Sigma Lithium - Common Shares (SGML)'s 30-day implied volatility (IV30) was 83.1% at the close on October 26, 2026, down from 83.4% the day before, against a 52-week range of 72.9% to 147.0%. Its 20-day historical volatility was 73.2%.

Key numbers

30-day implied volatility (IV30): 83.1%
IV30 52-week range: 72.9% to 147.0% (median 107.1%)
Historical volatility: 20-day 73.2%, 1-year 105.6%
Implied move by the nearest expiration: ±5.2%

Data as of October 26, 2026.

SGML Implied Volatility (IV) vs Historical Volatility (HV)

Name: SGML Implied Volatility
Creator: Market Chameleon