Sigma Lithium Corporation (SGML)
SGML Daily Gamma Exposure
Current Gamma Exposure (GEX) is 4.64K, which is 17% below the 3M average of 5.61K. Over this period, GEX peaked at 13.48K on Aug 11, 2025 and bottomed at -4.18K on Aug 14, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.78 is elevated versus the recent average of 0.39, suggesting increased put hedging. High GEX volatility (±3.81K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 18, 2025 | 21,266.83 | -16,626.84 | 4,639.99 | 0.78 |
| Aug 15, 2025 | 18,474.86 | -17,467.6 | 1,007.26 | 0.95 |
| Aug 14, 2025 | 17,687.66 | -21,870.89 | -4,183.23 | 1.24 |
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