Sigma Lithium Corporation Common Shares SGML 10.32 0.35 3.51%
SGML Historical Options Analysis
Explore SGML (Sigma Lithium Corporation Common Shares) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SGML / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.63
3.44
Mean
41.68
Window
-82.5%
ATM IV
z -0.59
0.81
Mean
0.95
Window
+18.1%
IV Percentile
z -1.98
1.2
Mean
62.08
Window
-95.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.49 | 0.90 |
| ATM IV | 0.49 | 1.00 | 0.52 |
| IV Percent... | 0.90 | 0.52 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 10.32 | 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 |
| 2026-09-07 | 12.39 | 6.13 | 0.84 | 7.57 |
| 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 |
| 2026-08-26 | 12.2 | 5.18 | 0.84 | 5.58 |
| 2026-08-25 | 12.33 | 3.92 | 0.83 | 3.59 |
| 2026-08-24 | 12.21 | 5.3 | 0.84 | 5.2 |
| 2026-08-21 | 11.97 | 3.45 | 0.82 | 2.79 |
| 2026-08-20 | 10.73 | 3.96 | 0.83 | 3.19 |
| 2026-08-19 | 10.94 | 5.05 | 0.84 | 3.98 |
| 2026-08-18 | 11.03 | 7.32 | 0.87 | 7.97 |
| 2026-08-17 | 11.43 | 6.97 | 0.86 | 6.8 |
| 2026-08-14 | 11.99 | 11.95 | 0.92 | 10.76 |
| 2026-08-13 | 11.33 | 10.99 | 0.91 | 10.36 |
| 2026-08-12 | 11.82 | 17.19 | 0.98 | 19.12 |
| 2026-08-11 | 11.84 | 18.36 | 0.99 | 20.72 |
| 2026-08-10 | 11.76 | 17.63 | 0.98 | 20 |
| 2026-08-07 | 11.38 | 12.77 | 0.93 | 11.55 |
| 2026-08-06 | 10.78 | 16.73 | 0.97 | 18.73 |
| 2026-08-05 | 10.55 | 17.58 | 0.98 | 20.32 |
| 2026-08-04 | 11.1 | 23.7 | 1.05 | 31.08 |
| 2026-08-03 | 10.46 | 18.71 | 0.99 | 22.4 |
| 2026-07-31 | 9.87 | 25.56 | 1.07 | 37.45 |
| 2026-07-30 | 9.98 | 25.14 | 1.07 | 36.25 |
| 2026-07-29 | 9.37 | 34.86 | 1.18 | 64.54 |
| 2026-07-28 | 9.49 | 20.33 | 1.01 | 27.09 |
| 2026-07-27 | 9.95 | 22.08 | 1.03 | 29.2 |
| 2026-07-24 | 9.63 | 27.12 | 1.09 | 43.03 |
| 2026-07-23 | 10.02 | 27.11 | 1.09 | 43.03 |
| 2026-07-22 | 10.16 | 28.92 | 1.11 | 47.41 |
| 2026-07-21 | 10.48 | 27.4 | 1.09 | 44.22 |
| 2026-07-20 | 10.19 | 23.81 | 1.05 | 34 |
| 2026-07-17 | 10.26 | 26.56 | 1.08 | 43.03 |
| 2026-07-16 | 10.29 | 24.91 | 1.06 | 37.45 |
| 2026-07-15 | 11.29 | 20.56 | 1.02 | 30.28 |
| 2026-07-14 | 11.99 | 14.79 | 0.95 | 20.72 |