SGML
Sigma Lithium CorporationClose $15.34EOD onlyThis page reflects SGML options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5.00 | 19.15 | 9.50 | 10.70 | 0.00 | 0 | 0 | 981.3% | 0.972 | 0.0058 | -0.181 | 0.001 | 0.000 |
| 7.50 | 7.67 | 7.00 | 8.40 | 0.19 | 1 | 2 | 764.1% | 0.939 | 0.0139 | -0.262 | 0.001 | 0.000 |
| 8.00 | 13.53 | 6.50 | 7.70 | 0.00 | 0 | 1 | 614.8% | 0.951 | 0.0144 | -0.177 | 0.001 | 0.000 |
| 9.00 | 5.49 | 5.50 | 6.60 | 0.00 | 1 | 2 | 475.8% | 0.955 | 0.0177 | -0.130 | 0.001 | 0.000 |
| 10.00 | 5.12 | 4.50 | 5.70 | -1.93 | 1 | 1 | 443.0% | 0.929 | 0.0269 | -0.171 | 0.002 | 0.000 |
| 10.50 | 6.64 | 4.00 | 5.30 | 0.00 | 1 | 1 | 440.6% | 0.908 | 0.0331 | -0.208 | 0.002 | 0.000 |
| 11.00 | 4.30 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.001 | 0.000 | 0.001 |
| 12.00 | 10.52 | 2.55 | 3.80 | 0.00 | 0 | 1 | 328.1% | 0.871 | 0.0563 | -0.197 | 0.002 | 0.001 |
| 12.50 | 10.79 | 2.15 | 3.20 | 0.00 | 0 | 1 | 264.1% | 0.874 | 0.0690 | -0.156 | 0.002 | 0.001 |
| 13.00 | 1.92 | 1.70 | 2.65 | 0.00 | 2 | 101 | 217.2% | 0.867 | 0.0872 | -0.134 | 0.002 | 0.001 |
| 13.50 | 1.71 | 1.40 | 2.15 | 0.89 | 10 | 12 | 185.2% | 0.842 | 0.1148 | -0.128 | 0.003 | 0.001 |
| 14.00 | 1.10 | 0.90 | 1.65 | 0.00 | 3 | 3 | 152.7% | 0.807 | 0.1579 | -0.120 | 0.003 | 0.001 |
| 14.50 | 0.92 | 1.05 | 1.25 | -0.04 | 3 | 95 | 119.5% | 0.753 | 0.2327 | -0.108 | 0.004 | 0.001 |
| 15.00 | 0.67 | 0.70 | 0.90 | 0.02 | 20 | 237 | 112.1% | 0.623 | 0.2983 | -0.122 | 0.004 | 0.000 |
| 15.50 | 0.50 | 0.45 | 0.60 | 0.00 | 33 | 54 | 107.8% | 0.465 | 0.3246 | -0.122 | 0.005 | 0.000 |
| 16.00 | 0.30 | 0.30 | 0.40 | -0.10 | 53 | 15 | 110.5% | 0.319 | 0.2844 | -0.113 | 0.004 | 0.000 |
| 16.50 | 0.25 | 0.15 | 0.25 | -0.04 | 7 | 25 | 106.6% | 0.189 | 0.2235 | -0.082 | 0.003 | 0.000 |
| 17.00 | 0.15 | 0.10 | 0.15 | -0.03 | 1 | 20 | 109.4% | 0.110 | 0.1516 | -0.059 | 0.002 | 0.000 |
| 17.50 | 0.10 | 0.05 | 0.15 | -0.05 | 1 | 52 | 121.1% | 0.077 | 0.1055 | -0.050 | 0.002 | 0.000 |
| 18.00 | 0.05 | 0.00 | 0.10 | -0.07 | 31 | 229 | 116.4% | 0.035 | 0.0587 | -0.026 | 0.001 | 0.000 |
| 18.50 | 0.05 | 0.00 | 0.05 | 0.00 | 150 | 180 | 114.1% | 0.015 | 0.0290 | -0.012 | 0.000 | 0.000 |
