Sigma Lithium Corporation (SGML)
NASDAQ: SGML
· Real-Time Price · USD
5.43
-0.05 (-0.91%)
At close: Sep 11, 2025, 3:59 PM
5.48
0.92%
After-hours: Sep 11, 2025, 04:10 PM EDT
SGML Delta Exposure By Expiry
The total Delta Exposure (DEX) for SGML across all expirations shows 869.65 net shares that market makers must hedge, with 53,359.09 from calls and 52,489.44 from puts. The put-call delta ratio of 0.98 suggests neutral market maker positioning.
SGML DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 6,688.18 | -20,140.86 | -13,452.68 | 3.01 |
| Oct 17, 25 | 13,696.75 | -19,307.83 | -5,611.08 | 1.41 |
| Jan 16, 26 | 29,906.15 | -12,299.24 | 17,606.91 | 0.41 |
| Apr 17, 26 | 3,068.01 | -741.51 | 2,326.5 | 0.24 |