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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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SGML / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.38
6.37
Mean
40.18
Window
-78.0%
ATM IV z -0.12
0.93
Mean
0.96
Window
+23.6%
IV Percentile z -1.19
21.46
Mean
60.52
Window
-47.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.46 0.92
ATM IV 0.46 1.00 0.48
IV Percent... 0.92 0.48 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 5.82 6.37 0.93 21.46
2026-11-05 5.35 8.22 0.97 25.91
2026-11-04 5.62 6.29 0.92 20.7
2026-11-03 5.54 5.3 0.9 17.58
2026-11-02 5.21 100 3.19 100
2026-10-30 7 40.97 1.24 79.22
2026-10-29 7.66 8.17 0.87 13.78
2026-10-28 8.3 16.58 0.96 24.11
2026-10-27 8.45 12.2 0.91 18.97
2026-10-26 7.86 10.21 0.89 16.67
2026-10-23 7.83 8.21 0.87 13.83
2026-10-22 7.48 10.81 0.9 16.21
2026-10-21 8.14 6.61 0.85 11.46
2026-10-20 8.46 4.31 0.82 5.53
2026-10-19 8.47 3.63 0.81 3.57
2026-10-15 8.79 9.28 0.88 13.44
2026-10-14 8.49 0.17 0.77 0.4
2026-10-13 8.7 7.01 0.85 11.07
2026-10-12 8.81 11.68 0.91 13.89
2026-10-09 9.35 4.2 0.82 4.35
2026-10-08 9.56 15.54 0.95 18.18
2026-10-07 9.86 12.32 0.91 14.62
2026-10-06 9.71 12.17 0.91 14.23
2026-10-05 9.56 9.81 0.88 13.1
2026-10-02 9.09 13.69 0.93 14.62
2026-10-01 8.34 16.53 0.96 19.37
2026-09-30 9.4 11.86 0.91 13.44
2026-09-29 9.71 2.6 0.8 1.19
2026-09-28 9.5 5.5 0.84 6.75
2026-09-25 9.58 3.7 0.81 3.16
2026-09-24 9.98 2.37 0.8 0.79
2026-09-23 10.14 0.35 0.78 0.4
2026-09-22 10.58 3.48 0.81 1.59
2026-09-21 10.27 3.44 0.81 1.2
2026-09-18 9.97 5.39 0.83 4.76
2026-09-17 8.88 5.36 0.83 4.37
2026-09-16 9 5.33 0.83 4.37
2026-09-15 9.09 9.51 0.88 10.32
2026-09-14 8.91 9.31 0.88 9.96
2026-09-11 9.5 6.31 0.84 7.94
2026-09-10 10.07 7.42 0.86 9.13
2026-09-09 10.57 8.65 0.87 10.32
2026-09-08 10.43 6.63 0.85 8.73
2026-09-04 12.39 3.41 0.81 2.38
2026-09-03 12.77 3.64 0.81 2.38
2026-09-02 12.85 4.62 0.83 3.17
2026-09-01 12.26 6.85 0.85 7.17
2026-08-31 12.64 5.97 0.84 5.6
2026-08-28 12.26 4.01 0.82 3.19
2026-08-27 12.61 0 0.77 0