Sigma Lithium Corporation (SGML) Delta Exposure Analysis | DEX Options Flow & Market Impact - Stocknear

Sigma Lithium Corporation

NASDAQ: SGML · Real-Time Price · USD
5.48
-0.33 (-5.68%)
At close: Sep 10, 2025, 3:59 PM

SGML Daily Delta Exposure

SGML's current Delta Exposure (DEX) is 15.31K shares, which is 52% smaller than the 3M average of 31.88K shares. During this period, DEX ranged from 4.9K on Jun 20, 2025 to 75.34K on Jul 24, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 9, 2025 60,905.71 -45,596.85 15,308.86 0.75
Sep 8, 2025 74,959.24 -38,280.99 36,678.25 0.51
Sep 5, 2025 79,551.68 -32,802.59 46,749.09 0.41

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