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Sigma Lithium Corporation Common Shares SGML 10.32 0.35 3.51%

SGML Delta Exposure (DEX)

SGML (Sigma Lithium Corporation Common Shares): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.812
Put Call Ratio (OI)
0.579
Put Call Ratio (Vol)
0.623
IV Rank
3.44
IV Percentile
1.2
Max Pain
11

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.7
23.7
View values by strike
SGML · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 2.59 K 0
2.00 13.4 K -1.02 K
3.00 5.12 K -3.99 K
4.00 296 -53.8
5.00 40.2 K -8.41 K
6.00 1.25 K -911
7.00 135 K -14.8 K
8.00 5.24 K -12 K
9.00 20 K -28.1 K
10.00 128 K -139 K
11.00 104 K -72.3 K
12.00 74.2 K -65.2 K
13.00 54.3 K -47.7 K
14.00 5.14 K -52.2 K
15.00 118 K -46.5 K
16.00 10.2 K -11 K
17.00 12.6 K -7.63 K
18.00 2.41 K -11.8 K
19.00 3.98 K -1.88 K
20.00 71.2 K -4.2 K
21.00 4.11 K -6.21 K
22.00 9.68 K -13.2 K
23.00 3.49 K 0
24.00 481 0
25.00 6.02 K -2.01 K
26.00 696 0
27.00 4.67 K -3.44 K
28.00 164 -280
29.00 5.24 K 0
30.00 14.1 K 0
31.00 1.81 K 0
32.00 5.84 K 0
33.00 364 0
34.00 144 0