SIGA Technologies Inc SIGA 3.16 0.02 0.64%
SIGA Historical Options Analysis
Explore SIGA (SIGA Technologies Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SIGA / Comparative study
3 signals / 504 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.56
8.51
Mean
21.01
Window
+69.5%
ATM IV
z -0.43
0.68
Mean
0.98
Window
+15.3%
IV Percentile
z -1.13
20.47
Mean
55.13
Window
-51.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.92 | 0.72 |
| ATM IV | 0.92 | 1.00 | 0.66 |
| IV Percent... | 0.72 | 0.66 | 1.00 |
Source observations
Data inspector
1-50 of 504
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 3.16 | 8.51 | 0.68 | 20.47 |
| 2026-09-18 | 3.14 | 15.89 | 1.01 | 53.73 |
| 2026-09-17 | 3.05 | 20.97 | 1.24 | 65.88 |
| 2026-09-16 | 3.1 | 18.51 | 1.13 | 60.39 |
| 2026-09-15 | 2.98 | 24.92 | 1.41 | 75.29 |
| 2026-09-14 | 3.15 | 16.62 | 1.04 | 56.69 |
| 2026-09-11 | 3.03 | 19.52 | 1.17 | 63.14 |
| 2026-09-10 | 3.02 | 19.57 | 1.17 | 63.53 |
| 2026-09-09 | 3.08 | 23.32 | 1.34 | 72.94 |
| 2026-09-08 | 3.2 | 18.19 | 1.11 | 61.18 |
| 2026-09-07 | 3.29 | 11.94 | 0.83 | 38.98 |
| 2026-09-04 | 3.29 | 11.38 | 0.8 | 37.65 |
| 2026-09-03 | 3.23 | 13.2 | 0.89 | 42.35 |
| 2026-09-02 | 3.21 | 11.01 | 0.79 | 36.08 |
| 2026-09-01 | 3.24 | 12.82 | 0.87 | 41.73 |
| 2026-08-31 | 3.14 | 100 | 4.79 | 100 |
| 2026-08-28 | 3.06 | 98.99 | 4.46 | 99.61 |
| 2026-08-27 | 3.06 | 100 | 4.5 | 100 |
| 2026-08-26 | 3.07 | 100 | 4.27 | 100 |
| 2026-08-25 | 3.04 | 99.6 | 4.2 | 99.61 |
| 2026-08-24 | 2.94 | 100 | 4.21 | 100 |
| 2026-08-21 | 3.04 | 100 | 3.99 | 100 |
| 2026-08-20 | 2.97 | 100 | 3.98 | 100 |
| 2026-08-19 | 3.11 | 99.69 | 3.82 | 99.21 |
| 2026-08-18 | 2.99 | 99.93 | 3.83 | 99.61 |
| 2026-08-17 | 2.93 | 100 | 3.83 | 100 |
| 2026-08-14 | 3 | 96.5 | 3.55 | 99.21 |
| 2026-08-13 | 2.88 | 100 | 3.67 | 100 |
| 2026-08-12 | 2.87 | 99.21 | 3.53 | 99.61 |
| 2026-08-11 | 2.88 | 97.61 | 3.48 | 99.61 |
| 2026-08-10 | 2.93 | 97.58 | 3.48 | 99.6 |
| 2026-08-07 | 3.05 | 90.38 | 3.24 | 99.61 |
| 2026-08-06 | 3.12 | 87.45 | 3.15 | 99.61 |
| 2026-08-05 | 3.15 | 86.67 | 3.12 | 99.61 |
| 2026-08-04 | 3.24 | 82.45 | 2.99 | 99.61 |
| 2026-08-03 | 3.21 | 71.48 | 2.63 | 99.6 |
| 2026-07-31 | 3.27 | 25.93 | 1.14 | 70.87 |
| 2026-07-30 | 3.25 | 21.54 | 1 | 64.96 |
| 2026-07-29 | 3.34 | 29.44 | 1.25 | 76.38 |
| 2026-07-28 | 3.34 | 25.48 | 1.13 | 71.26 |
| 2026-07-27 | 3.1 | 17.19 | 0.85 | 50.99 |
| 2026-07-24 | 3.11 | 21.4 | 0.99 | 65.35 |
| 2026-07-23 | 3.15 | 53.77 | 2.05 | 99.61 |
| 2026-07-22 | 3.39 | 19.82 | 0.94 | 63.78 |
| 2026-07-21 | 3.58 | 20.9 | 0.98 | 65.35 |
| 2026-07-20 | 3.48 | 38.58 | 1.55 | 88.54 |
| 2026-07-17 | 3.44 | 31.57 | 1.32 | 81.89 |
| 2026-07-16 | 3.56 | 26.83 | 1.17 | 73.62 |
| 2026-07-15 | 3.56 | 38.6 | 1.55 | 88.98 |
| 2026-07-14 | 3.42 | 39.82 | 1.59 | 90.94 |