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Sigma Lithium Corporation Common Shares SGML

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Market datapartial · fetched 2026-10-22T20:45:54.412Z

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 · 2026-10-22T20:16:50.641089457Z

FundamentalsAlpha Vantage · unavailable

Share price$7.50
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$0.12$0.72$1.33$1.93$2.54$4.84$6.42$8.01$9.59$11.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGML spot · $7.50SGML PRICE$0.18$0.24$0.31$0.39$0.47$0.55$0.66$0.78$0.89$1.00$1.20$1.42$1.64$0.25$0.34$0.43$0.53$0.66$0.80$0.93$1.07$1.27$1.46$1.65$1.95$2.36
PutsCheap0.93×
CallsFair1.01×
SkewNeutral+0.18 pp
Implied moveBearish±$1.59
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.5485.2%29.6%6.2886.8%19.6%
25Δ9.1084.1%24.5%6.5488.0%17.3%
30Δ8.8084.7%21.4%6.7989.2%15.1%
35Δ8.5385.9%19.0%7.0590.2%13.1%
40Δ8.2787.0%16.5%7.2990.4%11.6%
45Δ8.0088.1%14.0%7.5490.6%10.1%
50Δ7.7688.7%12.3%7.7890.9%8.6%
55Δ7.5289.3%10.7%8.0390.9%7.2%
60Δ7.2889.8%9.0%8.3190.1%6.1%
65Δ7.0490.4%7.3%8.5889.2%5.0%
70Δ6.7593.2%6.1%8.8688.4%3.9%
75Δ6.4596.4%5.0%9.2389.0%2.9%
80Δ6.1599.6%3.9%9.7091.1%2.2%

20Δ

Calls
Pseudo strike
9.54
IV
85.2%
B/E move
29.6%
Puts
Pseudo strike
6.28
IV
86.8%
B/E move
19.6%

25Δ

Calls
Pseudo strike
9.10
IV
84.1%
B/E move
24.5%
Puts
Pseudo strike
6.54
IV
88.0%
B/E move
17.3%

30Δ

Calls
Pseudo strike
8.80
IV
84.7%
B/E move
21.4%
Puts
Pseudo strike
6.79
IV
89.2%
B/E move
15.1%

35Δ

Calls
Pseudo strike
8.53
IV
85.9%
B/E move
19.0%
Puts
Pseudo strike
7.05
IV
90.2%
B/E move
13.1%

40Δ

Calls
Pseudo strike
8.27
IV
87.0%
B/E move
16.5%
Puts
Pseudo strike
7.29
IV
90.4%
B/E move
11.6%

45Δ

Calls
Pseudo strike
8.00
IV
88.1%
B/E move
14.0%
Puts
Pseudo strike
7.54
IV
90.6%
B/E move
10.1%

50Δ

Calls
Pseudo strike
7.76
IV
88.7%
B/E move
12.3%
Puts
Pseudo strike
7.78
IV
90.9%
B/E move
8.6%

55Δ

Calls
Pseudo strike
7.52
IV
89.3%
B/E move
10.7%
Puts
Pseudo strike
8.03
IV
90.9%
B/E move
7.2%

60Δ

Calls
Pseudo strike
7.28
IV
89.8%
B/E move
9.0%
Puts
Pseudo strike
8.31
IV
90.1%
B/E move
6.1%

65Δ

Calls
Pseudo strike
7.04
IV
90.4%
B/E move
7.3%
Puts
Pseudo strike
8.58
IV
89.2%
B/E move
5.0%

70Δ

Calls
Pseudo strike
6.75
IV
93.2%
B/E move
6.1%
Puts
Pseudo strike
8.86
IV
88.4%
B/E move
3.9%

75Δ

Calls
Pseudo strike
6.45
IV
96.4%
B/E move
5.0%
Puts
Pseudo strike
9.23
IV
89.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
6.15
IV
99.6%
B/E move
3.9%
Puts
Pseudo strike
9.70
IV
91.1%
B/E move
2.2%

Options history

No recorded observations