Sigma Lithium Corporation (SGML) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Sigma Lithium Corporation

NASDAQ: SGML · Real-Time Price · USD
5.81
-0.43 (-6.89%)
At close: Sep 09, 2025, 3:59 PM
5.81
0.00%
After-hours: Sep 09, 2025, 07:10 PM EDT

SGML Option Overview

Overview for all option chains of SGML. As of September 09, 2025, SGML options have an IV of 163.92% and an IV rank of 85.06%. The volume is 1,238 contracts, which is 48.08% of average daily volume of 2,575 contracts. The volume put-call ratio is 0.43, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
163.92%
IV Rank
85.06%
Historical Volatility
108.15%
IV Low
73.45% on Nov 20, 2024
IV High
179.81% on Sep 02, 2025

Open Interest (OI)

Today's Open Interest
66,452
Put-Call Ratio
0.95
Put Open Interest
32,367
Call Open Interest
34,085
Open Interest Avg (30-day)
54,797
Today vs Open Interest Avg (30-day)
121.27%

Option Volume

Today's Volume
1,238
Put-Call Ratio
0.43
Put Volume
370
Call Volume
868
Volume Avg (30-day)
2,575
Today vs Volume Avg (30-day)
48.08%

Option Chain Statistics

This table provides a comprehensive overview of all SGML options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 93 63 0.68 8,190 15,689 1.92 163.92% 6
Oct 17, 2025 44 7 0.16 7,631 10,820 1.42 147.19% 5
Jan 16, 2026 730 300 0.41 17,375 5,616 0.32 111.02% 5
Apr 17, 2026 1 0 0 889 242 0.27 85.81% 3