SGI implied volatility

SGI implied volatility: the term structure across expirations and the front expiry's smile by strike.

• SGI options traded $1.14M in premium on 2026-11-09: $996.15K in calls and $144.16K in puts, a net bullish lean of $485.51K.
• Put/call ratio 0.14, implied volatility 59.1%.
• Options price a move of about ±$8.11 by 2026-11-20.
• Max pain for 2026-11-20 is $65.0.

Updated 2026-11-10 12:47 UTC