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Sigma Lithium Corporation Common Shares SGML

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Market datapartial · fetched 2026-10-23T02:00:45.601Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:30:40.230302422Z

FundamentalsAlpha Vantage · unavailable

Share price$7.56
1D-4.1%
AH$7.34$7.48$7.62$7.76$7.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGML
Sold putSold callAH

Sigma Lithium Corporation Common Shares options

Live interpolated SGML call and put midpoint premiums by absolute delta.Sigma Lithium Corporation Common Shares$0.10$0.84$1.58$2.32$3.07$4.90$6.47$8.03$9.60$11.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGML spot · $7.56SGML PRICE$0.18$0.23$0.30$0.38$0.46$0.54$0.64$0.75$0.86$0.97$1.13$1.34$1.54$0.26$0.35$0.44$0.55$0.69$0.83$0.98$1.15$1.35$1.56$1.78$2.22$2.85
PutsFair0.98×
CallsFair0.95×
SkewBearish+9.40 pp
Implied moveBearish±$1.62
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.5683.2%28.8%6.3188.9%20.0%
25Δ9.1382.0%23.8%6.5790.4%17.7%
30Δ8.8282.2%20.7%6.8491.8%15.4%
35Δ8.5683.0%18.3%7.1092.9%13.4%
40Δ8.3083.9%15.9%7.3593.5%11.9%
45Δ8.0484.7%13.5%7.6194.0%10.4%
50Δ7.8184.9%11.8%7.8694.6%8.9%
55Δ7.5885.1%10.2%8.1494.7%7.5%
60Δ7.3585.2%8.6%8.4394.4%6.4%
65Δ7.1185.3%6.9%8.7294.1%5.2%
70Δ6.8686.3%5.6%9.0394.0%4.0%
75Δ6.5788.1%4.6%9.5397.7%3.2%
80Δ6.2889.8%3.5%10.23104.8%2.4%

20Δ

Calls
Pseudo strike
9.56
IV
83.2%
B/E move
28.8%
Puts
Pseudo strike
6.31
IV
88.9%
B/E move
20.0%

25Δ

Calls
Pseudo strike
9.13
IV
82.0%
B/E move
23.8%
Puts
Pseudo strike
6.57
IV
90.4%
B/E move
17.7%

30Δ

Calls
Pseudo strike
8.82
IV
82.2%
B/E move
20.7%
Puts
Pseudo strike
6.84
IV
91.8%
B/E move
15.4%

35Δ

Calls
Pseudo strike
8.56
IV
83.0%
B/E move
18.3%
Puts
Pseudo strike
7.10
IV
92.9%
B/E move
13.4%

40Δ

Calls
Pseudo strike
8.30
IV
83.9%
B/E move
15.9%
Puts
Pseudo strike
7.35
IV
93.5%
B/E move
11.9%

45Δ

Calls
Pseudo strike
8.04
IV
84.7%
B/E move
13.5%
Puts
Pseudo strike
7.61
IV
94.0%
B/E move
10.4%

50Δ

Calls
Pseudo strike
7.81
IV
84.9%
B/E move
11.8%
Puts
Pseudo strike
7.86
IV
94.6%
B/E move
8.9%

55Δ

Calls
Pseudo strike
7.58
IV
85.1%
B/E move
10.2%
Puts
Pseudo strike
8.14
IV
94.7%
B/E move
7.5%

60Δ

Calls
Pseudo strike
7.35
IV
85.2%
B/E move
8.6%
Puts
Pseudo strike
8.43
IV
94.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
7.11
IV
85.3%
B/E move
6.9%
Puts
Pseudo strike
8.72
IV
94.1%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.86
IV
86.3%
B/E move
5.6%
Puts
Pseudo strike
9.03
IV
94.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
6.57
IV
88.1%
B/E move
4.6%
Puts
Pseudo strike
9.53
IV
97.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
6.28
IV
89.8%
B/E move
3.5%
Puts
Pseudo strike
10.23
IV
104.8%
B/E move
2.4%

Options history

No recorded observations