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

Sigma Lithium Corporation

NASDAQ: SGML · Real-Time Price · USD
7.49
0.70 (10.31%)
At close: Oct 03, 2025, 3:59 PM
7.56
1.00%
After-hours: Oct 03, 2025, 07:58 PM EDT

SGML Option Overview

Overview for all option chains of SGML. As of October 05, 2025, SGML options have an IV of 197.1% and an IV rank of 95.21%. The volume is 14,606 contracts, which is 426.08% of average daily volume of 3,428 contracts. The volume put-call ratio is 0.12, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
197.1%
IV Rank
95.21%
Historical Volatility
83.17%
IV Low
73.45% on Nov 20, 2024
IV High
203.32% on Oct 03, 2025

Open Interest (OI)

Today's Open Interest
74,518
Put-Call Ratio
0.4
Put Open Interest
21,318
Call Open Interest
53,200
Open Interest Avg (30-day)
54,894
Today vs Open Interest Avg (30-day)
135.75%

Option Volume

Today's Volume
14,606
Put-Call Ratio
0.12
Put Volume
1,543
Call Volume
13,063
Volume Avg (30-day)
3,428
Today vs Volume Avg (30-day)
426.08%

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
Oct 17, 2025 821 897 1.09 12,963 13,840 1.07 197.1% 6
Nov 21, 2025 3,248 569 0.18 7,038 633 0.09 153.03% 6
Jan 16, 2026 1,342 34 0.03 22,349 6,491 0.29 127.25% 6
Apr 17, 2026 7,575 43 0.01 10,209 321 0.03 115.93% 3
Jan 15, 2027 34 0 0 415 15 0.04 90.33% 5
Jan 21, 2028 43 0 0 226 18 0.08 95.03% 5