ThetaOwl

Expected Move — SIGA

Data as of market close Apr 7, 2026

SIGA Expected Move Data

Nearest Expiry
2026-04-17
Expected Move
±11.4%
Expected Range
$4.02–$5.05
Days to Expiry
10
ATM Strike
$4.40
Spot Price
$4.53

Expected Move by Expiration (spot: $4.53)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1710$4.40±$0.52±11.4%$4.02$5.05
2026-05-1538$4.40±$0.53±11.6%$4.01$5.06
2026-06-1872$4.40±$1.18±25.9%$3.36$5.71
2026-09-18164$4.40±$0.80±17.7%$3.73$5.33
SIGA expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-17104.40.5211.374.025.05
2026-05-15384.40.5311.594.015.06
2026-06-18724.41.1825.943.365.71
2026-09-181644.40.817.663.735.33

Check the expected price move for SIGA by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.