$2.20$2.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESIGA PRICE$0.95$1.15$1.26$1.37$1.48$1.58$1.12$1.15$1.21$1.31$1.41$1.51$1.64$1.79$1.93$2.08$2.22$2.36$2.50
PutsExpensive4.40×
CallsExpensive6.06×
SkewBullish-143.22 pp
Implied move——
TiltBearish48.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.47509.9%56.9%
25Δ2.80429.0%47.6%
30Δ3.10368.1%39.8%
35Δ3.37340.4%34.5%
40Δ3.63312.8%29.1%
45Δ3.90285.1%23.8%
50Δ4.15265.9%19.9%
55Δ6.21442.6%128.3%4.39251.7%16.8%
60Δ6.38493.4%140.0%4.64237.4%13.7%
65Δ5.42463.8%113.1%4.88223.1%10.6%
70Δ4.47434.2%86.2%5.10208.2%8.2%
75Δ3.52404.7%59.4%5.29192.6%6.5%
80Δ2.57375.1%32.5%5.49177.0%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.47
IV
509.9%
B/E move
56.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.80
IV
429.0%
B/E move
47.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
368.1%
B/E move
39.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
340.4%
B/E move
34.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
312.8%
B/E move
29.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
285.1%
B/E move
23.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.15
IV
265.9%
B/E move
19.9%

55Δ

Calls
Pseudo strike
6.21
IV
442.6%
B/E move
128.3%
Puts
Pseudo strike
4.39
IV
251.7%
B/E move
16.8%

60Δ

Calls
Pseudo strike
6.38
IV
493.4%
B/E move
140.0%
Puts
Pseudo strike
4.64
IV
237.4%
B/E move
13.7%

65Δ

Calls
Pseudo strike
5.42
IV
463.8%
B/E move
113.1%
Puts
Pseudo strike
4.88
IV
223.1%
B/E move
10.6%

70Δ

Calls
Pseudo strike
4.47
IV
434.2%
B/E move
86.2%
Puts
Pseudo strike
5.10
IV
208.2%
B/E move
8.2%

75Δ

Calls
Pseudo strike
3.52
IV
404.7%
B/E move
59.4%
Puts
Pseudo strike
5.29
IV
192.6%
B/E move
6.5%

80Δ

Calls
Pseudo strike
2.57
IV
375.1%
B/E move
32.5%
Puts
Pseudo strike
5.49
IV
177.0%
B/E move
4.8%

Options history

No recorded observations