ThetaOwl

SGML

Sigma Lithium CorporationBasic Materials
$12.94
Bullish
Mkt Cap: $1.44B|Float: 58.8M|SI: 12.4%|DTC: 2.1
Data as of market close Mar 30, 2026
IV Rank
54
IV Pctl
43%
HV 20d
11201.0%
52W Range
$4-$17
ATR(14)
$1.40
Exp. Move
±10.0%
P/C Ratio
0.33
Earnings
-
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-023±$1.30±10.0%$11.64$14.24
2026-04-1011±$2.33±18.0%$10.62$15.27
2026-04-1718±$2.67±20.7%$10.27$15.62
2026-04-2425±$3.65±28.2%$9.29$16.59
2026-05-0132±$1.77±13.7%$11.17$14.72
2026-05-0839±$1.20±9.3%$11.74$14.14

Explore SGML options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.