SIGA Technologies Inc (SIGA) Historical Volatility

Tracking SIGA historical volatility helps you see how much SIGA Technologies Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, SIGA Technologies Inc's HV tells you what really happened. Use our scanner to monitor SIGA 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The SIGA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing SIGA Technologies Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

SIGA Technologies, Inc., a commercial-stage pharmaceutical company, focuses on the health security and infectious disease markets in the United States. Its lead product is TPOXX, an oral formulation antiviral drug for the treatment of human smallpox disease caused by variola virus. SIGA Technologies, Inc. has a strategic partnership with Cipla Therapeutics to deliver sustained innovation and access to antibacterial drugs primarily against biothreats. The company was incorporated in 1995 and is headquartered in New York, New York.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts SIGA Technologies Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SIGA HV is running hot, cold, or in line. Make the SIGA 30 day historical volatility — and every other window — work for your edge instead of against it.