SIGA · Siga Technologies Inc

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$3.13 -0.03 (-0.79%) Earnings today

Market Cap

$225.93M

71.85M

Options Chain

15-min delayed Underlying $3.13 · today Options Calculator

Positioning

Aug 21, 2026 · 15 days to expiry · 16 contracts

Put / call OI

2.45

Put-heavy positioning

Open interest

677

contracts outstanding

Volume

traded today

Max pain

$4.00

$0.88 above spot

ATM implied vol

105.5%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 15d Sep 18 43d Dec 18 134d Jan 15 162d Mar 19 225d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	430.4%	0.96	—		—	—	—	—	0
Call · $1 In the money Last — Breakeven — Implied vol 430.4% Delta 0.96 ≈96% ITM Gamma 0.031 Theta -0.007 Vega 0.001 Open interest 0 Model this call Put · $1 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	3	172.5%	0.937	$1.61		$0.05	—	—	1	0
Call · $2 In the money Last $1.61 Breakeven $3.61 Implied vol 172.5% Delta 0.937 ≈94% ITM Gamma 0.122 Theta -0.004 Vega 0.001 Open interest 3 Model this call Put · $2 Last $0.05 Breakeven $1.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	129.6%	0.638	$0.85		$0.13	-0.328	81.5%	4	310
Call · $3 In the money Last $0.85 Breakeven $3.85 Implied vol 129.6% Delta 0.638 ≈64% ITM Gamma 0.452 Theta -0.01 Vega 0.002 Open interest 1 Model this call Put · $3 Last $0.13 Breakeven $2.87 Implied vol 81.5% Delta -0.328 ≈33% ITM Gamma 0.694 Theta -0.007 Vega 0.002 Open interest 310 Model this put
Underlying $3.13
177	16	165.2%	0.301	$0.11		$0.65	-0.953	62.8%	1	171
Call · $4 Last $0.11 Breakeven $4.11 Implied vol 165.2% Delta 0.301 ≈30% ITM Gamma 0.327 Theta -0.012 Vega 0.002 Open interest 177 Model this call Put · $4 In the money Last $0.65 Breakeven $3.35 Implied vol 62.8% Delta -0.953 ≈95% ITM Gamma 0.209 Theta -0.002 Vega 0.001 Open interest 171 Model this put
13	5	198%	0.172	$0.07		—	-0.713	263.6%	—	0
Call · $5 Last $0.07 Breakeven $5.07 Implied vol 198% Delta 0.172 ≈17% ITM Gamma 0.201 Theta -0.011 Vega 0.001 Open interest 13 Model this call Put · $5 In the money Last — Breakeven — Implied vol 263.6% Delta -0.713 ≈71% ITM Gamma 0.197 Theta -0.02 Vega 0.002 Open interest 0 Model this put
2	1	435.6%	0.385	$0.07		—	-0.888	215.7%	—	0
Call · $6 Last $0.07 Breakeven $6.07 Implied vol 435.6% Delta 0.385 ≈38% ITM Gamma 0.135 Theta -0.036 Vega 0.003 Open interest 2 Model this call Put · $6 In the money Last — Breakeven — Implied vol 215.7% Delta -0.888 ≈89% ITM Gamma 0.13 Theta -0.009 Vega 0.001 Open interest 0 Model this put
0	—	312.7%	0.176	—		—	-0.897	251.8%	—	0
Call · $7 Last — Breakeven — Implied vol 312.7% Delta 0.176 ≈18% ITM Gamma 0.127 Theta -0.017 Vega 0.002 Open interest 0 Model this call Put · $7 In the money Last — Breakeven — Implied vol 251.8% Delta -0.897 ≈90% ITM Gamma 0.104 Theta -0.01 Vega 0.001 Open interest 0 Model this put
0	—	—	—	—		—	-0.903	281.1%	—	0
Call · $8 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $8 In the money Last — Breakeven — Implied vol 281.1% Delta -0.903 ≈90% ITM Gamma 0.088 Theta -0.011 Vega 0.001 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1010086 CUSIP 826917106 13F (30d) 36 filings 36 filers Visit website Investor relations