Sigma Lithium Corporation (SGML)
NASDAQ: SGML
· Real-Time Price · USD
7.49
0.70 (10.31%)
At close: Oct 03, 2025, 3:59 PM
7.57
1.07%
After-hours: Oct 03, 2025, 07:59 PM EDT
SGML Delta Exposure By Expiry
The total Delta Exposure (DEX) for SGML across all expirations shows 125,305.43 net shares that market makers must hedge, with 175,450.93 from calls and 50,145.5 from puts. The put-call delta ratio of 0.29 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
SGML DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 37,716.97 | -26,815.85 | 10,901.12 | 0.71 |
| Nov 21, 25 | 23,262.42 | -3,141.96 | 20,120.46 | 0.14 |
| Jan 16, 26 | 72,520.61 | -18,642.75 | 53,877.86 | 0.26 |
| Apr 17, 26 | 38,822.57 | -1,478.96 | 37,343.61 | 0.04 |
| Jan 15, 27 | 1,981.67 | -29.63 | 1,952.04 | 0.01 |
| Jan 21, 28 | 1,146.69 | -36.35 | 1,110.34 | 0.03 |