SIGA (SIGA Technologies Inc.)

Expected Move & Straddle Price History

The expected move for SIGA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current SIGA Expected Move
30-Day Straddle
$0.55
7-Day Straddle
$0.50
Avg IV
0.6%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to SIGA's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
SIGA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260910 $0.55 $0.50 0.6% 7%
20260909 $0.82 $0.45 2.1% 59%
20260908 $0.78 $0.30 1.9% 49%
20260904 $0.88 $0.45 2.0% 54%
20260903 $2.17 $1.77 1.9% 51%
20260902 $1.48 $1.48 2.7% 77%
20260901 $0.57 $0.57 2.9% 84%
20260831 $0.95 $0.95 2.6% 76%
20260828 $0.50 $0.50 2.7% 77%
20260827 $0.47 $0.47 2.5% 63%
20260826 $0.53 $0.53 2.4% 60%
20260825 $1.32 $1.32 2.7% 68%
20260824 $0.45 $0.45 2.7% 70%
20260821 $0.50 $0.97 2.3% 56%
20260820 $1.25 $1.12 2.7% 69%
20260819 $1.65 $0.38 2.2% 54%
20260818 $0.65 $0.45 2.2% 55%
20260817 $0.75 $0.75 2.7% 70%
20260814 $7.90 $0.28 2.2% 53%
20260813 $8.12 $0.55 2.5% 61%
20260812 $3.12 $0.85 2.7% 68%
20260811 $1.73 $7.65 2.4% 61%
20260810 $0.68 $0.30 2.6% 66%
20260806 $2.23 $2.60 1.1% 20%
20260805 $1.00 $1.00 3.3% 87%
20260804 $0.85 $0.85 3.3% 87%
20260803 $1.90 $1.90 2.7% 68%
20260731 $1.40 $1.40 2.0% 47%
20260730 $0.60 $0.60 2.1% 50%
20260729 $1.43 $1.43 2.2% 54%
20260728 $0.50 $0.50 1.9% 44%
20260727 $0.80 $0.80 2.3% 57%
20260724 $0.57 $0.57 1.4% 30%
20260723 $1.98 $1.98 2.1% 51%
20260722 $1.98 $1.98 2.3% 55%
20260721 $0.95 $0.95 1.6% 34%
20260720 $1.07 $1.07 1.6% 35%
20260716 $0.82 $1.30 1.2% 22%
20260715 $0.77 $0.95 1.8% 42%
20260714 $0.70 $1.35 1.9% 45%
20260713 $2.00 $2.05 1.6% 35%
20260710 $1.50 $0.95 1.7% 39%
20260709 $1.72 $1.95 1.4% 31%
20260708 $2.62 $1.45 1.5% 33%
20260707 $1.50 $0.60 1.4% 30%
20260706 $2.90 $0.47 1.3% 28%
20260702 $0.72 $0.72 2.1% 51%
20260701 $0.85 $0.85 2.2% 53%
20260630 $2.20 $2.20 1.8% 41%
20260629 $0.95 $0.95 2.5% 63%
20260626 $0.72 $0.72 1.8% 42%
20260625 $0.62 $0.62 2.6% 66%
20260624 $0.78 $0.78 1.6% 36%
20260623 $1.70 $1.70 2.0% 49%
20260622 $0.90 $0.90 1.8% 40%
20260618 $0.90 $0.50 1.1% 20%
20260617 $0.62 $0.60 1.2% 23%
20260616 $1.00 $2.25 0.8% 11%
20260615 $0.95 $0.75 1.4% 30%
20260613 $0.73 $0.72 1.2% 22%