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Sigma Lithium Corporation Common Shares SGML 5.82 0.47 8.79%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.927
Put Call Ratio (OI)
0.476
Put Call Ratio (Vol)
1.02
IV Rank
6.37
IV Percentile
21.5
Max pain
6

Gamma exposure (2026-11-06)

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}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-26.2
26.2
View values by strike
SGML · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 4.49e-7 0
2.00 80.8 -538
3.00 95 -1.69 K
4.00 181 -1.29 K
5.00 5.5 K -6.94 K
6.00 26.8 K -18.3 K
7.00 20.6 K -10.9 K
8.00 4.01 K -4.28 K
9.00 5.42 K -3.05 K
10.00 7.56 K -8.06 K
11.00 6.34 K -900
12.00 13.1 K -41.4
13.00 858 -408
14.00 3.76 K -505
15.00 6.71 K -1.46 K
16.00 528 0
17.00 1.01 K -51.9
18.00 45.9 0
19.00 256 0
20.00 4.82 K -156
21.00 289 0
22.00 575 0
23.00 164 0
24.00 14.4 0
25.00 573 -23.7
26.00 122 0
27.00 212 0
28.00 17.2 0
29.00 167 0
30.00 700 0
31.00 118 0
32.00 375 0