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SIGA Technologies Inc SIGA 3.16 0.02 0.64%

SIGA Gamma Exposure (GEX)

SIGA (SIGA Technologies Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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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

Gamma exposure (2026-09-21)

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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-13.2
13.2
View values by strike
SIGA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.80 98.9 0
2.00 3.66 0
3.00 294 -144
3.80 1.11 K -364
4.00 533 -523
5.00 368 -25
5.80 1.4 K -22.9
6.00 140 0
7.00 522 0
8.00 2.55 0
8.80 68.7 1.23e-9
9.00 5.03 0
10.80 23.2 0
13.80 35.7 0