7.03 |
0% |
5.3 |
6.6 |
0 |
1.90 |
0 |
0% |
0 |
0.65 |
0 |
SIGA Call 1.90
Exp: Jun 21, 2024
Last: 7.03
Chg.: 0%
SymbolSIGA|20240621|1.90C
Delta0.9544
Imp Vol5.6841
Bid5.3
Gamma0.0094
Theoretical5.95
Ask6.6
Theta-0.0234
Intrinsic Value5.58
Volume0
Vega0.0017
Time Value1.45
Open Interest2
Rho0.0007
Delta / Theta-40.7258
SIGA Put 1.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|1.90P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.65
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
|
3.06 |
0% |
2.55 |
3.2 |
0 |
4.40 |
0.05 |
0% |
0 |
0.05 |
0 |
SIGA Call 4.40
Exp: Jun 21, 2024
Last: 3.06
Chg.: 0%
SymbolSIGA|20240621|4.40C
Delta0.9335
Imp Vol1.7158
Bid2.55
Gamma0.0419
Theoretical3.2
Ask3.2
Theta-0.01
Intrinsic Value3.08
Volume0
Vega0.0023
Time Value-0.02
Open Interest275
Rho0.0022
Delta / Theta-93.2695
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
|
0.65 |
0% |
0.7 |
0.8 |
20 |
6.90 |
0.1 |
0% |
0.1 |
0.2 |
0 |
SIGA Call 6.90
Exp: Jun 21, 2024
Last: 0.65
Chg.: 0%
SymbolSIGA|20240621|6.90C
Delta0.7593
Imp Vol0.547
Bid0.7
Gamma0.3172
Theoretical0.75
Ask0.8
Theta-0.008
Intrinsic Value0.58
Volume20
Vega0.0056
Time Value0.07
Open Interest1,763
Rho0.0028
Delta / Theta-94.9769
SIGA Put 6.90
Exp: Jun 21, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240621|6.90P
Delta-0.242
Imp Vol0.548
Bid0.1
Gamma0.3183
Theoretical0.15
Ask0.2
Theta-0.0071
Intrinsic Value-0.58
Volume0
Vega0.0056
Time Value0.68
Open Interest2,437
Rho-0.001
Delta / Theta34.3075
|
|
7.48 |
Price @ May 31, 2024 08:54PM GMT |
0.2 |
0% |
0.2 |
0.25 |
4 |
8.00 |
0.71 |
0% |
0.65 |
0.75 |
11 |
SIGA Call 8.00
Exp: Jun 21, 2024
Last: 0.2
Chg.: 0%
SymbolSIGA|20240621|8.00C
Delta0.3339
Imp Vol0.5413
Bid0.2
Gamma0.3747
Theoretical0.2
Ask0.25
Theta-0.0087
Intrinsic Value-0.52
Volume4
Vega0.0065
Time Value0.72
Open Interest843
Rho0.0013
Delta / Theta-38.1647
SIGA Put 8.00
Exp: Jun 21, 2024
Last: 0.71
Chg.: 0%
SymbolSIGA|20240621|8.00P
Delta-0.6639
Imp Vol0.5584
Bid0.65
Gamma0.4558
Theoretical0.71
Ask0.75
Theta-0.008
Intrinsic Value0.52
Volume11
Vega0.0065
Time Value0.19
Open Interest231
Rho-0.0025
Delta / Theta82.5331
|
0.15 |
50% |
0.1 |
0.15 |
2 |
9.40 |
1.92 |
0% |
1.85 |
2.25 |
0 |
SIGA Call 9.40
Exp: Jun 21, 2024
Last: 0.15
Chg.: 50%
SymbolSIGA|20240621|9.40C
Delta0.183
Imp Vol0.926
Bid0.1
Gamma0.1596
Theoretical0.15
Ask0.15
Theta-0.0107
Intrinsic Value-1.92
Volume2
Vega0.0048
Time Value2.07
Open Interest595
Rho0.0007
Delta / Theta-17.1584
SIGA Put 9.40
Exp: Jun 21, 2024
Last: 1.92
Chg.: 0%
SymbolSIGA|20240621|9.40P
Delta-0.82
Imp Vol0.9303
Bid1.85
Gamma0.1594
Theoretical2.05
Ask2.25
Theta-0.0096
Intrinsic Value1.92
Volume0
Vega0.0047
Time Value0
Open Interest36
Rho-0.0032
Delta / Theta85.5284
|
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 |
0.3 |
0 |
11.90 |
0 |
0% |
4.3 |
4.8 |
0 |
SIGA Call 11.90
Exp: Jun 21, 2024
Last: 0.1
Chg.: 0%
SymbolSIGA|20240621|11.90C
Delta0.1439
Imp Vol1.5412
Bid0.05
Gamma0.082
Theoretical0.18
Ask0.3
Theta-0.0151
Intrinsic Value-4.42
Volume0
Vega0.0041
Time Value4.52
Open Interest608
Rho0.0005
Delta / Theta-9.5543
SIGA Put 11.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|11.90P
Delta-0.87
Imp Vol1.4923
Bid4.3
Gamma0.0802
Theoretical4.55
Ask4.8
Theta-0.0124
Intrinsic Value4.42
Volume0
Vega0.0038
Time Value-4.42
Open Interest0
Rho-0.004
Delta / Theta70.0051
|