SIG options

Options Snapshot

SIG's at the money implied volatility is 46.0 percent on 6 Oct 2026.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Expected Move

On 6 Oct 2026, the option prices for SIG implied an expected move of 86 to 118 by 6 Nov 2026. That is 15.7 percent down and 15.3 percent up.

The range is one standard deviation either side of the close of 102.10, as the option prices imply it.

An expected move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Gamma Map

On 6 Oct 2026, SIG's call wall is the 110 strike and its put wall is the 102 strike.

Gamma exposure (GEX) is dollar gamma, stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Zero gamma is where calls minus puts gamma would change sign if the price moved there, holding tonight's contracts fixed. It assumes hedgers hold the calls and sold the puts, which the chain cannot show. On our August to October 2026 captures, names below it moved no more than names above it.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Volatility History

On 6 Oct 2026, SIG's at the money IV is 46.0 percent against 20 day realized volatility of 82.6 percent.

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Volatility Weather

On 6 Oct 2026, SIG's at the money IV runs from 45.4 percent at 3 days to 54.2 percent at 192 days.

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Volatility Smile

On 6 Oct 2026, at the 31 day expiry, SIG's IV ten percent below the price sits 7.5 points above at the money IV.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Volatility Surface

On 6 Oct 2026, SIG's surface spans 9 expiries out to 192 days, with IV from 43.3 to 68.7 percent near the price.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Expiry Ladder

On 6 Oct 2026, SIG has 9 captured expiries, from 9 Oct 2026 to 16 Apr 2027.

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Strike Table

On 6 Oct 2026, SIG's largest open interest sits at the 90 strike, with 1,630 contracts across the captured expiries.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Changed Hands

On 6 Oct 2026, 2,958 SIG option contracts traded.

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 6 Oct 2026. Current on every plan.

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Price Chart

SIG closed at 102.10 on 6 Oct 2026.

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 6 Oct 2026. Current on every plan.

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Seasonality

In the 23 Octobers on record, SIG's average change was plus 1.8 percent, and it rose in 56.5 percent of them.

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 6 Oct 2026. Current on every plan.

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Headlines

The desk's news feeds carried 1 headline naming SIG in the 3 days to 6 Oct 2026.

The titles are in the Headlines window, with the time each was published.

Headlines as of 6 Oct 2026. Current on every plan.

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