| 19.00 | 0.05 | 0.00 | 0.05 | 0.00 | 6 | 334 | 128.1% | 0.014 | 0.0241 | -0.013 | 0.000 | 0.000 |
| 19.50 | 0.18 | 0.00 | 0.05 | 0.00 | 1 | 2 | 140.6% | 0.012 | 0.0198 | -0.013 | 0.000 | 0.000 |
| 20.00 | 0.05 | 0.00 | 0.05 | 0.00 | 11 | 121 | 151.6% | 0.011 | 0.0162 | -0.012 | 0.000 | 0.000 |
| 20.50 | 1.75 | 0.00 | 0.25 | 0.00 | 1 | 2 | 224.2% | 0.048 | 0.0393 | -0.064 | 0.001 | 0.000 |
| 21.00 | 0.03 | 0.00 | 0.10 | -0.18 | 2 | 192 | 196.9% | 0.019 | 0.0205 | -0.026 | 0.001 | 0.000 |
| 21.50 | 0.20 | 0.00 | 0.10 | 0.00 | 250 | 494 | 207.8% | 0.017 | 0.0180 | -0.025 | 0.000 | 0.000 |
| 22.00 | 0.10 | 0.00 | 0.30 | 0.00 | 1 | 96 | 275.0% | 0.048 | 0.0318 | -0.078 | 0.001 | 0.000 |
| 22.50 | 0.80 | 0.00 | 0.50 | 0.00 | 0 | 17 | 325.8% | 0.071 | 0.0368 | -0.126 | 0.002 | 0.000 |
| 23.00 | 0.32 | 0.00 | 0.50 | 0.00 | 12 | 11 | 338.7% | 0.068 | 0.0342 | -0.127 | 0.001 | 0.000 |
| 23.50 | 0.54 | 0.00 | 0.15 | 0.00 | 3 | 4 | 268.8% | 0.021 | 0.0162 | -0.038 | 0.001 | 0.000 |
| 24.00 | 0.21 | 0.00 | 0.50 | 0.00 | 80 | 51 | 362.9% | 0.063 | 0.0300 | -0.127 | 0.001 | 0.000 |
| 24.50 | 0.17 | 0.00 | 0.50 | 0.00 | 1 | 6 | 374.2% | 0.060 | 0.0282 | -0.127 | 0.001 | 0.000 |
| 25.00 | 0.21 | 0.00 | 0.50 | 0.00 | 114 | 119 | 385.9% | 0.059 | 0.0267 | -0.128 | 0.001 | 0.000 |
| 26.00 | 1.30 | 0.00 | 0.50 | 0.00 | 1 | 7 | 407.0% | 0.055 | 0.0240 | -0.128 | 0.001 | 0.000 |
| 27.00 | 0.10 | 0.00 | 0.50 | 0.00 | 1 | 15 | 427.3% | 0.052 | 0.0218 | -0.129 | 0.001 | 0.000 |
| 28.00 | 0.80 | 0.00 | 0.50 | 0.00 | 0 | 2 | 446.9% | 0.049 | 0.0201 | -0.129 | 0.001 | 0.000 |
| 30.00 | 0.22 | 0.00 | 0.40 | 0.00 | 3 | 9 | 459.4% | 0.036 | 0.0151 | -0.103 | 0.001 | 0.000 |
| 31.00 | 0.38 | 0.00 | 0.05 | 0.00 | 0 | 40 | 337.5% | 0.004 | 0.0028 | -0.010 | 0.000 | 0.000 |
| 32.00 | 0.09 | 0.00 | 0.05 | 0.00 | 0 | 140 | 350.0% | 0.003 | 0.0026 | -0.010 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 6.00 | 0.09 | 0.00 | 0.30 | 0.00 | 2 | 3 | 671.9% | -0.016 | 0.0053 | -0.078 | 0.000 | -0.000 |
| 7.00 | 0.13 | 0.00 | 0.55 | 0.00 | 16 | 5 | 665.6% | -0.033 | 0.0097 | -0.139 | 0.001 | -0.000 |
| 7.50 | 0.13 | 0.00 | 0.60 | 0.00 | 2 | 4 | 629.7% | -0.038 | 0.0117 | -0.149 | 0.001 | -0.000 |
