0 |
0% |
5.8 |
6.8 |
0 |
1.90 |
0 |
0% |
0 |
0.05 |
0 |
SIGA Call 1.90
Exp: May 17, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240517|1.90C
Delta0
Imp Vol0
Bid5.8
Gamma0
Theoretical0
Ask6.8
Theta0
Intrinsic Value5.9
Volume0
Vega0
Time Value-5.9
Open Interest0
Rho0
Delta / Theta0
SIGA Put 1.90
Exp: May 17, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240517|1.90P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.05
Theta0
Intrinsic Value-5.9
Volume0
Vega0
Time Value5.9
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
2.50 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 2.50
Exp: May 17, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240517|2.50C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value6.29
Volume0
Vega0
Time Value-6.29
Open Interest0
Rho0
Delta / Theta0
SIGA Put 2.50
Exp: May 17, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240517|2.50P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-6.29
Volume0
Vega0
Time Value6.29
Open Interest0
Rho0
Delta / Theta0
|
3.26 |
0% |
3.1 |
5 |
0 |
4.40 |
0.3 |
0% |
0 |
0.05 |
0 |
SIGA Call 4.40
Exp: May 17, 2024
Last: 3.26
Chg.: 0%
SymbolSIGA|20240517|4.40C
Delta0.8665
Imp Vol11.0176
Bid3.1
Gamma0.0339
Theoretical4.05
Ask5
Theta-0.343
Intrinsic Value3.4
Volume0
Vega0.0012
Time Value-0.14
Open Interest75
Rho0.0001
Delta / Theta-2.5266
SIGA Put 4.40
Exp: May 17, 2024
Last: 0.3
Chg.: 0%
SymbolSIGA|20240517|4.40P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.05
Theta0
Intrinsic Value-3.4
Volume0
Vega0
Time Value3.7
Open Interest965
Rho0
Delta / Theta0
|
0.6 |
0% |
0.05 |
1.15 |
0 |
6.90 |
0.1 |
0% |
0 |
0.5 |
0 |
SIGA Call 6.90
Exp: May 17, 2024
Last: 0.6
Chg.: 0%
SymbolSIGA|20240517|6.90C
Delta0.7603
Imp Vol2.7408
Bid0.05
Gamma0.1963
Theoretical1.15
Ask1.15
Theta-0.1236
Intrinsic Value0.9
Volume0
Vega0.0018
Time Value-0.3
Open Interest415
Rho0.0003
Delta / Theta-6.1511
SIGA Put 6.90
Exp: May 17, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240517|6.90P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.5
Theta0
Intrinsic Value-0.9
Volume0
Vega0
Time Value1
Open Interest2,538
Rho0
Delta / Theta0
|
|
7.8 |
Price @ May 15, 2024 08:54PM GMT |
0.2 |
33.33% |
0.1 |
0.15 |
10 |
8.00 |
0.3 |
0% |
0.15 |
0.5 |
0 |
SIGA Call 8.00
Exp: May 17, 2024
Last: 0.2
Chg.: 33.33%
SymbolSIGA|20240517|8.00C
Delta0.3655
Imp Vol0.8968
Bid0.1
Gamma0.7263
Theoretical0.12
Ask0.15
Theta-0.0491
Intrinsic Value-0.2
Volume10
Vega0.0022
Time Value0.4
Open Interest387
Rho0.0001
Delta / Theta-7.4473
SIGA Put 8.00
Exp: May 17, 2024
Last: 0.3
Chg.: 0%
SymbolSIGA|20240517|8.00P
Delta-0.6333
Imp Vol0.9066
Bid0.15
Gamma0.7201
Theoretical0.33
Ask0.5
Theta-0.0486
Intrinsic Value0.2
Volume0
Vega0.0022
Time Value0.1
Open Interest5,498
Rho-0.0002
Delta / Theta13.0299
|
0.1 |
0% |
0 |
0.2 |
0 |
9.40 |
1.87 |
0% |
1.4 |
2.3 |
0 |
SIGA Call 9.40
Exp: May 17, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240517|9.40C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.2
Theta0
Intrinsic Value-1.6
Volume0
Vega0
Time Value1.7
Open Interest1,669
Rho0
Delta / Theta0
SIGA Put 9.40
Exp: May 17, 2024
Last: 1.87
Chg.: 0%
SymbolSIGA|20240517|9.40P
Delta-0.7463
Imp Vol3.2203
Bid1.4
Gamma0.1723
Theoretical1.85
Ask2.3
Theta-0.1479
Intrinsic Value1.6
Volume0
Vega0.0018
Time Value0.27
Open Interest46
Rho-0.0003
Delta / Theta5.0453
|
0 |
0% |
0 |
0 |
0 |
10.00 |
0 |
0% |
0 |
0 |
0 |
SIGA Call 10.00
Exp: May 17, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240517|10.00C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.21
Volume0
Vega0
Time Value1.21
Open Interest607
Rho0
Delta / Theta0
SIGA Put 10.00
Exp: May 17, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240517|10.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.21
Volume0
Vega0
Time Value-1.21
Open Interest1
Rho0
Delta / Theta0
|
0.03 |
0% |
0 |
0.05 |
0 |
11.90 |
3.1 |
0% |
3.5 |
5.3 |
0 |
SIGA Call 11.90
Exp: May 17, 2024
Last: 0.03
Chg.: 0%
SymbolSIGA|20240517|11.90C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.05
Theta0
Intrinsic Value-4.1
Volume0
Vega0
Time Value4.13
Open Interest824
Rho0
Delta / Theta0
SIGA Put 11.90
Exp: May 17, 2024
Last: 3.1
Chg.: 0%
SymbolSIGA|20240517|11.90P
Delta-0.7969
Imp Vol5.5146
Bid3.5
Gamma0.0888
Theoretical4.4
Ask5.3
Theta-0.2237
Intrinsic Value4.1
Volume0
Vega0.0016
Time Value-1
Open Interest0
Rho-0.0005
Delta / Theta3.5628
|