SIGA Technologies Inc. (SIGA)
SIGA Daily Delta Exposure
SIGA's current Delta Exposure (DEX) is 17.42K shares, which is 111% larger than the 3M average of 8.26K shares. During this period, DEX ranged from 4.63K on May 22, 2025 to 19.43K on Aug 11, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.05 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 18, 2025 | 18,375.42 | -957.68 | 17,417.74 | 0.05 |
| Aug 15, 2025 | 16,793.94 | -1,034.18 | 15,759.76 | 0.06 |
| Aug 14, 2025 | 17,028.49 | -969.88 | 16,058.61 | 0.06 |
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