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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SIGA Technologies Inc. (SIGA) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.1
Avg Daily Volume: 559,817    Market Cap: 218.4M
Sector: Healthcare    Short Interest: 4.96
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 49.34%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 5, 2026 AC None $0.00 @$3.00 $1.50
($3.04)
49.34% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 6, 2026 AC 4.5 $3.12 @$3.00 $0.62
($3.12)
20.67% -2.56% I -2.24% I $3.05 $0.23
( $3.05 )
-62.9%
May 7, 2026 AC 4.7 $4.73 @$4.40 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 10, 2026 AC 4.7 $5.65 @$6.00
Nov. 6, 2025 AC 4.3 $8.17 @$8.00
Aug. 5, 2025 AC 4.4 $6.60 @$7.00
May 8, 2025 AC 4.7 $5.44 @$5.40
March 11, 2025 AC 4.7 $5.60 @$6.00
Nov. 7, 2024 AC 4.7 $7.63 @$8.00
Aug. 1, 2024 AC 4.6 $9.24 @$9.00

 
 
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