'Erm, What The Sigma?'

• It's a phrase used to express confusion, disbelief or bemusement, particularly in response to someone displaying behaviors or attitudes that align with the sigma male archetypes - or when someone takes the concept too seriously. 
• A tongue-in-cheek way of questioning or mocking the idea of being a sigma male, often in a situation where someone is acting in a way that seems overtly pretentious. 

Example:

bro 1 - "I don't need anyone. I'm sigma, I walk my own path."

bro 2- "Erm, what the sigma? Dude you just said that to avoid helping with the group project!"