Sigma Lithium Corp (SGML) Historical Volatility

Tracking SGML historical volatility helps you see how much Sigma Lithium Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Sigma Lithium Corp's HV tells you what really happened. Use our scanner to monitor SGML 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The SGML 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Sigma Lithium Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Sigma Lithium Corporation engages in the exploration and development of lithium deposits in Brazil. It holds 100% interest in the Grota do Cirilo, Genipapo, Santa Clara, and São José properties comprising 27 mineral rights covering an area of approximately 191 square kilometers located in the Araçuaí and Itinga regions of the state of Minas Gerais, Brazil. The company was formerly known as Sigma Lithium Resources Corporation and changed its name to Sigma Lithium Corporation in July 2021. Sigma Lithium Corporation is headquartered in São Paulo, Brazil.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Sigma Lithium Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SGML HV is running hot, cold, or in line. Make the SGML 30 day historical volatility — and every other window — work for your edge instead of against it.