SIGA Technologies Inc. (SIGA) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

SIGA Technologies Inc.

NASDAQ: SIGA · Real-Time Price · USD
8.95
0.00 (0.00%)
At close: Oct 03, 2025, 3:59 PM
8.96
0.11%
Pre-market: Oct 06, 2025, 04:06 AM EDT

SIGA Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SIGA across all expirations is 5,143.86 shares per 1% move, with 5,518.62 from calls and 374.76 from puts. The put-call GEX ratio of 0.07 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

SIGA GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 1,648.28 -148.12 1,500.16 0.09
Nov 21, 25 149.76 -10.73 139.03 0.07
Dec 19, 25 657.56 -44.49 613.07 0.07
Jan 16, 26 2,858.81 -108.89 2,749.92 0.04
Mar 20, 26 67.2 -7.5 59.7 0.11
Jan 15, 27 137.01 -55.03 81.98 0.40