SIGA · Expected Move
SIGA Technologies Inc.
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).
SIGA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SIGA Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
30-Day ATM IV
82.5%
IV Rank
20%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.30 | $1.30 | 82.5% | 20% |
| 20261023 | $0.57 | $0.57 | 92.3% | 26% |
| 20261022 | $5.38 | $5.38 | 69.3% | 11% |
| 20261021 | $0.70 | $0.70 | 113.8% | 40% |
| 20261020 | $0.57 | $0.57 | 74.8% | 15% |
| 20261019 | $9.30 | $9.30 | 92.0% | 26% |
| 20261016 | $1.07 | $2.20 | — | — |
| 20261015 | $0.68 | $2.23 | 85.4% | 22% |
| 20261014 | $0.85 | $1.07 | 70.6% | 12% |
| 20261013 | $7.92 | $0.75 | 86.6% | 23% |
| 20261012 | $5.40 | $1.05 | — | — |
| 20261009 | $0.80 | $1.35 | 80.6% | 19% |
| 20261008 | $1.30 | $0.70 | 107.3% | 36% |
| 20261007 | $1.05 | $1.07 | 120.9% | 44% |
| 20261006 | $1.22 | $0.47 | 102.3% | 33% |
| 20261005 | $0.73 | $0.75 | 83.9% | 21% |
| 20261002 | $0.88 | $0.88 | 143.9% | 59% |
| 20261001 | $7.97 | $7.97 | 90.4% | 25% |
| 20260930 | $0.85 | $0.85 | 121.9% | 45% |
| 20260929 | $1.88 | $1.88 | — | — |
| 20260928 | $0.75 | $0.75 | — | — |
| 20260925 | $0.95 | $0.95 | 116.4% | 42% |
| 20260924 | $2.62 | $2.62 | 198.1% | 94% |
| 20260923 | $0.68 | $0.68 | — | — |
| 20260922 | $0.57 | $0.57 | 92.1% | 26% |
| 20260921 | $0.62 | $0.62 | 79.5% | 18% |
| 20260918 | $0.60 | $0.28 | 87.0% | 23% |
| 20260917 | $2.55 | $0.28 | — | — |
| 20260916 | $8.00 | $0.50 | 111.2% | 38% |
| 20260915 | $1.45 | $0.45 | — | — |
| 20260914 | $3.65 | $0.45 | — | — |
| 20260911 | $1.95 | $8.07 | 99.8% | 31% |
| 20260910 | $0.55 | $0.50 | 98.7% | 30% |
| 20260909 | $0.82 | $0.45 | — | — |
| 20260908 | $0.78 | $0.30 | — | — |
| 20260904 | $0.88 | $0.45 | 204.2% | 98% |
| 20260903 | $2.17 | $1.77 | — | — |
| 20260902 | $1.48 | $1.48 | — | — |
| 20260901 | $0.57 | $0.57 | 92.1% | 26% |
| 20260831 | $0.95 | $0.95 | — | — |
| 20260828 | $0.50 | $0.50 | 86.5% | 22% |
| 20260827 | $0.47 | $0.47 | 76.8% | 16% |
| 20260826 | $0.53 | $0.53 | 72.5% | 13% |
| 20260825 | $1.32 | $1.32 | — | — |
| 20260824 | $0.45 | $0.45 | 109.7% | 37% |
| 20260821 | $0.50 | $0.97 | 95.2% | 28% |
| 20260820 | $1.25 | $1.12 | — | — |
| 20260819 | $1.65 | $0.38 | — | — |
| 20260818 | $0.65 | $0.45 | 106.1% | 35% |
| 20260817 | $0.75 | $0.75 | 175.9% | 79% |
| 20260814 | $7.90 | $0.28 | 67.5% | 10% |
| 20260813 | $8.12 | $0.55 | 131.4% | 51% |
| 20260812 | $3.12 | $0.85 | 82.4% | 20% |
| 20260811 | $1.73 | $7.65 | 84.5% | 15% |
| 20260810 | $0.68 | $0.30 | 102.2% | 22% |
| 20260807 | — | — | 103.7% | 23% |
| 20260806 | $2.23 | $2.60 | — | — |
| 20260805 | $1.00 | $1.00 | 89.6% | 17% |
| 20260804 | $0.85 | $0.85 | 116.1% | 29% |
| 20260803 | $1.90 | $1.90 | 105.3% | 24% |
More on SIGA
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.