Data through close

SIGA max pain, gamma exposure (GEX) & options open interest

As of close · rank #2620 by open interest · snapshot page

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SIGA's nearest-expiration max pain is 3.00 for 2026-10-16, net GEX is 198,433, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
3.38
prev 3.35
Gamma max
3.20
-5.3% from close
Delta neutral
2.23
-34.1% from close
Gamma neutral
3.38
0.0% from close
Open interest
4,681
+0.0% vs prev
Contracts listed
32
24 calls · 15 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
3.00
-11.2% from close
2026-10-16
GEX flip
–
Net GEX
198,433
4,239,111 per 100k OI
Call wall
4.00
+18.3% from close
Put wall
4.00
+18.3% from close
Put/call OI
0.22
845 puts / 3,836 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
18.1
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-50.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
82 contracts traded
Normalized net delta
0.224
option-holder convention
Modeled dealer delta
-0.222
opposite-side scenario
Vanna / 100k OI
2,286
volatility-sensitive delta
Charm / 100k OI
-309,507
time-decay-sensitive delta
IV surface range
66.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SIGA closed 5.3% above its gamma max of 3.20. It is 34.1% above the delta neutral price of 2.23. Total open interest is 4,681, +0.0% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← FLWS (#2619) AN (#2621) →

Questions people ask about SIGA

Where is SIGA's gamma max today?

As of Oct 2, 2026, the gamma max for SIGA is 3.20, -5.3% from the 3.38 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is SIGA above or below its delta neutral price?

SIGA closed above delta neutral: 3.38 against a delta neutral price of 2.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SIGA have?

4,681 contracts of open interest across 32 listed contracts on Oct 2, 2026, +0.0% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.