← Back to Stock / ETF implied volatility screener

SGML - Sigma Lithium Corporation
Implied Volatility Analysis

Implied Volatility:
105.0%
Put/Call-Ratio:
0.14

Sigma Lithium Corporation has an Implied Volatility (IV) of 105.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SGML is 6 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for SGML is -0.88 standard deviations away from its 1 year mean.

Market Cap$3.01B
Next Earnings Date11/16/2022 (41d)
Implied Volatility (IV) 30d
104.97
Implied Volatility Rank (IVR) 1y
5.50
Implied Volatility Percentile (IVP) 1y
8.11
Historical Volatility (HV) 30d
70.13
IV / HV
1.50
Open Interest
3.95K
Option Volume
190.00
Put/Call Ratio (Volume)
0.14

Data was calculated after the 10/5/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.