7.03 |
0% |
3.7 |
6.3 |
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
Delta0.9531
Imp Vol8.071
Bid3.7
Gamma0.0081
Theoretical6.3
Ask6.3
Theta-0.0427
Intrinsic Value5.78
Volume0
Vega0.0015
Time Value1.25
Open Interest2
Rho0.0004
Delta / Theta-22.3416
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-5.78
Volume0
Vega0
Time Value5.78
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% |
3.2 |
3.5 |
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
Delta0.9549
Imp Vol1.8916
Bid3.2
Gamma0.0334
Theoretical3.35
Ask3.5
Theta-0.0102
Intrinsic Value3.28
Volume0
Vega0.0014
Time Value-0.22
Open Interest275
Rho0.0015
Delta / Theta-93.3345
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-3.28
Volume0
Vega0
Time Value3.33
Open Interest1,725
Rho0
Delta / Theta0
|
0.9 |
0% |
0.8 |
0.9 |
2 |
6.90 |
0.09 |
0% |
0 |
1.1 |
20 |
SIGA Call 6.90
Exp: Jun 21, 2024
Last: 0.9
Chg.: 0%
SymbolSIGA|20240621|6.90C
Delta0.8171
Imp Vol0.6641
Bid0.8
Gamma0.2654
Theoretical0.9
Ask0.9
Theta-0.0102
Intrinsic Value0.78
Volume2
Vega0.004
Time Value0.12
Open Interest1,762
Rho0.0021
Delta / Theta-79.794
SIGA Put 6.90
Exp: Jun 21, 2024
Last: 0.09
Chg.: 0%
SymbolSIGA|20240621|6.90P
Delta-0.17
Imp Vol0.6226
Bid0
Gamma0.2704
Theoretical0.09
Ask1.1
Theta-0.0083
Intrinsic Value-0.78
Volume20
Vega0.0038
Time Value0.87
Open Interest2,439
Rho-0.0005
Delta / Theta20.5355
|
|
7.68 |
Price @ Jun 07, 2024 08:54PM GMT |
0.25 |
25% |
0.1 |
0.25 |
2 |
8.00 |
0.45 |
0% |
0 |
0.55 |
0 |
SIGA Call 8.00
Exp: Jun 21, 2024
Last: 0.25
Chg.: 25%
SymbolSIGA|20240621|8.00C
Delta0.3994
Imp Vol0.6261
Bid0.1
Gamma0.4101
Theoretical0.25
Ask0.25
Theta-0.0134
Intrinsic Value-0.32
Volume2
Vega0.0058
Time Value0.57
Open Interest1,070
Rho0.0011
Delta / Theta-29.8058
SIGA Put 8.00
Exp: Jun 21, 2024
Last: 0.45
Chg.: 0%
SymbolSIGA|20240621|8.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.55
Theta0
Intrinsic Value0.32
Volume0
Vega0
Time Value0.13
Open Interest229
Rho0
Delta / Theta0
|
0.07 |
-30% |
0.05 |
0.15 |
40 |
9.40 |
1.92 |
0% |
0 |
1.85 |
0 |
SIGA Call 9.40
Exp: Jun 21, 2024
Last: 0.07
Chg.: -30%
SymbolSIGA|20240621|9.40C
Delta0.1225
Imp Vol0.8218
Bid0.05
Gamma0.1642
Theoretical0.07
Ask0.15
Theta-0.0091
Intrinsic Value-1.72
Volume40
Vega0.0031
Time Value1.79
Open Interest598
Rho0.0003
Delta / Theta-13.4796
SIGA Put 9.40
Exp: Jun 21, 2024
Last: 1.92
Chg.: 0%
SymbolSIGA|20240621|9.40P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask1.85
Theta0
Intrinsic Value1.72
Volume0
Vega0
Time Value0.2
Open Interest36
Rho0
Delta / Theta0
|
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
|
0.05 |
0% |
0 |
0.25 |
40 |
11.90 |
0 |
0% |
2.6 |
4.6 |
0 |
SIGA Call 11.90
Exp: Jun 21, 2024
Last: 0.05
Chg.: 0%
SymbolSIGA|20240621|11.90C
Delta0.063
Imp Vol1.3395
Bid0
Gamma0.0614
Theoretical0.05
Ask0.25
Theta-0.009
Intrinsic Value-4.22
Volume40
Vega0.0019
Time Value4.27
Open Interest608
Rho0.0002
Delta / Theta-7.0234
SIGA Put 11.90
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolSIGA|20240621|11.90P
Delta-0.7642
Imp Vol2.3529
Bid2.6
Gamma0.0874
Theoretical4.6
Ask4.6
Theta-0.0378
Intrinsic Value4.22
Volume0
Vega0.0046
Time Value-4.22
Open Interest0
Rho-0.003
Delta / Theta20.2384
|