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CAVA Group, Inc. CAVA

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-21T17:01:27.183Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:01:08.537202232Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:26.531415+00:00

Share price$55.04
1D-4.1%
$54.82$55.66$56.50$57.34$58.185:30 AM6:30 AM9:00 AM1:00 PMCAVA
Sold putSold call

CAVA Group, Inc. options

Live interpolated CAVA call and put midpoint premiums by absolute delta.CAVA Group, Inc.$0.15$1.34$2.53$3.72$4.91$51.21$53.21$55.22$57.22$59.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAVA spot · $55.04CAVA PRICE$0.29$0.39$0.50$0.61$0.74$0.88$1.03$1.20$1.39$1.58$2.48$3.71$4.57$0.28$0.39$0.49$0.61$0.73$0.85$1.00$1.19$1.39$1.59$1.86$2.13
PutsCheap0.83×
CallsExpensive1.51×
SkewBullish-14.82 pp
Implied moveBalanced±$2.03
TiltBullish21.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.4565.4%4.9%53.0760.0%4.1%
25Δ56.9465.0%4.2%53.4460.5%3.6%
30Δ56.5564.8%3.6%53.8061.1%3.1%
35Δ56.1564.6%3.1%54.1561.0%2.7%
40Δ55.7964.6%2.7%54.4760.2%2.4%
45Δ55.4564.7%2.4%54.7959.4%2.0%
50Δ55.1264.8%2.0%55.1159.0%1.7%
55Δ54.7864.8%1.7%55.4359.6%1.5%
60Δ54.4464.6%1.5%55.7560.2%1.2%
65Δ54.1164.4%1.2%56.0860.7%1.0%
70Δ53.2286.0%1.2%56.4560.5%0.8%
75Δ52.08117.8%1.4%56.8160.4%0.6%
80Δ51.04124.4%1.0%

20Δ

Calls
Pseudo strike
57.45
IV
65.4%
B/E move
4.9%
Puts
Pseudo strike
53.07
IV
60.0%
B/E move
4.1%

25Δ

Calls
Pseudo strike
56.94
IV
65.0%
B/E move
4.2%
Puts
Pseudo strike
53.44
IV
60.5%
B/E move
3.6%

30Δ

Calls
Pseudo strike
56.55
IV
64.8%
B/E move
3.6%
Puts
Pseudo strike
53.80
IV
61.1%
B/E move
3.1%

35Δ

Calls
Pseudo strike
56.15
IV
64.6%
B/E move
3.1%
Puts
Pseudo strike
54.15
IV
61.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
55.79
IV
64.6%
B/E move
2.7%
Puts
Pseudo strike
54.47
IV
60.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
55.45
IV
64.7%
B/E move
2.4%
Puts
Pseudo strike
54.79
IV
59.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
55.12
IV
64.8%
B/E move
2.0%
Puts
Pseudo strike
55.11
IV
59.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
54.78
IV
64.8%
B/E move
1.7%
Puts
Pseudo strike
55.43
IV
59.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
54.44
IV
64.6%
B/E move
1.5%
Puts
Pseudo strike
55.75
IV
60.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
54.11
IV
64.4%
B/E move
1.2%
Puts
Pseudo strike
56.08
IV
60.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
53.22
IV
86.0%
B/E move
1.2%
Puts
Pseudo strike
56.45
IV
60.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
52.08
IV
117.8%
B/E move
1.4%
Puts
Pseudo strike
56.81
IV
60.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
51.04
IV
124.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

CAVA69.5970.2970.992026-10-19: 70.89%2026-10-20: 69.68%Oct 19Oct 20
Table
DateIV
70.89%
69.68%