IntraAlpha
Create free account Start free

Sigma Lithium Corporation Common Shares SGML

i

Market datapartial · fetched 2026-10-23T15:50:55.977Z

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 · 2026-10-23T15:50:07.237793822Z

FundamentalsAlpha Vantage · unavailable

Share price$7.57
1D+0.9%
$7.37$7.48$7.58$7.69$7.795:30 AM6:30 AM9:00 AM1:00 PMSGML
Sold putSold call

Sigma Lithium Corporation Common Shares options

Live interpolated SGML call and put midpoint premiums by absolute delta.Sigma Lithium Corporation Common Shares$0.11$0.76$1.41$2.05$2.70$4.89$6.46$8.03$9.60$11.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGML spot · $7.57SGML PRICE$0.18$0.24$0.30$0.38$0.46$0.54$0.65$0.76$0.88$1.00$1.16$1.35$1.55$0.26$0.34$0.41$0.51$0.62$0.74$0.85$0.98$1.17$1.37$1.57$1.94$2.51
PutsCheap0.90×
CallsFair0.97×
SkewBearish+1.24 pp
Implied moveBearish±$1.50
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.6588.1%30.1%6.2496.4%21.0%
25Δ9.1584.1%24.1%6.5493.0%17.9%
30Δ8.8283.5%20.6%6.8589.7%14.9%
35Δ8.5684.3%18.2%7.1187.6%12.7%
40Δ8.3085.1%15.8%7.3486.9%11.1%
45Δ8.0585.9%13.5%7.5786.1%9.6%
50Δ7.8186.8%11.8%7.8085.4%8.1%
55Δ7.5887.7%10.2%8.0484.8%6.7%
60Δ7.3488.5%8.7%8.3185.0%5.7%
65Δ7.1189.4%7.1%8.5885.1%4.7%
70Δ6.8590.2%5.8%8.8585.3%3.7%
75Δ6.5790.9%4.7%9.2989.3%2.9%
80Δ6.2991.7%3.6%9.9197.8%2.3%

20Δ

Calls
Pseudo strike
9.65
IV
88.1%
B/E move
30.1%
Puts
Pseudo strike
6.24
IV
96.4%
B/E move
21.0%

25Δ

Calls
Pseudo strike
9.15
IV
84.1%
B/E move
24.1%
Puts
Pseudo strike
6.54
IV
93.0%
B/E move
17.9%

30Δ

Calls
Pseudo strike
8.82
IV
83.5%
B/E move
20.6%
Puts
Pseudo strike
6.85
IV
89.7%
B/E move
14.9%

35Δ

Calls
Pseudo strike
8.56
IV
84.3%
B/E move
18.2%
Puts
Pseudo strike
7.11
IV
87.6%
B/E move
12.7%

40Δ

Calls
Pseudo strike
8.30
IV
85.1%
B/E move
15.8%
Puts
Pseudo strike
7.34
IV
86.9%
B/E move
11.1%

45Δ

Calls
Pseudo strike
8.05
IV
85.9%
B/E move
13.5%
Puts
Pseudo strike
7.57
IV
86.1%
B/E move
9.6%

50Δ

Calls
Pseudo strike
7.81
IV
86.8%
B/E move
11.8%
Puts
Pseudo strike
7.80
IV
85.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
7.58
IV
87.7%
B/E move
10.2%
Puts
Pseudo strike
8.04
IV
84.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
7.34
IV
88.5%
B/E move
8.7%
Puts
Pseudo strike
8.31
IV
85.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
7.11
IV
89.4%
B/E move
7.1%
Puts
Pseudo strike
8.58
IV
85.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
6.85
IV
90.2%
B/E move
5.8%
Puts
Pseudo strike
8.85
IV
85.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
6.57
IV
90.9%
B/E move
4.7%
Puts
Pseudo strike
9.29
IV
89.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
6.29
IV
91.7%
B/E move
3.6%
Puts
Pseudo strike
9.91
IV
97.8%
B/E move
2.3%

Options history

No recorded observations