Sigma Lithium Corporation (SGML)
SGML Daily Gamma Exposure
Current Gamma Exposure (GEX) is 6K, which is 7% above the 3M average of 5.6K. Over this period, GEX peaked at 33.92K on Aug 11, 2025 and bottomed at -1.83K on Aug 7, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.87 is elevated versus the recent average of 0.58, suggesting increased put hedging. High GEX volatility (±6.42K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 47,839.55 | -41,835.84 | 6,003.71 | 0.87 |
| Aug 13, 2025 | 54,265.76 | -33,209.6 | 21,056.16 | 0.61 |
| Aug 12, 2025 | 49,642.05 | -16,156.06 | 33,485.99 | 0.33 |
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