7.03 |
0% |
3.7 |
6.3 |
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
Delta0.9522
Imp Vol6.3854
Bid3.7
Gamma0.0073
Theoretical6.3
Ask6.3
Theta-0.0228
Intrinsic Value5.58
Volume0
Vega0.0021
Time Value1.45
Open Interest2
Rho0.0007
Delta / Theta-41.695
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-5.58
Volume0
Vega0
Time Value5.58
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 |
5.3 |
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
Delta0.8821
Imp Vol2.1155
Bid1.6
Gamma0.0435
Theoretical3.45
Ask5.3
Theta-0.0154
Intrinsic Value3.08
Volume0
Vega0.0042
Time Value0.12
Open Interest275
Rho0.0026
Delta / Theta-57.2441
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-3.08
Volume0
Vega0
Time Value3.13
Open Interest1,725
Rho0
Delta / Theta0
|
1.01 |
0% |
0.75 |
0.9 |
0 |
6.90 |
0.16 |
-23.81% |
0.15 |
0.4 |
3 |
SIGA Call 6.90
Exp: Jun 21, 2024
Last: 1.01
Chg.: 0%
SymbolSIGA|20240621|6.90C
Delta0.7305
Imp Vol0.5563
Bid0.75
Gamma0.2769
Theoretical0.83
Ask0.9
Theta-0.0073
Intrinsic Value0.58
Volume0
Vega0.0071
Time Value0.43
Open Interest1,765
Rho0.0038
Delta / Theta-100.5037
SIGA Put 6.90
Exp: Jun 21, 2024
Last: 0.16
Chg.: -23.81%
SymbolSIGA|20240621|6.90P
Delta-0.2461
Imp Vol0.4772
Bid0.15
Gamma0.3089
Theoretical0.16
Ask0.4
Theta-0.0051
Intrinsic Value-0.58
Volume3
Vega0.0068
Time Value0.74
Open Interest2,408
Rho-0.0015
Delta / Theta48.2133
|
|
7.48 |
Price @ May 22, 2024 20:54 GMT |
0.3 |
0% |
0.3 |
0.35 |
426 |
8.00 |
0.76 |
8.57% |
0.75 |
0.85 |
4 |
SIGA Call 8.00
Exp: Jun 21, 2024
Last: 0.3
Chg.: 0%
SymbolSIGA|20240621|8.00C
Delta0.3823
Imp Vol0.5733
Bid0.3
Gamma0.3103
Theoretical0.3
Ask0.35
Theta-0.0082
Intrinsic Value-0.52
Volume426
Vega0.0082
Time Value0.82
Open Interest576
Rho0.0021
Delta / Theta-46.6218
SIGA Put 8.00
Exp: Jun 21, 2024
Last: 0.76
Chg.: 8.57%
SymbolSIGA|20240621|8.00P
Delta-0.6343
Imp Vol0.5381
Bid0.75
Gamma0.3298
Theoretical0.76
Ask0.85
Theta-0.0066
Intrinsic Value0.52
Volume4
Vega0.008
Time Value0.24
Open Interest225
Rho-0.0035
Delta / Theta96.4264
|
0.1 |
0% |
0.1 |
0.15 |
17 |
9.40 |
1.92 |
0% |
1.85 |
2.05 |
0 |
SIGA Call 9.40
Exp: Jun 21, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240621|9.40C
Delta0.1455
Imp Vol0.6775
Bid0.1
Gamma0.1572
Theoretical0.1
Ask0.15
Theta-0.0057
Intrinsic Value-1.92
Volume17
Vega0.0049
Time Value2.02
Open Interest583
Rho0.0008
Delta / Theta-25.6125
SIGA Put 9.40
Exp: Jun 21, 2024
Last: 1.92
Chg.: 0%
SymbolSIGA|20240621|9.40P
Delta-0.9124
Imp Vol0.5769
Bid1.85
Gamma0.1342
Theoretical1.95
Ask2.05
Theta-0.0026
Intrinsic Value1.92
Volume0
Vega0.0033
Time Value0
Open Interest36
Rho-0.0033
Delta / Theta351.2067
|
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% |
4.2 |
4.6 |
0 |
SIGA Call 11.90
Exp: Jun 21, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240621|11.90C
Delta0.0825
Imp Vol1.0427
Bid0.05
Gamma0.068
Theoretical0.08
Ask0.1
Theta-0.0058
Intrinsic Value-4.42
Volume0
Vega0.0033
Time Value4.52
Open Interest608
Rho0.0004
Delta / Theta-14.3392
SIGA Put 11.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|11.90P
Delta-0.8394
Imp Vol1.3717
Bid4.2
Gamma0.0843
Theoretical4.6
Ask4.6
Theta-0.0109
Intrinsic Value4.42
Volume0
Vega0.0052
Time Value-4.42
Open Interest0
Rho-0.0057
Delta / Theta77.2113
|