| 8.00 | 0.18 | 0.00 | 0.60 | 0.00 | 4 | 5 | 582.8% | -0.042 | 0.0136 | -0.149 | 0.001 | -0.000 |
| 8.50 | 0.20 | 0.00 | 0.60 | 0.00 | 4 | 3 | 538.3% | -0.046 | 0.0159 | -0.148 | 0.001 | -0.000 |
| 9.00 | 0.15 | 0.00 | 0.60 | 0.00 | 2 | 3 | 496.1% | -0.051 | 0.0186 | -0.147 | 0.001 | -0.000 |
| 9.50 | 0.15 | 0.00 | 0.50 | 0.00 | 4 | 3 | 432.0% | -0.049 | 0.0205 | -0.123 | 0.001 | -0.000 |
| 10.00 | 0.14 | 0.00 | 0.50 | 0.00 | 2 | 2 | 395.3% | -0.054 | 0.0243 | -0.123 | 0.001 | -0.000 |
| 10.50 | 0.12 | 0.00 | 0.15 | 0.00 | 6 | 6 | 265.6% | -0.021 | 0.0169 | -0.038 | 0.001 | -0.000 |
| 11.00 | 0.05 | 0.00 | 0.05 | 0.00 | 8 | 15 | 193.8% | -0.008 | 0.0104 | -0.013 | 0.000 | -0.000 |
| 11.50 | 0.07 | 0.00 | 0.05 | 0.00 | 37 | 38 | 170.3% | -0.009 | 0.0130 | -0.012 | 0.000 | -0.000 |
| 12.00 | 0.13 | 0.00 | 0.05 | 0.00 | 2 | 117 | 150.0% | -0.012 | 0.0178 | -0.013 | 0.000 | -0.000 |
| 12.50 | 0.05 | 0.00 | 0.05 | -0.10 | 1 | 72 | 128.1% | -0.014 | 0.0239 | -0.013 | 0.000 | -0.000 |
| 13.00 | 0.35 | 0.00 | 0.10 | 0.00 | 2 | 76 | 124.2% | -0.032 | 0.0512 | -0.025 | 0.001 | -0.000 |
| 13.50 | 0.06 | 0.05 | 0.10 | -0.17 | 17 | 48 | 113.3% | -0.058 | 0.0906 | -0.037 | 0.001 | -0.000 |
| 14.00 | 0.16 | 0.05 | 0.25 | -0.24 | 17 | 31 | 112.1% | -0.126 | 0.1626 | -0.066 | 0.002 | -0.000 |
| 14.50 | 0.37 | 0.25 | 0.40 | -0.83 | 272 | 129 | 122.7% | -0.252 | 0.2291 | -0.111 | 0.004 | -0.000 |
| 15.00 | 0.59 | 0.40 | 0.55 | -0.22 | 13 | 67 | 114.8% | -0.379 | 0.2917 | -0.123 | 0.004 | -0.000 |
| 15.50 | 0.85 | 0.65 | 0.80 | -1.30 | 1 | 45 | 115.2% | -0.530 | 0.3040 | -0.129 | 0.005 | -0.000 |
| 16.00 | 1.23 | 0.80 | 1.15 | -0.92 | 1 | 83 | 103.5% | -0.694 | 0.2983 | -0.102 | 0.004 | -0.001 |
| 16.50 | 1.87 | 1.20 | 1.55 | 0.00 | 4 | 58 | 110.2% | -0.802 | 0.2222 | -0.085 | 0.003 | -0.001 |
| 17.00 | 2.33 | 1.60 | 2.60 | 0.00 | 2 | 257 | 183.6% | -0.754 | 0.1512 | -0.163 | 0.004 | -0.001 |
| 17.50 | 1.55 | 2.05 | 3.00 | 0.00 | 19 | 27 | 191.0% | -0.805 | 0.1271 | -0.148 | 0.003 | -0.001 |
| 18.00 | 2.97 | 2.50 | 3.30 | -0.38 | 1 | 61 | 181.6% | -0.869 | 0.1033 | -0.108 | 0.002 | -0.001 |
| 18.50 | 5.30 | 2.80 | 4.00 | 0.00 | 1 | 345 | 200.4% | -0.882 | 0.0867 | -0.110 | 0.002 | -0.001 |
