Genesis 19:14 NIV
So Lot went out and spoke to his sons-in-law, who were pledged to
marry his daughters[a]
[a] Genesis 19:14 Or were married to
They were in the first stages of marriage, which if it were modern times, it would be like engaged - but different (see below). The marriage was not consummated and therefore they were still virgins. To further solidify this as the answer, it is obvious that his daughters still lived with him, therefore the marriage was not in the second stage (nuptials, chuppah) but still in the first stage (Kichah)
To find out more about the process of marriage in early Judaism please follow this link - I have included part of it below.
Kichah ("taking," the formal acquisition) approximates the economic
term kinyan and seals the marriage. Because this is the first stage in
the process of creating a covenant of partnership, unions that are
prohibited and void, such as incest, are never referred to in the
Torah by the term kichah, but as she'khivah (sleeping together). In
regard to almost all valid marriages, even those that are prohibited,
the Torah makes specific reference to kichah.
This first stage of marriage is not a preliminary agreement to
contract a marriage at a future date (like the western concept of
engagement), but an integral component of the two-step marriage
process. The betrothal portion is a sort of inchoate marriage; from
that point onward, the couple is considered married. Until the second
step is taken, however, the bride may not cohabit with the groom (or
any other man). In this social suspension that marks the difficult
transition from the single life to the married state, the couple is
together yet apart. Until the twelfth century, this first stage of
marriage lasted up to one year in order to make preparations for the
final step. The second stage of the marriage process is the
consummation. It is alternatively termed nissuin, meaning elevation of
status, from nassa, coming by carriage from the father's home to the
groom's; or chuppah, wedding canopy.