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SIGA Technologies Inc SIGA 3.16 0.02 0.64%

SIGA Delta Exposure (DEX)

SIGA (SIGA Technologies Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.676
Put Call Ratio (OI)
0.214
Put Call Ratio (Vol)
0.541
IV Rank
8.51
IV Percentile
20.5
Max Pain
3

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-13.2
13.2
View values by strike
SIGA · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
1.80 6.34 K 0
2.00 1.02 K 0
3.00 6.45 K -1.62 K
3.80 21.5 K -8.37 K
4.00 7.26 K -13 K
5.00 5.12 K -1.1 K
5.80 24.3 K -1.72 K
6.00 1.62 K 0
7.00 14.6 K 0
8.00 148 0
8.80 2.02 K -849
9.00 154 0
10.80 766 0
13.80 1.27 K 0