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SIGA Technologies Inc SIGA 3.14 0.01 0.32%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
1.45
Put Call Ratio (OI)
0.0973
Put Call Ratio (Vol)
0.345
IV Rank
22.9
IV Percentile
69.1
Max pain
4

Gamma exposure (2026-11-11)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
9.0
218.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-13.3
13.3
View values by strike
SIGA · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0.98 0
1.80 101 0
2.00 1.32 0
3.00 658 -871
3.80 2.42 K -383
4.00 3.67 K -506
5.00 2.54 K -19.7
5.80 1.76 K -1.73e-8
6.00 233 0
7.00 1.67 K 0
8.00 2.6 0
8.80 1.52 K 1.62e-8
9.00 8.2 0
10.80 23.6 0
13.80 36.3 0