What move does the options market price into Siga Technologies's report?

Implied ±54.2%, either direction.

How often does Siga Technologies move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

SIGANasdaqPharmaceutical Preparations

Siga Technologies Inc (SIGA) earnings date, market-implied expected move, and options open interest by expiry

3.12

+0.17 · +5.76%

post 3.12 0.00%

After hours16:00 ETdelayed

Open2.97Volume701,285Mkt cap$212.0MDiv yield20.34%

Day2.97 – 3.12100%52-wk2.83 – 7.486%

SIGA

Siga Technologies Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±54.2%implied · straddle

1.334.47

spot 2.90exp Nov 20ATM strike 3ATM straddle 1.85IV 372%

Nov 3 close

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−2.24%

vs ±27.9% implied · ×0.08

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+8.16%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

162 managers

Top fund weight

0.00%

SIGA weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Siga Technologies (SIGA) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±15.5%
avg realized: ±6.4%

Nov 7 '24Nov 7 '24confirmed±8.7%▼−0.79%×0.09

Mar 11 '25Mar 11 '25confirmed±11.3%▲+6.96%×0.62

May 8 '25May 8 '25confirmed—▲+4.04%—

Aug 5 '25Aug 5 '25confirmed±10.4%▲+10.00%×0.96

Q3 FY25Nov 6 '25confirmed±20.0%▼−19.95%×1.00

Q1 FY26Mar 10 '26confirmed±13.0%▼−3.10%×0.24

May 7 '26May 7 '26confirmed±17.0%▲+1.48%×0.09

Q2 FY26Aug 6 '26confirmed±27.9%▼−2.24%×0.08

quarterimplied−30%0+30%realized×

Q2 FY26±27.9%▼−2.24%×0.08

May '26±17.0%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 23 close

0.32OI · 4 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

286+4%Nov 2017d886+12%

2070%Dec 1845d1.511370%1.51

1670%Jan 1573d0.035,417−1%0.03

1500%Mar 19136d0.091,6680%0.09

ExpiryPutsCallsP/C

Nov 2017d286+4%886+12%0.32

Dec 1845d2070%1370%1.51

Jan 1573d1670%5,417−1%0.03

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±54.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

30.40%as filednet margin · revenue +556.82% QoQ · −49.45% YoY

Revenue

$41M+556.82% QoQ

Gross profit

$23M+609.97% QoQ

57.17% margin

Operating income

$14M+361.33% QoQ

33.91% margin

Pre-tax income

$15M+467.30% QoQ

Net income

$12M+460.81% QoQ

30.40% margin

Cost of revenue

$18M+497.14% QoQ

Operating expenses

$10M+10.58% QoQ

SG&A $5M

R&D $4M

Tax

$2M+505.31% QoQ

Other income

$946,898−25.88% QoQ

Revenue$41M+556.82%

Gross profit

$23M+609.97%

57.17% margin

Operating income

$14M+361.33%

33.91% margin

Pre-tax income

$15M+467.30%

Net income

$12M+460.81%

30.40% margin

Cost of revenue

$18M+497.14%

Operating expenses

$10M+10.58%

SG&A $5M

R&D $4M

Other income$946,898−25.88%

Tax$2M+505.31%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×0.98· ±2.4% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.4%4 of 10×0.98

PCEpersonal income & outlays±2.3%7 of 19×0.94

PPIproducer prices±2.3%4 of 10×0.92

FOMCrate decision±2.2%10 of 24×0.91

GDPgross domestic product±2.2%6 of 19×0.88

CPROFcorporate profits±2.0%5 of 12×0.83

CPIconsumer prices±1.6%3 of 10×0.64

Bar = avg |move| to ±3% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.17 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.17	—
Q1 FY26	Mar 10 '26 · confirmed	-0.05	—
Q3 FY25	Nov 6 '25 · confirmed	-0.09	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod