SGML (Sigma Lithium Corporation Common Shares)
Expected Move & Straddle Price History
The expected move for SGML is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current SGML Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$0.90
Avg IV
1.2%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to SGML's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SGML Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260720 | $2.48 | $0.90 | 1.2% | 15% |
| 20260716 | $2.45 | $1.23 | 1.4% | 36% |
| 20260715 | $2.70 | $1.45 | 1.3% | 19% |
| 20260714 | $2.72 | $1.52 | 1.2% | 13% |
| 20260713 | $2.90 | $1.05 | 1.2% | 9% |
| 20260710 | $2.45 | $1.07 | 1.2% | 15% |
| 20260709 | $2.70 | $1.35 | 1.1% | 0% |
| 20260708 | $2.55 | $1.45 | 1.1% | 3% |
| 20260707 | $2.70 | $1.65 | 1.1% | 1% |
| 20260706 | $2.77 | $1.10 | 1.2% | 6% |
| 20260702 | $2.65 | $1.38 | 1.2% | 11% |
| 20260701 | $2.90 | $1.40 | 1.2% | 5% |
| 20260630 | $2.95 | $1.57 | 1.2% | 12% |
| 20260629 | $3.15 | $1.12 | 1.3% | 16% |
| 20260626 | $2.75 | $1.15 | 1.2% | 12% |
| 20260625 | $2.83 | $1.35 | 1.2% | 11% |
| 20260624 | $2.92 | $1.62 | 1.2% | 10% |
| 20260623 | $2.77 | $1.70 | 1.1% | 0% |
| 20260622 | $3.15 | $1.30 | 1.2% | 6% |
| 20260618 | $3.08 | $1.50 | 1.6% | 49% |
| 20260617 | $3.25 | $1.70 | 1.8% | 71% |
| 20260616 | $3.28 | $1.77 | 1.6% | 54% |
| 20260615 | $3.70 | $1.30 | 1.7% | 64% |
| 20260613 | $4.07 | $1.67 | 1.3% | 18% |
| 20260612 | $3.83 | $1.70 | 1.2% | 12% |
| 20260611 | $3.75 | $1.92 | 1.1% | 3% |
| 20260610 | $3.27 | $1.73 | 1.2% | 11% |
| 20260609 | $3.60 | $2.17 | 1.1% | 0% |
| 20260608 | $3.50 | $1.38 | 1.2% | 3% |
| 20260605 | $3.25 | $1.60 | 1.2% | 4% |
| 20260604 | $3.52 | $1.80 | 1.2% | 5% |
| 20260603 | $3.77 | $2.27 | 1.3% | 11% |
| 20260602 | $3.73 | $2.40 | 1.2% | 0% |
| 20260601 | $4.28 | $1.88 | 1.2% | 5% |
| 20260529 | $4.12 | $2.12 | 1.5% | 28% |
| 20260528 | $3.70 | $2.00 | 1.4% | 16% |
| 20260527 | $3.75 | $2.17 | 1.4% | 17% |
| 20260526 | $3.97 | $2.53 | 1.4% | 18% |
| 20260522 | $3.58 | $1.68 | 1.4% | 19% |
| 20260521 | $3.80 | $1.93 | 1.3% | 11% |
| 20260520 | $3.65 | $2.05 | 1.2% | 0% |
| 20260519 | $3.72 | $2.20 | 1.2% | 3% |
| 20260518 | $3.62 | $1.57 | 1.2% | 0% |
| 20260515 | $4.32 | $2.27 | 1.2% | 1% |
| 20260514 | $4.78 | $3.12 | 1.3% | 11% |
| 20260513 | $5.20 | $3.35 | 1.3% | 6% |
| 20260512 | $7.12 | $4.38 | 1.3% | 12% |
| 20260511 | $5.85 | $2.92 | 1.2% | 4% |
| 20260510 | $6.55 | $3.35 | 1.2% | 2% |
| 20260508 | $5.58 | $3.35 | 1.3% | 8% |
| 20260507 | $5.60 | $3.42 | 1.3% | 9% |
| 20260506 | $5.85 | $3.90 | 1.2% | 0% |
| 20260505 | $5.92 | $4.08 | 1.3% | 5% |
| 20260504 | $6.38 | $2.42 | 1.2% | 3% |
| 20260502 | $5.80 | $2.70 | 1.3% | 6% |
| 20260501 | $5.70 | $2.77 | 1.2% | 3% |
| 20260430 | $5.97 | $3.00 | 1.5% | 24% |
| 20260429 | $6.08 | $3.45 | 1.5% | 26% |
| 20260428 | $5.78 | $3.20 | 1.3% | 9% |
| 20260427 | $5.93 | $2.28 | 1.3% | 6% |