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Sigma Lithium Corporation Common Shares SGML

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Market datapartial · fetched 2026-10-23T04:27:53.763Z

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$0.83$1.56$2.30$3.03$4.93$6.49$8.04$9.60$11.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$0.97$1.15$1.35$1.56$1.77$2.21$2.82
PutsFair1.00×
CallsFair0.97×
SkewBearish+9.38 pp
Implied moveBearish±$1.62
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.5684.7%28.8%6.3190.5%20.0%
25Δ9.1383.5%23.8%6.5792.0%17.7%
30Δ8.8283.7%20.7%6.8493.4%15.4%
35Δ8.5684.5%18.3%7.1094.5%13.4%
40Δ8.3085.4%15.9%7.3595.1%11.9%
45Δ8.0486.2%13.5%7.6195.6%10.4%
50Δ7.8186.5%11.8%7.8696.2%8.9%
55Δ7.5886.6%10.2%8.1496.3%7.5%
60Δ7.3486.7%8.5%8.4396.0%6.4%
65Δ7.1186.9%6.9%8.7295.7%5.2%
70Δ6.8587.9%5.6%9.0395.6%4.1%
75Δ6.5789.7%4.6%9.5399.2%3.2%
80Δ6.2891.5%3.5%10.19105.7%2.4%

20Δ

Calls
Pseudo strike
9.56
IV
84.7%
B/E move
28.8%
Puts
Pseudo strike
6.31
IV
90.5%
B/E move
20.0%

25Δ

Calls
Pseudo strike
9.13
IV
83.5%
B/E move
23.8%
Puts
Pseudo strike
6.57
IV
92.0%
B/E move
17.7%

30Δ

Calls
Pseudo strike
8.82
IV
83.7%
B/E move
20.7%
Puts
Pseudo strike
6.84
IV
93.4%
B/E move
15.4%

35Δ

Calls
Pseudo strike
8.56
IV
84.5%
B/E move
18.3%
Puts
Pseudo strike
7.10
IV
94.5%
B/E move
13.4%

40Δ

Calls
Pseudo strike
8.30
IV
85.4%
B/E move
15.9%
Puts
Pseudo strike
7.35
IV
95.1%
B/E move
11.9%

45Δ

Calls
Pseudo strike
8.04
IV
86.2%
B/E move
13.5%
Puts
Pseudo strike
7.61
IV
95.6%
B/E move
10.4%

50Δ

Calls
Pseudo strike
7.81
IV
86.5%
B/E move
11.8%
Puts
Pseudo strike
7.86
IV
96.2%
B/E move
8.9%

55Δ

Calls
Pseudo strike
7.58
IV
86.6%
B/E move
10.2%
Puts
Pseudo strike
8.14
IV
96.3%
B/E move
7.5%

60Δ

Calls
Pseudo strike
7.34
IV
86.7%
B/E move
8.5%
Puts
Pseudo strike
8.43
IV
96.0%
B/E move
6.4%

65Δ

Calls
Pseudo strike
7.11
IV
86.9%
B/E move
6.9%
Puts
Pseudo strike
8.72
IV
95.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.85
IV
87.9%
B/E move
5.6%
Puts
Pseudo strike
9.03
IV
95.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
6.57
IV
89.7%
B/E move
4.6%
Puts
Pseudo strike
9.53
IV
99.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
6.28
IV
91.5%
B/E move
3.5%
Puts
Pseudo strike
10.19
IV
105.7%
B/E move
2.4%

Options history

No recorded observations