SGML · Expected Move
Sigma Lithium Corporation Common Shares
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).
SGML straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SGML Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$1.17
30-Day ATM IV
90.0%
IV Rank
30%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $2.45 | $1.17 | 90.0% | 30% |
| 20261007 | $2.48 | $1.02 | 88.7% | 27% |
| 20261006 | $2.45 | $1.05 | 87.8% | 24% |
| 20261005 | $2.45 | $1.23 | 86.4% | 20% |
| 20261002 | $1.33 | $1.33 | 93.0% | 39% |
| 20261001 | $1.23 | $1.23 | 93.2% | 40% |
| 20260930 | $1.35 | $1.35 | 87.8% | 24% |
| 20260929 | $1.42 | $1.42 | 81.4% | 6% |
| 20260928 | $1.43 | $1.43 | 85.1% | 16% |
| 20260925 | $1.57 | $1.57 | 82.4% | 8% |
| 20260924 | $1.58 | $1.58 | 84.1% | 13% |
| 20260923 | $1.58 | $1.58 | 79.5% | 0% |
| 20260922 | $1.82 | $1.82 | 84.0% | 9% |
| 20260921 | $1.80 | $1.80 | 84.5% | 7% |
| 20260918 | $1.77 | $0.22 | 80.7% | 1% |
| 20260917 | $1.77 | $0.38 | 88.2% | 13% |
| 20260916 | $1.77 | $0.53 | 86.9% | 11% |
| 20260915 | $1.88 | $0.70 | 89.3% | 14% |
| 20260914 | $1.90 | $0.82 | 90.2% | 16% |
| 20260911 | $2.03 | $0.97 | 86.0% | 9% |
| 20260910 | $2.20 | $1.02 | 87.7% | 12% |
| 20260909 | $2.27 | $1.33 | 91.8% | 18% |
| 20260908 | $2.27 | $1.23 | 85.1% | 8% |
| 20260904 | $2.70 | $1.40 | 80.2% | 0% |
| 20260903 | $2.80 | $1.82 | 80.5% | 0% |
| 20260902 | $1.77 | $1.77 | 81.2% | 0% |
| 20260901 | $1.73 | $1.73 | 82.5% | 1% |
| 20260831 | $1.93 | $1.93 | 84.1% | 4% |
| 20260828 | $2.00 | $2.00 | 81.7% | 0% |
| 20260827 | $2.02 | $2.02 | 82.1% | 0% |
| 20260826 | $2.00 | $2.00 | 84.2% | 2% |
| 20260825 | $2.10 | $2.10 | 84.4% | 2% |
| 20260824 | $2.12 | $2.12 | 85.9% | 5% |
| 20260821 | $2.20 | $0.25 | 83.9% | 1% |
| 20260820 | $2.05 | $0.55 | 83.0% | 0% |
| 20260819 | $2.15 | $0.65 | 85.7% | 4% |
| 20260818 | $2.12 | $0.80 | 83.6% | 0% |
| 20260817 | $2.25 | $0.97 | 84.6% | 0% |
| 20260814 | $2.65 | $1.23 | 90.4% | 0% |
| 20260813 | $2.58 | $1.55 | 91.7% | 0% |
| 20260812 | $2.67 | $1.70 | 92.7% | 0% |
| 20260811 | $3.02 | $1.82 | 100.5% | 11% |
| 20260810 | $3.08 | $1.58 | 100.7% | 12% |
| 20260807 | — | — | 95.3% | 1% |
| 20260806 | $2.85 | $1.43 | 95.3% | 1% |
| 20260805 | $2.00 | $1.58 | 99.0% | 8% |
| 20260804 | $2.17 | $1.68 | 107.8% | 27% |
| 20260803 | $2.05 | $0.90 | 103.1% | 17% |
| 20260731 | $2.00 | $0.95 | 102.6% | 16% |
| 20260730 | $2.00 | $1.12 | 101.2% | 13% |
| 20260729 | $2.00 | $1.20 | 105.1% | 21% |
| 20260728 | $2.00 | $1.10 | 101.5% | 13% |
| 20260727 | $2.33 | $0.93 | 109.2% | 29% |
| 20260724 | $2.20 | $1.00 | 101.8% | 14% |
| 20260723 | $2.40 | $1.05 | 107.3% | 26% |
| 20260722 | $2.42 | $1.30 | 105.6% | 22% |
| 20260721 | $2.60 | $1.40 | 104.8% | 20% |
| 20260720 | $2.48 | $0.90 | 103.6% | 18% |
| 20260716 | $2.45 | $1.23 | 104.9% | 20% |
| 20260715 | $2.70 | $1.45 | 101.1% | 13% |
More on SGML
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.