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Sigma Lithium Corporation Common Shares SGML 10.32 0.35 3.51%

SGML Gamma Exposure (GEX)

SGML (Sigma Lithium Corporation Common Shares): See how call and put gamma exposure is distributed across option strikes. 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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.7
23.7
View values by strike
SGML · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 2.48 0
2.00 0.681 -182
3.00 40.5 -1.07 K
4.00 2.26 -14.4
5.00 875 -2.62 K
6.00 33.2 -535
7.00 7.36 K -7.63 K
8.00 421 -6.93 K
9.00 2.82 K -13.1 K
10.00 15 K -45.5 K
11.00 35.9 K -22.4 K
12.00 28.1 K -12.8 K
13.00 32.8 K -7.24 K
14.00 2.64 K -6.15 K
15.00 18.3 K -4.31 K
16.00 4.17 K -932
17.00 4.5 K -660
18.00 1.27 K -759
19.00 1.43 K -95.3
20.00 22.2 K -283
21.00 1.18 K -351
22.00 1.58 K -730
23.00 1.18 K 0
24.00 186 0
25.00 1.74 K -104
26.00 269 0
27.00 670 -97.3
28.00 53.4 -7.58
29.00 1.46 K 0
30.00 3.57 K 0
31.00 494 0
32.00 979 0
33.00 90.3 0
34.00 46.8 0