| 19.00 | 4.30 | 3.40 | 4.40 | 0.00 | 1 | 3,031 | 218.4% | -0.893 | 0.0744 | -0.112 | 0.002 | -0.001 |
| 19.50 | 2.75 | 3.60 | 5.00 | 0.00 | 3 | 5 | 201.6% | -0.937 | 0.0539 | -0.068 | 0.001 | -0.001 |
| 20.00 | 5.10 | 4.20 | 5.50 | 0.00 | 150 | 1,155 | 235.2% | -0.924 | 0.0533 | -0.093 | 0.002 | -0.001 |
| 20.50 | 6.00 | 4.70 | 6.00 | 0.00 | 4 | 501 | 250.0% | -0.930 | 0.0475 | -0.093 | 0.002 | -0.001 |
| 21.00 | 1.72 | 5.20 | 6.50 | 0.00 | 1,103 | 1,128 | 264.1% | -0.934 | 0.0427 | -0.094 | 0.001 | -0.001 |
| 21.50 | 6.90 | 5.60 | 7.00 | 0.00 | 6 | 32 | 257.8% | -0.953 | 0.0337 | -0.070 | 0.001 | -0.001 |
| 22.00 | 7.40 | 6.10 | 7.50 | 0.00 | 6 | 2 | 270.3% | -0.956 | 0.0306 | -0.070 | 0.001 | -0.001 |
| 22.50 | 7.85 | 6.60 | 8.00 | 0.00 | 3 | 4 | 282.8% | -0.958 | 0.0281 | -0.070 | 0.001 | -0.001 |
| 23.00 | 7.96 | 7.10 | 8.50 | 5.96 | 1 | 20 | 294.5% | -0.960 | 0.0259 | -0.070 | 0.001 | -0.001 |
| 23.50 | 6.75 | 7.60 | 9.00 | 0.00 | 2 | 0 | 305.5% | -0.962 | 0.0239 | -0.069 | 0.001 | -0.001 |
| 24.00 | 3.50 | 8.10 | 9.50 | 0.00 | 5 | 5 | 317.2% | -0.963 | 0.0224 | -0.070 | 0.001 | -0.001 |
| 25.00 | 10.40 | 9.10 | 10.50 | 0.00 | 6 | 0 | 337.5% | -0.966 | 0.0195 | -0.069 | 0.001 | -0.001 |
| 25.50 | 8.75 | 9.60 | 11.10 | 0.00 | 4 | 0 | 371.9% | -0.956 | 0.0220 | -0.095 | 0.001 | -0.001 |
| 26.00 | 8.70 | 10.10 | 11.50 | 0.00 | 0 | 0 | 357.8% | -0.968 | 0.0175 | -0.069 | 0.001 | -0.001 |
| 26.50 | 9.75 | 10.60 | 12.00 | 0.00 | 2 | 1 | 367.2% | -0.970 | 0.0165 | -0.069 | 0.001 | -0.001 |
| 28.00 | 11.20 | 12.20 | 13.60 | 0.00 | 6 | 0 | 442.2% | -0.953 | 0.0196 | -0.120 | 0.001 | -0.001 |
| 28.50 | 11.65 | 12.70 | 14.30 | 0.00 | 4 | 0 | 490.6% | -0.936 | 0.0224 | -0.171 | 0.001 | -0.002 |
| 29.00 | 11.61 | 13.20 | 14.90 | 0.00 | 0 | 0 | 517.2% | -0.929 | 0.0230 | -0.195 | 0.002 | -0.002 |
| 30.00 | 12.85 | 14.20 | 15.90 | 0.00 | 2 | 0 | 535.9% | -0.932 | 0.0215 | -0.196 | 0.001 | -0.002 |
| 31.00 | 12.00 | 15.20 | 16.90 | 0.00 | 0 | 0 | 553.1% | -0.935 | 0.0202 | -0.196 | 0.001 | -0.002 |
| 32.00 | 14.85 | 16.20 | 17.90 | 0.00 | 2 | 0 | 570.3% | -0.937 | 0.0191 | -0.197 | 0.001 | -0.002 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.