SIGA
SIGA TECHNOLOGIES INC3.26post+$0.01 (+0.46%)at close +$0.00 (+0.00%)
as of 19:59:59 UTCnext report Aug 5 · today
Earnings Room‹ back to SIGA
The report
fiscal Q2 2026 · from the company's noticeAug 5after close0days out
Expected movement
market-implied · at the Aug 4 close±21.6%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±23.5% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 64% annualized.
expiry Aug 21 · first after the reportATM strike 3straddle 0.90ATM IV 165% vs 114% at Sep 18× 0.85 straddle-to-rangespot 3.26
Blast radius
2 linked · N-PORT + EDGARIf SIGA moves ±23.5% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
481
Aug 21
17d
196
▲ +0%
▲ +0%
128
Sep 18
45d
3.7k
▲ +0%
▲ +0%
201
Dec 18
136d
90
▲ +1%
▲ +0%
178
Jan 15
164d
2.1k▲ +0%
The record
expected in pale · actual in full color0/7reports moved further than the options market had pricedtypically ±6.9% realized vs ±13.1% priced
May 7 '26±17.0%→+1.5%×0.09
Mar 10 '26±13.0%→−3.1%×0.24
Nov 6 '25±20.0%→−19.9%×1.00
Aug 5 '25±10.4%→+10.0%×0.96
May 8 '25+4.0%May 9 '25
Mar 11 '25±11.3%→+7.0%×0.62
Nov 7 '24±8.7%→−0.8%×0.09
Aug 1 '24±11.3%→−5.8%×0.51
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.05 · rev $6M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.