Siga Technologies (SIGA)'s 30-day implied volatility (IV30) was 47.1% at the close on November 6, 2026, down from 90.2% the day before, against a 52-week range of 26.1% to 90.2%. Its 20-day historical volatility was 48.7%.

Key numbers

30-day implied volatility (IV30): 47.1%
IV30 52-week range: 26.1% to 90.2% (median 43.3%)
Historical volatility: 20-day 48.7%, 1-year 45.5%
Implied move by the nearest expiration: ±6.0%

Data as of November 6, 2026.

SIGA Implied Volatility (IV) vs Historical Volatility (HV)

Name: SIGA Implied Volatility
Creator: Market Chameleon