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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

Expected move

November 06, 2026 close · $5.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.2% ±$0.25 $5.55 – $6.04 $5.50 – $6.09 $5.27 – $6.32
2 sessions ±5.9% ±$0.34 $5.45 – $6.14 $5.38 – $6.21 $5.06 – $6.53
3 sessions ±7.4% ±$0.44 $5.36 – $6.23 $5.28 – $6.31 $4.88 – $6.71
1 week ±9.4% ±$0.54 $5.25 – $6.34 $5.13 – $6.46 $4.63 – $6.96
2 weeks Earnings ±15.5% ±$0.90 $4.90 – $6.69 $4.69 – $6.90 $3.91 – $7.68
3 weeks Earnings ±18.4% ±$1.07 $4.73 – $6.86 $4.48 – $7.11 $3.55 – $8.04
1 month Earnings ±21.3% ±$1.24 $4.56 – $7.03 $4.26 – $7.33 $3.20 – $8.39
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SGML reports in 7 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.78%
Average actual move
5.84%
Beyond the implied move
0 / 2
Median IV change
-2.32%
Reaction session Implied Actual Used ATM IV before → after
August 14, 2026 ±11.25% +5.83% 0.52× —
May 15, 2026 ±12.31% -5.85% 0.47× 124.2% → 120.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →