Sigma Lithium Corporation (SGML) Options History
Historical options analytics archive for SGML with monthly max pain, implied volatility, gamma exposure, and put/call data.
48 months of complete options data available.
SGML monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SGML. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 105.3% | 27.0% | $13.50 | $896.7K | -$24.0M | 0.44 |
| 2026-05 | 20 | 115.7% | 39.8% | $15.00 | $145.9K | -$18.2M | 0.89 |
| 2026-04 | 21 | 113.1% | 39.9% | $18.00 | $59.2K | -$34.3M | 1.27 |
| 2026-03 | 22 | 122.2% | 47.3% | $9.00 | $707.1K | -$35.3M | 0.58 |
| 2026-02 | 19 | 119.0% | 46.0% | $15.00 | $1.3M | -$62.0M | 0.50 |
| 2026-01 | 20 | 130.6% | 55.7% | $13.00 | $270.9K | -$18.3M | 0.39 |
This archive aggregates SGML's daily end-of-day options snapshots into monthly summaries, spanning 2022-07 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how SGML option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 105.3%, a month-end max-pain strike around $13.50, an average put/call ratio of 0.44.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SGML history questions
- How much options history is available for SGML?
- This archive holds 48 months of SGML options analytics, spanning 2022-07 through 2026-06. Each entry is a monthly rollup of SGML's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the SGML archive.
- What data does each monthly SGML aggregate contain?
- Every monthly row summarizes that month of SGML option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 105.3%, an average IV rank of 27.0%, a month-end max-pain strike around $13.50, an average put/call ratio of 0.44.
- How is the SGML options-history archive built and how often does it update?
- The archive is derived from SGML's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how SGML's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.